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PGBIX vs. PFORX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGBIX vs. PFORX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) Class I (PGBIX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX). The values are adjusted to include any dividend payments, if applicable.

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PGBIX vs. PFORX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGBIX
PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) Class I
-2.48%8.61%4.38%6.94%-5.74%-0.49%7.33%6.78%-0.45%4.33%
PFORX
PIMCO International Bond Fund (U.S. Dollar-Hedged)
-1.93%4.33%5.70%9.52%-10.33%-1.67%6.17%7.64%2.64%3.52%

Returns By Period

In the year-to-date period, PGBIX achieves a -2.48% return, which is significantly lower than PFORX's -1.93% return. Over the past 10 years, PGBIX has outperformed PFORX with an annualized return of 3.17%, while PFORX has yielded a comparatively lower 2.80% annualized return.


PGBIX

1D
0.42%
1M
-2.85%
YTD
-2.48%
6M
-1.13%
1Y
3.14%
3Y*
5.07%
5Y*
2.16%
10Y*
3.17%

PFORX

1D
0.31%
1M
-3.10%
YTD
-1.93%
6M
-0.89%
1Y
1.84%
3Y*
4.82%
5Y*
1.13%
10Y*
2.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGBIX vs. PFORX - Expense Ratio Comparison

PGBIX has a 0.55% expense ratio, which is higher than PFORX's 0.50% expense ratio.


Return for Risk

PGBIX vs. PFORX — Risk / Return Rank

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

PGBIX
PGBIX Risk / Return Rank: 2727
Overall Rank
PGBIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PGBIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
PGBIX Omega Ratio Rank: 2424
Omega Ratio Rank
PGBIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
PGBIX Martin Ratio Rank: 3030
Martin Ratio Rank

PFORX
PFORX Risk / Return Rank: 2121
Overall Rank
PFORX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PFORX Sortino Ratio Rank: 1818
Sortino Ratio Rank
PFORX Omega Ratio Rank: 1717
Omega Ratio Rank
PFORX Calmar Ratio Rank: 2121
Calmar Ratio Rank
PFORX Martin Ratio Rank: 2626
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.

PGBIX vs. PFORX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) Class I (PGBIX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX). 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.


PGBIXPFORXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.61

+0.21

Sortino ratio

Return per unit of downside risk

1.14

0.86

+0.28

Omega ratio

Gain probability vs. loss probability

1.16

1.12

+0.04

Calmar ratio

Return relative to maximum drawdown

0.93

0.66

+0.26

Martin ratio

Return relative to average drawdown

3.97

2.97

+0.99

PGBIX vs. PFORX - Sharpe Ratio Comparison

The current PGBIX Sharpe Ratio is 0.83, which is higher than the PFORX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of PGBIX and PFORX, 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


PGBIXPFORXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.61

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.33

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

0.91

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

1.25

-0.26

Correlation

The correlation between PGBIX and PFORX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PGBIX vs. PFORX - Dividend Comparison

PGBIX's dividend yield for the trailing twelve months is around 4.66%, more than PFORX's 3.86% yield.


TTM20252024202320222021202020192018201720162015
PGBIX
PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) Class I
4.66%4.79%4.07%2.33%7.55%2.95%2.24%4.10%2.14%3.09%2.58%5.81%
PFORX
PIMCO International Bond Fund (U.S. Dollar-Hedged)
3.86%4.23%4.91%3.02%3.65%1.55%2.46%6.86%2.90%1.46%1.38%9.12%

Drawdowns

PGBIX vs. PFORX - Drawdown Comparison

The maximum PGBIX drawdown since its inception was -14.22%, roughly equal to the maximum PFORX drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for PGBIX and PFORX.


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Drawdown Indicators


PGBIXPFORXDifference

Max Drawdown

Largest peak-to-trough decline

-14.22%

-13.87%

-0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-4.25%

-3.99%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-9.56%

-13.71%

+4.15%

Max Drawdown (10Y)

Largest decline over 10 years

-9.98%

-13.87%

+3.89%

Current Drawdown

Current decline from peak

-3.44%

-3.39%

-0.05%

Average Drawdown

Average peak-to-trough decline

-2.15%

-1.95%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.89%

+0.10%

Volatility

PGBIX vs. PFORX - Volatility Comparison

PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) Class I (PGBIX) has a higher volatility of 2.26% compared to PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) at 1.99%. This indicates that PGBIX's price experiences larger fluctuations and is considered to be riskier than PFORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGBIXPFORXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

1.99%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

2.55%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.99%

3.39%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.28%

3.47%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.95%

3.08%

-0.13%