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PIPAX vs. VWILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PIPAX and VWILX is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

PIPAX vs. VWILX - 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 Vanguard International Growth Fund Admiral Shares (VWILX). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
366.46%
209.39%
PIPAX
VWILX

Key characteristics

Sharpe Ratio

PIPAX:

0.27

VWILX:

0.23

Sortino Ratio

PIPAX:

0.42

VWILX:

0.48

Omega Ratio

PIPAX:

1.07

VWILX:

1.06

Calmar Ratio

PIPAX:

0.27

VWILX:

0.11

Martin Ratio

PIPAX:

1.21

VWILX:

1.03

Ulcer Index

PIPAX:

3.38%

VWILX:

4.78%

Daily Std Dev

PIPAX:

15.42%

VWILX:

21.26%

Max Drawdown

PIPAX:

-58.00%

VWILX:

-65.55%

Current Drawdown

PIPAX:

-9.51%

VWILX:

-37.71%

Returns By Period

In the year-to-date period, PIPAX achieves a -2.24% return, which is significantly lower than VWILX's -1.85% return. Over the past 10 years, PIPAX has outperformed VWILX with an annualized return of 5.34%, while VWILX has yielded a comparatively lower 4.84% annualized return.


PIPAX

YTD

-2.24%

1M

-8.73%

6M

-3.21%

1Y

4.50%

5Y*

13.02%

10Y*

5.34%

VWILX

YTD

-1.85%

1M

-7.72%

6M

-6.99%

1Y

7.87%

5Y*

4.08%

10Y*

4.84%

*Annualized

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PIPAX vs. VWILX - Expense Ratio Comparison

PIPAX has a 1.15% expense ratio, which is higher than VWILX's 0.32% expense ratio.


Expense ratio chart for PIPAX: current value is 1.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PIPAX: 1.15%
Expense ratio chart for VWILX: current value is 0.32%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VWILX: 0.32%

Risk-Adjusted Performance

PIPAX vs. VWILX — Risk-Adjusted Performance Rank

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

PIPAX
The Risk-Adjusted Performance Rank of PIPAX is 5050
Overall Rank
The Sharpe Ratio Rank of PIPAX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of PIPAX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of PIPAX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of PIPAX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of PIPAX is 5353
Martin Ratio Rank

VWILX
The Risk-Adjusted Performance Rank of VWILX is 4646
Overall Rank
The Sharpe Ratio Rank of VWILX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of VWILX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of VWILX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of VWILX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of VWILX is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PIPAX vs. VWILX - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for PIPAX, currently valued at 0.27, compared to the broader market-1.000.001.002.003.00
PIPAX: 0.27
VWILX: 0.23
The chart of Sortino ratio for PIPAX, currently valued at 0.42, compared to the broader market-2.000.002.004.006.008.00
PIPAX: 0.42
VWILX: 0.48
The chart of Omega ratio for PIPAX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.00
PIPAX: 1.07
VWILX: 1.06
The chart of Calmar ratio for PIPAX, currently valued at 0.27, compared to the broader market0.002.004.006.008.0010.00
PIPAX: 0.27
VWILX: 0.11
The chart of Martin ratio for PIPAX, currently valued at 1.21, compared to the broader market0.0010.0020.0030.0040.0050.00
PIPAX: 1.21
VWILX: 1.03

The current PIPAX Sharpe Ratio is 0.27, which is comparable to the VWILX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of PIPAX and VWILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.27
0.23
PIPAX
VWILX

Dividends

PIPAX vs. VWILX - Dividend Comparison

PIPAX's dividend yield for the trailing twelve months is around 10.61%, more than VWILX's 0.97% yield.


TTM20242023202220212020201920182017201620152014
PIPAX
PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A
10.61%12.70%9.88%5.75%7.60%1.44%9.01%1.46%7.39%0.79%8.15%12.09%
VWILX
Vanguard International Growth Fund Admiral Shares
0.97%0.95%1.10%1.50%1.08%0.31%1.30%1.79%0.84%1.42%1.53%2.46%

Drawdowns

PIPAX vs. VWILX - Drawdown Comparison

The maximum PIPAX drawdown since its inception was -58.00%, smaller than the maximum VWILX drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for PIPAX and VWILX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.51%
-37.71%
PIPAX
VWILX

Volatility

PIPAX vs. VWILX - Volatility Comparison

The current volatility for PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX) is 10.16%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 12.86%. This indicates that PIPAX experiences smaller price fluctuations and is considered to be less risky than VWILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.16%
12.86%
PIPAX
VWILX