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PFORX vs. VWO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFORX vs. VWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) and Vanguard FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

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PFORX vs. VWO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFORX
PIMCO International Bond Fund (U.S. Dollar-Hedged)
-2.23%4.33%5.70%9.52%-10.33%-1.67%6.17%7.64%2.64%3.52%
VWO
Vanguard FTSE Emerging Markets ETF
0.54%25.60%10.59%9.25%-17.98%1.26%15.17%20.75%-14.76%31.49%

Returns By Period

In the year-to-date period, PFORX achieves a -2.23% return, which is significantly lower than VWO's 0.54% return. Over the past 10 years, PFORX has underperformed VWO with an annualized return of 2.77%, while VWO has yielded a comparatively higher 7.63% annualized return.


PFORX

1D
0.31%
1M
-3.69%
YTD
-2.23%
6M
-1.20%
1Y
1.73%
3Y*
4.71%
5Y*
1.08%
10Y*
2.77%

VWO

1D
3.11%
1M
-6.97%
YTD
0.54%
6M
1.72%
1Y
22.75%
3Y*
13.73%
5Y*
3.84%
10Y*
7.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFORX vs. VWO - Expense Ratio Comparison

PFORX has a 0.50% expense ratio, which is higher than VWO's 0.08% expense ratio.


Return for Risk

PFORX vs. VWO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PFORX
PFORX Risk / Return Rank: 2424
Overall Rank
PFORX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PFORX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PFORX Omega Ratio Rank: 2121
Omega Ratio Rank
PFORX Calmar Ratio Rank: 2121
Calmar Ratio Rank
PFORX Martin Ratio Rank: 2626
Martin Ratio Rank

VWO
VWO Risk / Return Rank: 7474
Overall Rank
VWO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VWO Sortino Ratio Rank: 7575
Sortino Ratio Rank
VWO Omega Ratio Rank: 7474
Omega Ratio Rank
VWO Calmar Ratio Rank: 7575
Calmar Ratio Rank
VWO Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PFORX vs. VWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) and Vanguard FTSE Emerging Markets ETF (VWO). 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.


PFORXVWODifference

Sharpe ratio

Return per unit of total volatility

0.64

1.28

-0.65

Sortino ratio

Return per unit of downside risk

0.89

1.81

-0.92

Omega ratio

Gain probability vs. loss probability

1.12

1.26

-0.14

Calmar ratio

Return relative to maximum drawdown

0.61

1.85

-1.24

Martin ratio

Return relative to average drawdown

2.82

7.12

-4.30

PFORX vs. VWO - Sharpe Ratio Comparison

The current PFORX Sharpe Ratio is 0.64, which is lower than the VWO Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of PFORX and VWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PFORXVWODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.28

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.22

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.40

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

0.25

+1.00

Correlation

The correlation between PFORX and VWO is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PFORX vs. VWO - Dividend Comparison

PFORX's dividend yield for the trailing twelve months is around 3.88%, more than VWO's 2.68% yield.


TTM20252024202320222021202020192018201720162015
PFORX
PIMCO International Bond Fund (U.S. Dollar-Hedged)
3.88%4.23%4.91%3.02%3.65%1.55%2.46%6.86%2.90%1.46%1.38%9.12%
VWO
Vanguard FTSE Emerging Markets ETF
2.68%2.79%3.20%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%

Drawdowns

PFORX vs. VWO - Drawdown Comparison

The maximum PFORX drawdown since its inception was -13.87%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for PFORX and VWO.


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Drawdown Indicators


PFORXVWODifference

Max Drawdown

Largest peak-to-trough decline

-13.87%

-67.68%

+53.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.99%

-12.23%

+8.24%

Max Drawdown (5Y)

Largest decline over 5 years

-13.71%

-32.80%

+19.09%

Max Drawdown (10Y)

Largest decline over 10 years

-13.87%

-36.39%

+22.52%

Current Drawdown

Current decline from peak

-3.69%

-8.41%

+4.72%

Average Drawdown

Average peak-to-trough decline

-1.95%

-15.93%

+13.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

3.18%

-2.31%

Volatility

PFORX vs. VWO - Volatility Comparison

The current volatility for PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) is 1.93%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 8.17%. This indicates that PFORX experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFORXVWODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.93%

8.17%

-6.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

12.26%

-9.73%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

17.83%

-14.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.46%

17.21%

-13.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.08%

19.18%

-16.10%