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PIGIX vs. PFORX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIGIX vs. PFORX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Investment Grade Credit Bond Fund (PIGIX) 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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PIGIX vs. PFORX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIGIX
PIMCO Investment Grade Credit Bond Fund
-1.62%8.52%3.28%7.97%-16.67%-1.03%7.53%14.75%-1.99%7.96%
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%

Returns By Period

In the year-to-date period, PIGIX achieves a -1.62% return, which is significantly higher than PFORX's -2.23% return. Both investments have delivered pretty close results over the past 10 years, with PIGIX having a 2.86% annualized return and PFORX not far behind at 2.77%.


PIGIX

1D
0.56%
1M
-3.44%
YTD
-1.62%
6M
-0.64%
1Y
3.68%
3Y*
4.67%
5Y*
0.51%
10Y*
2.86%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PIGIX vs. PFORX - Expense Ratio Comparison

PIGIX has a 0.51% expense ratio, which is higher than PFORX's 0.50% expense ratio.


Return for Risk

PIGIX vs. PFORX — Risk / Return Rank

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

PIGIX
PIGIX Risk / Return Rank: 3939
Overall Rank
PIGIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PIGIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
PIGIX Omega Ratio Rank: 3030
Omega Ratio Rank
PIGIX Calmar Ratio Rank: 4848
Calmar Ratio Rank
PIGIX Martin Ratio Rank: 3838
Martin Ratio Rank

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
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.

PIGIX vs. PFORX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Investment Grade Credit Bond Fund (PIGIX) 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.


PIGIXPFORXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.64

+0.21

Sortino ratio

Return per unit of downside risk

1.18

0.89

+0.29

Omega ratio

Gain probability vs. loss probability

1.15

1.12

+0.03

Calmar ratio

Return relative to maximum drawdown

1.17

0.61

+0.56

Martin ratio

Return relative to average drawdown

3.97

2.82

+1.16

PIGIX vs. PFORX - Sharpe Ratio Comparison

The current PIGIX Sharpe Ratio is 0.84, which is higher than the PFORX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of PIGIX 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


PIGIXPFORXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.64

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.31

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.90

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

1.25

-0.20

Correlation

The correlation between PIGIX and PFORX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PIGIX vs. PFORX - Dividend Comparison

PIGIX's dividend yield for the trailing twelve months is around 4.47%, more than PFORX's 3.88% yield.


TTM20252024202320222021202020192018201720162015
PIGIX
PIMCO Investment Grade Credit Bond Fund
4.47%4.69%4.37%3.48%3.37%4.50%3.81%3.93%4.22%4.47%3.91%6.70%
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%

Drawdowns

PIGIX vs. PFORX - Drawdown Comparison

The maximum PIGIX drawdown since its inception was -23.09%, which is greater than PFORX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for PIGIX and PFORX.


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Drawdown Indicators


PIGIXPFORXDifference

Max Drawdown

Largest peak-to-trough decline

-23.09%

-13.87%

-9.22%

Max Drawdown (1Y)

Largest decline over 1 year

-3.98%

-3.99%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-23.09%

-13.71%

-9.38%

Max Drawdown (10Y)

Largest decline over 10 years

-23.09%

-13.87%

-9.22%

Current Drawdown

Current decline from peak

-3.44%

-3.69%

+0.25%

Average Drawdown

Average peak-to-trough decline

-3.07%

-1.95%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

0.87%

+0.30%

Volatility

PIGIX vs. PFORX - Volatility Comparison

PIMCO Investment Grade Credit Bond Fund (PIGIX) has a higher volatility of 2.21% compared to PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) at 1.93%. This indicates that PIGIX'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


PIGIXPFORXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

1.93%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

3.17%

2.53%

+0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

5.15%

3.38%

+1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.38%

3.46%

+2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.78%

3.08%

+2.70%