PFORX vs. PFIIX
Compare and contrast key facts about PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) and PIMCO Low Duration Income Fund (PFIIX).
PFORX is managed by PIMCO. It was launched on Dec 1, 1992. PFIIX is managed by PIMCO. It was launched on Jul 30, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFORX or PFIIX.
Performance
PFORX vs. PFIIX - Performance Comparison
Returns By Period
In the year-to-date period, PFORX achieves a 4.30% return, which is significantly lower than PFIIX's 6.24% return. Over the past 10 years, PFORX has underperformed PFIIX with an annualized return of 2.61%, while PFIIX has yielded a comparatively higher 3.86% annualized return.
PFORX
4.30%
-0.02%
3.30%
8.52%
1.12%
2.61%
PFIIX
6.24%
-0.14%
3.32%
9.20%
3.63%
3.86%
Key characteristics
| PFORX | PFIIX | |
|---|---|---|
| Sharpe Ratio | 2.76 | 3.55 |
| Sortino Ratio | 4.42 | 5.84 |
| Omega Ratio | 1.55 | 1.85 |
| Calmar Ratio | 1.01 | 7.59 |
| Martin Ratio | 15.95 | 26.57 |
| Ulcer Index | 0.56% | 0.36% |
| Daily Std Dev | 3.21% | 2.67% |
| Max Drawdown | -15.09% | -29.16% |
| Current Drawdown | -0.68% | -0.51% |
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PFORX vs. PFIIX - Expense Ratio Comparison
Both PFORX and PFIIX have an expense ratio of 0.50%.
Correlation
The correlation between PFORX and PFIIX is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
PFORX vs. PFIIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) and PIMCO Low Duration Income Fund (PFIIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
PFORX vs. PFIIX - Dividend Comparison
PFORX's dividend yield for the trailing twelve months is around 4.02%, less than PFIIX's 5.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFORX PIMCO International Bond Fund (U.S. Dollar-Hedged) | 4.02% | 3.03% | 2.39% | 1.55% | 2.46% | 6.33% | 2.65% | 1.46% | 1.40% | 7.39% | 8.04% | 2.30% |
PFIIX PIMCO Low Duration Income Fund | 5.22% | 4.99% | 6.32% | 3.06% | 3.46% | 4.76% | 3.21% | 3.15% | 3.78% | 5.37% | 5.15% | 4.50% |
Drawdowns
PFORX vs. PFIIX - Drawdown Comparison
The maximum PFORX drawdown since its inception was -15.09%, smaller than the maximum PFIIX drawdown of -29.16%. Use the drawdown chart below to compare losses from any high point for PFORX and PFIIX. For additional features, visit the drawdowns tool.
Volatility
PFORX vs. PFIIX - Volatility Comparison
PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) and PIMCO Low Duration Income Fund (PFIIX) have volatilities of 0.89% and 0.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.