PGOVX vs. PFORX
Compare and contrast key facts about PIMCO Long-Term U.S. Government Fund (PGOVX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX).
PGOVX is managed by PIMCO. It was launched on Jan 2, 1994. PFORX is managed by PIMCO. It was launched on Dec 1, 1992.
Performance
PGOVX vs. PFORX - Performance Comparison
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PGOVX vs. PFORX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGOVX PIMCO Long-Term U.S. Government Fund | -0.61% | 6.44% | -7.62% | 1.46% | -29.39% | -4.59% | 17.83% | 13.44% | -2.10% | 9.08% |
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, PGOVX achieves a -0.61% return, which is significantly higher than PFORX's -1.93% return. Over the past 10 years, PGOVX has underperformed PFORX with an annualized return of -1.12%, while PFORX has yielded a comparatively higher 2.80% annualized return.
PGOVX
- 1D
- 0.07%
- 1M
- -3.62%
- YTD
- -0.61%
- 6M
- -0.89%
- 1Y
- -0.13%
- 3Y*
- -2.34%
- 5Y*
- -5.46%
- 10Y*
- -1.12%
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%
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PGOVX vs. PFORX - Expense Ratio Comparison
PGOVX has a 1.05% expense ratio, which is higher than PFORX's 0.50% expense ratio.
Return for Risk
PGOVX vs. PFORX — Risk / Return Rank
PGOVX
PFORX
PGOVX vs. PFORX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Long-Term U.S. Government Fund (PGOVX) 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.
| PGOVX | PFORX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.05 | 0.61 | -0.56 |
Sortino ratioReturn per unit of downside risk | 0.14 | 0.86 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.12 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.35 | 0.66 | -0.31 |
Martin ratioReturn relative to average drawdown | 0.81 | 2.97 | -2.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PGOVX | PFORX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | 0.61 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | 0.33 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.91 | -0.99 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 1.25 | -0.75 |
Correlation
The correlation between PGOVX and PFORX is 0.40, 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
PGOVX vs. PFORX - Dividend Comparison
PGOVX's dividend yield for the trailing twelve months is around 3.61%, less than PFORX's 3.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGOVX PIMCO Long-Term U.S. Government Fund | 3.61% | 3.86% | 1.19% | 1.05% | 2.09% | 6.93% | 27.91% | 2.60% | 3.25% | 2.88% | 3.31% | 81.57% |
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
PGOVX vs. PFORX - Drawdown Comparison
The maximum PGOVX drawdown since its inception was -46.64%, which is greater than PFORX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for PGOVX and PFORX.
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Drawdown Indicators
| PGOVX | PFORX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.64% | -13.87% | -32.77% |
Max Drawdown (1Y)Largest decline over 1 year | -8.77% | -3.99% | -4.78% |
Max Drawdown (5Y)Largest decline over 5 years | -41.48% | -13.71% | -27.77% |
Max Drawdown (10Y)Largest decline over 10 years | -46.64% | -13.87% | -32.77% |
Current DrawdownCurrent decline from peak | -38.14% | -3.39% | -34.75% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -1.95% | -7.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 0.89% | +2.92% |
Volatility
PGOVX vs. PFORX - Volatility Comparison
PIMCO Long-Term U.S. Government Fund (PGOVX) has a higher volatility of 3.78% compared to PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) at 1.99%. This indicates that PGOVX'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
| PGOVX | PFORX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 1.99% | +1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 6.24% | 2.55% | +3.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.85% | 3.39% | +7.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 3.47% | +10.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.77% | 3.08% | +10.69% |