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PIPAX vs. FIGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIPAX vs. FIGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX) and Fidelity Series International Growth Fund (FIGSX). The values are adjusted to include any dividend payments, if applicable.

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PIPAX vs. FIGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIPAX
PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A
-0.96%16.57%14.37%21.29%-9.30%18.02%3.78%25.94%-10.40%18.30%
FIGSX
Fidelity Series International Growth Fund
-5.60%19.12%5.93%21.74%-22.87%16.61%18.52%35.59%-10.97%30.21%

Returns By Period

In the year-to-date period, PIPAX achieves a -0.96% return, which is significantly higher than FIGSX's -5.60% return. Over the past 10 years, PIPAX has outperformed FIGSX with an annualized return of 11.00%, while FIGSX has yielded a comparatively lower 9.19% annualized return.


PIPAX

1D
0.24%
1M
-9.41%
YTD
-0.96%
6M
-0.96%
1Y
11.06%
3Y*
13.66%
5Y*
9.76%
10Y*
11.00%

FIGSX

1D
-0.44%
1M
-13.35%
YTD
-5.60%
6M
-5.08%
1Y
9.99%
3Y*
9.41%
5Y*
5.27%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PIPAX vs. FIGSX - Expense Ratio Comparison

PIPAX has a 1.15% expense ratio, which is higher than FIGSX's 0.01% expense ratio.


Return for Risk

PIPAX vs. FIGSX — Risk / Return Rank

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

PIPAX
PIPAX Risk / Return Rank: 2121
Overall Rank
PIPAX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PIPAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
PIPAX Omega Ratio Rank: 2323
Omega Ratio Rank
PIPAX Calmar Ratio Rank: 1919
Calmar Ratio Rank
PIPAX Martin Ratio Rank: 2121
Martin Ratio Rank

FIGSX
FIGSX Risk / Return Rank: 2020
Overall Rank
FIGSX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FIGSX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FIGSX Omega Ratio Rank: 1919
Omega Ratio Rank
FIGSX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FIGSX Martin Ratio Rank: 2222
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.

PIPAX vs. FIGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX) and Fidelity Series International Growth Fund (FIGSX). 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.


PIPAXFIGSXDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.50

+0.05

Sortino ratio

Return per unit of downside risk

0.76

0.82

-0.06

Omega ratio

Gain probability vs. loss probability

1.13

1.11

+0.02

Calmar ratio

Return relative to maximum drawdown

0.56

0.58

-0.02

Martin ratio

Return relative to average drawdown

2.18

2.33

-0.15

PIPAX vs. FIGSX - Sharpe Ratio Comparison

The current PIPAX Sharpe Ratio is 0.55, which is comparable to the FIGSX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of PIPAX and FIGSX, 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


PIPAXFIGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.50

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.30

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.53

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.47

+0.04

Correlation

The correlation between PIPAX and FIGSX is 0.65, 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

PIPAX vs. FIGSX - Dividend Comparison

PIPAX's dividend yield for the trailing twelve months is around 5.66%, less than FIGSX's 9.19% yield.


TTM20252024202320222021202020192018201720162015
PIPAX
PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A
5.66%5.61%12.69%10.56%10.66%7.59%1.44%11.71%8.25%7.38%0.78%8.16%
FIGSX
Fidelity Series International Growth Fund
9.19%8.67%4.29%1.27%3.53%8.33%16.24%3.64%7.47%3.14%2.54%3.54%

Drawdowns

PIPAX vs. FIGSX - Drawdown Comparison

The maximum PIPAX drawdown since its inception was -57.80%, which is greater than FIGSX's maximum drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for PIPAX and FIGSX.


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Drawdown Indicators


PIPAXFIGSXDifference

Max Drawdown

Largest peak-to-trough decline

-57.80%

-34.47%

-23.33%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-13.89%

+1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-19.17%

-34.47%

+15.30%

Max Drawdown (10Y)

Largest decline over 10 years

-35.55%

-34.47%

-1.08%

Current Drawdown

Current decline from peak

-9.41%

-13.89%

+4.48%

Average Drawdown

Average peak-to-trough decline

-7.39%

-6.49%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

3.48%

+0.15%

Volatility

PIPAX vs. FIGSX - Volatility Comparison

The current volatility for PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX) is 6.56%, while Fidelity Series International Growth Fund (FIGSX) has a volatility of 8.00%. This indicates that PIPAX experiences smaller price fluctuations and is considered to be less risky than FIGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIPAXFIGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

8.00%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

12.68%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

16.65%

18.90%

-2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

17.53%

-3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.60%

17.50%

-2.90%