PortfoliosLab logoPortfoliosLab logo
PFSIX vs. PISIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFSIX vs. PISIX - Performance Comparison

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

Loading graphics...

PFSIX vs. PISIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFSIX
PIMCO Emerging Markets Full Spectrum Bond Fund
-2.64%18.47%2.89%10.66%-12.11%-5.11%4.34%15.20%-5.26%12.33%
PISIX
PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)
-0.85%17.68%14.87%21.70%-8.86%18.37%4.29%26.40%-10.00%18.81%

Returns By Period

In the year-to-date period, PFSIX achieves a -2.64% return, which is significantly lower than PISIX's -0.85% return. Over the past 10 years, PFSIX has underperformed PISIX with an annualized return of 3.86%, while PISIX has yielded a comparatively higher 11.51% annualized return.


PFSIX

1D
0.16%
1M
-5.64%
YTD
-2.64%
6M
1.34%
1Y
10.95%
3Y*
8.22%
5Y*
2.86%
10Y*
3.86%

PISIX

1D
0.22%
1M
-9.44%
YTD
-0.85%
6M
-0.21%
1Y
12.13%
3Y*
14.32%
5Y*
10.34%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PFSIX vs. PISIX - Expense Ratio Comparison

PFSIX has a 0.94% expense ratio, which is higher than PISIX's 0.76% expense ratio.


Return for Risk

PFSIX vs. PISIX — Risk / Return Rank

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

PFSIX
PFSIX Risk / Return Rank: 9090
Overall Rank
PFSIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PFSIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
PFSIX Omega Ratio Rank: 9393
Omega Ratio Rank
PFSIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
PFSIX Martin Ratio Rank: 8585
Martin Ratio Rank

PISIX
PISIX Risk / Return Rank: 2424
Overall Rank
PISIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PISIX Sortino Ratio Rank: 2121
Sortino Ratio Rank
PISIX Omega Ratio Rank: 2828
Omega Ratio Rank
PISIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
PISIX Martin Ratio Rank: 2424
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.

PFSIX vs. PISIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Emerging Markets Full Spectrum Bond Fund (PFSIX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). 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.


PFSIXPISIXDifference

Sharpe ratio

Return per unit of total volatility

2.21

0.63

+1.58

Sortino ratio

Return per unit of downside risk

3.10

0.85

+2.24

Omega ratio

Gain probability vs. loss probability

1.45

1.14

+0.31

Calmar ratio

Return relative to maximum drawdown

1.97

0.64

+1.33

Martin ratio

Return relative to average drawdown

8.70

2.55

+6.16

PFSIX vs. PISIX - Sharpe Ratio Comparison

The current PFSIX Sharpe Ratio is 2.21, which is higher than the PISIX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of PFSIX and PISIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PFSIXPISIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

0.63

+1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.75

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.80

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.52

-0.29

Correlation

The correlation between PFSIX and PISIX is 0.34, 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.


Dividends

PFSIX vs. PISIX - Dividend Comparison

PFSIX's dividend yield for the trailing twelve months is around 6.47%, more than PISIX's 5.19% yield.


TTM20252024202320222021202020192018201720162015
PFSIX
PIMCO Emerging Markets Full Spectrum Bond Fund
6.47%6.45%6.58%4.65%3.75%4.40%4.23%5.22%5.66%5.22%5.20%5.44%
PISIX
PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)
5.19%5.14%11.81%10.04%10.11%7.31%1.42%11.47%7.99%7.36%1.02%8.16%

Drawdowns

PFSIX vs. PISIX - Drawdown Comparison

The maximum PFSIX drawdown since its inception was -28.20%, smaller than the maximum PISIX drawdown of -57.47%. Use the drawdown chart below to compare losses from any high point for PFSIX and PISIX.


Loading graphics...

Drawdown Indicators


PFSIXPISIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.20%

-57.47%

+29.27%

Max Drawdown (1Y)

Largest decline over 1 year

-5.79%

-12.81%

+7.02%

Max Drawdown (5Y)

Largest decline over 5 years

-23.92%

-18.93%

-4.99%

Max Drawdown (10Y)

Largest decline over 10 years

-24.61%

-35.44%

+10.83%

Current Drawdown

Current decline from peak

-5.64%

-9.44%

+3.80%

Average Drawdown

Average peak-to-trough decline

-9.40%

-7.23%

-2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

3.54%

-2.23%

Volatility

PFSIX vs. PISIX - Volatility Comparison

The current volatility for PIMCO Emerging Markets Full Spectrum Bond Fund (PFSIX) is 2.50%, while PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) has a volatility of 6.58%. This indicates that PFSIX experiences smaller price fluctuations and is considered to be less risky than PISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PFSIXPISIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

6.58%

-4.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.91%

11.37%

-7.46%

Volatility (1Y)

Calculated over the trailing 1-year period

5.40%

16.52%

-11.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.85%

13.92%

-8.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.33%

14.55%

-8.22%