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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.


-0.50.00.51.00.7

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.

320.00%340.00%360.00%380.00%400.00%420.00%440.00%460.00%JulyAugustSeptemberOctoberNovemberDecember
372.10%
379.01%
PIPAX
VWILX

Key characteristics

Sharpe Ratio

PIPAX:

1.19

VWILX:

0.16

Sortino Ratio

PIPAX:

1.54

VWILX:

0.32

Omega Ratio

PIPAX:

1.23

VWILX:

1.05

Calmar Ratio

PIPAX:

1.23

VWILX:

0.09

Martin Ratio

PIPAX:

5.95

VWILX:

0.98

Ulcer Index

PIPAX:

2.29%

VWILX:

3.23%

Daily Std Dev

PIPAX:

11.50%

VWILX:

19.63%

Max Drawdown

PIPAX:

-58.00%

VWILX:

-59.49%

Current Drawdown

PIPAX:

-2.90%

VWILX:

-29.79%

Returns By Period

In the year-to-date period, PIPAX achieves a 13.17% return, which is significantly higher than VWILX's 0.51% return. Over the past 10 years, PIPAX has underperformed VWILX with an annualized return of 6.77%, while VWILX has yielded a comparatively higher 7.66% annualized return.


PIPAX

YTD

13.17%

1M

1.05%

6M

1.23%

1Y

14.38%

5Y*

7.55%

10Y*

6.77%

VWILX

YTD

0.51%

1M

-10.01%

6M

-7.30%

1Y

1.92%

5Y*

4.94%

10Y*

7.66%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PIPAX vs. VWILX - Expense Ratio Comparison

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


PIPAX
PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A
Expense ratio chart for PIPAX: current value at 1.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.15%
Expense ratio chart for VWILX: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for PIPAX, currently valued at 1.19, compared to the broader market-1.000.001.002.003.004.001.190.16
The chart of Sortino ratio for PIPAX, currently valued at 1.54, compared to the broader market-2.000.002.004.006.008.0010.001.540.32
The chart of Omega ratio for PIPAX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.003.501.231.05
The chart of Calmar ratio for PIPAX, currently valued at 1.23, compared to the broader market0.002.004.006.008.0010.0012.0014.001.230.09
The chart of Martin ratio for PIPAX, currently valued at 5.95, compared to the broader market0.0020.0040.0060.005.950.98
PIPAX
VWILX

The current PIPAX Sharpe Ratio is 1.19, which is higher than the VWILX Sharpe Ratio of 0.16. 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.19
0.16
PIPAX
VWILX

Dividends

PIPAX vs. VWILX - Dividend Comparison

PIPAX's dividend yield for the trailing twelve months is around 13.69%, while VWILX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PIPAX
PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A
13.69%9.88%5.75%7.60%1.44%9.01%1.46%7.39%0.79%8.15%12.09%5.75%
VWILX
Vanguard International Growth Fund Admiral Shares
0.00%1.10%1.50%1.08%0.31%1.30%1.79%0.84%1.42%1.53%2.46%1.58%

Drawdowns

PIPAX vs. VWILX - Drawdown Comparison

The maximum PIPAX drawdown since its inception was -58.00%, roughly equal to the maximum VWILX drawdown of -59.49%. Use the drawdown chart below to compare losses from any high point for PIPAX and VWILX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.90%
-29.79%
PIPAX
VWILX

Volatility

PIPAX vs. VWILX - Volatility Comparison

The current volatility for PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX) is 3.07%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 12.53%. 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%JulyAugustSeptemberOctoberNovemberDecember
3.07%
12.53%
PIPAX
VWILX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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