PIGDX vs. PTSIX
PIGDX (Federated Hermes International Growth Fund) and PTSIX (PIMCO RAE PLUS International Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, PIGDX returned -24.69%/yr vs 11.21%/yr for PTSIX. Their 0.52 correlation means they have sometimes moved together and sometimes differently. PIGDX charges 0.84%/yr vs 0.82%/yr for PTSIX.
Performance
PIGDX vs. PTSIX - Performance Comparison
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Returns By Period
In the year-to-date period, PIGDX achieves a 10.51% return, which is significantly lower than PTSIX's 19.48% return.
PIGDX
- 1D
- 3.11%
- 1M
- -4.65%
- 6M
- 0.23%
- YTD
- 10.51%
- 1Y
- -73.43%
- 3Y*
- -31.63%
- 5Y*
- -24.69%
- 10Y*
- —
- ALL TIME*
- -5.31%
PTSIX
- 1D
- 1.11%
- 1M
- 5.39%
- 6M
- 11.31%
- YTD
- 19.48%
- 1Y
- 36.12%
- 3Y*
- 19.10%
- 5Y*
- 11.21%
- 10Y*
- 10.40%
- ALL TIME*
- 9.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PIGDX vs. PTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PIGDX Federated Hermes International Growth Fund | 10.51% | -72.44% | 6.47% | 8.80% | -29.43% | 6.85% | 43.18% | 26.99% | -13.33% | 41.55% |
PTSIX PIMCO RAE PLUS International Fund | 19.48% | 35.74% | 2.54% | 18.35% | -11.35% | 10.70% | 0.48% | 18.29% | -16.33% | 28.37% |
Correlation
The correlation between PIGDX and PTSIX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.52 |
The correlation between PIGDX and PTSIX has been stable across timeframes, ranging from 0.45 to 0.53 - a consistent structural relationship.
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Return for Risk
PIGDX vs. PTSIX — Risk / Return Rank
PIGDX
PTSIX
PIGDX vs. PTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes International Growth Fund (PIGDX) and PIMCO RAE PLUS International Fund (PTSIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PIGDX | PTSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.96 | ||
| Sortino ratioReturn per unit of downside risk | -5.07 | ||
| Omega ratioGain probability vs. loss probability | 0.64 | 1.54 | -0.90 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | 3.98 | -4.95 |
| Martin ratioReturn relative to average drawdown | -1.28 | 13.29 | -14.57 |
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Drawdowns
PIGDX vs. PTSIX - Drawdown Comparison
The maximum PIGDX drawdown since its inception was -79.94%, which is greater than PTSIX's maximum drawdown of -46.94%. Use the drawdown chart below to compare losses from any high point for PIGDX and PTSIX.
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Drawdown Indicators
| PIGDX | PTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.94% | -46.94% | -33.00% |
Max Drawdown (1Y)Largest decline over 1 year | -78.87% | -9.12% | -69.75% |
Max Drawdown (3Y)Largest decline over 3 years | -78.87% | -15.62% | -63.25% |
Max Drawdown (5Y)Largest decline over 5 years | -79.94% | -29.41% | -50.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.94% | — |
Current DrawdownCurrent decline from peak | -77.31% | 0.00% | -77.31% |
Average DrawdownAverage peak-to-trough decline | -18.06% | -9.40% | -8.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 57.49% | 2.72% | +54.77% |
Volatility
PIGDX vs. PTSIX - Volatility Comparison
Federated Hermes International Growth Fund (PIGDX) has a higher volatility of 6.88% compared to PIMCO RAE PLUS International Fund (PTSIX) at 3.48%. This indicates that PIGDX's price experiences larger fluctuations and is considered to be riskier than PTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PIGDX | PTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 3.48% | +3.40% |
Volatility (6M)Calculated over the trailing 6-month period | 16.97% | 9.46% | +7.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 82.30% | 11.99% | +70.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.27% | 15.00% | +24.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.87% | 15.80% | +15.07% |
PIGDX vs. PTSIX - Expense Ratio Comparison
PIGDX has a 0.84% expense ratio, which is higher than PTSIX's 0.82% expense ratio.
Dividends
PIGDX vs. PTSIX - Dividend Comparison
PIGDX has not paid dividends to shareholders, while PTSIX's dividend yield for the trailing twelve months is around 8.90%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PIGDX Federated Hermes International Growth Fund | 0.00% | 0.00% | 1.98% | 1.24% | 2.03% | 3.98% | 4.51% | 4.64% | 16.19% | 1.26% | 0.00% | 0.00% |
PTSIX PIMCO RAE PLUS International Fund | 8.90% | 3.62% | 7.01% | 3.18% | 67.07% | 223.75% | 7.45% | 3.49% | 29.39% | 7.86% | 0.84% | 3.54% |
Frequently Asked Questions
PIGDX and PTSIX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PIGDX has higher volatility (6.88%) compared to PTSIX (3.48%). In terms of maximum drawdown, PIGDX dropped -79.94% vs PTSIX's -46.94%.
PTSIX currently has the higher Sharpe Ratio (3.03 vs -0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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