PISIX vs. DFAI
Compare and contrast key facts about PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) and Dimensional International Core Equity Market ETF (DFAI).
PISIX is managed by PIMCO. It was launched on Oct 31, 2003. DFAI is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Nov 17, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PISIX or DFAI.
Key characteristics
| PISIX | DFAI | |
|---|---|---|
| YTD Return | 12.87% | 6.06% |
| 1Y Return | 20.55% | 16.79% |
| 3Y Return (Ann) | 5.87% | 2.26% |
| Sharpe Ratio | 1.87 | 1.35 |
| Sortino Ratio | 2.36 | 1.92 |
| Omega Ratio | 1.37 | 1.24 |
| Calmar Ratio | 1.91 | 1.90 |
| Martin Ratio | 9.79 | 7.51 |
| Ulcer Index | 2.16% | 2.28% |
| Daily Std Dev | 11.33% | 12.70% |
| Max Drawdown | -57.67% | -27.44% |
| Current Drawdown | -3.21% | -7.02% |
Correlation
The correlation between PISIX and DFAI is 0.52, 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.
Performance
PISIX vs. DFAI - Performance Comparison
In the year-to-date period, PISIX achieves a 12.87% return, which is significantly higher than DFAI's 6.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PISIX vs. DFAI - Expense Ratio Comparison
PISIX has a 0.76% expense ratio, which is higher than DFAI's 0.18% expense ratio.
Risk-Adjusted Performance
PISIX vs. DFAI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) and Dimensional International Core Equity Market ETF (DFAI). 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.
Dividends
PISIX vs. DFAI - Dividend Comparison
PISIX's dividend yield for the trailing twelve months is around 12.82%, more than DFAI's 2.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | 12.82% | 9.35% | 5.58% | 7.32% | 1.42% | 8.93% | 1.57% | 7.36% | 1.03% | 8.16% | 11.97% | 5.84% |
DFAI Dimensional International Core Equity Market ETF | 2.48% | 2.64% | 2.72% | 2.06% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PISIX vs. DFAI - Drawdown Comparison
The maximum PISIX drawdown since its inception was -57.67%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for PISIX and DFAI. For additional features, visit the drawdowns tool.
Volatility
PISIX vs. DFAI - Volatility Comparison
The current volatility for PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) is 2.55%, while Dimensional International Core Equity Market ETF (DFAI) has a volatility of 3.92%. This indicates that PISIX experiences smaller price fluctuations and is considered to be less risky than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.