PISIX vs. PMJIX
Compare and contrast key facts about PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) and PIMCO RAE US Small Fund (PMJIX).
PISIX is managed by PIMCO. It was launched on Oct 31, 2003. PMJIX is managed by PIMCO. It was launched on Jun 5, 2015.
Performance
PISIX vs. PMJIX - Performance Comparison
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PISIX vs. PMJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | -0.85% | 17.68% | 14.87% | 21.70% | -8.86% | 18.37% | 4.29% | 26.40% | -10.00% | 18.81% |
PMJIX PIMCO RAE US Small Fund | -0.95% | 5.11% | 22.05% | 19.77% | -4.62% | 39.15% | 6.95% | 20.22% | -11.69% | 9.22% |
Returns By Period
In the year-to-date period, PISIX achieves a -0.85% return, which is significantly higher than PMJIX's -0.95% return. Both investments have delivered pretty close results over the past 10 years, with PISIX having a 11.51% annualized return and PMJIX not far ahead at 12.04%.
PISIX
- 1D
- 0.22%
- 1M
- -9.44%
- YTD
- -0.85%
- 6M
- -0.21%
- 1Y
- 12.13%
- 3Y*
- 14.32%
- 5Y*
- 10.34%
- 10Y*
- 11.51%
PMJIX
- 1D
- -1.12%
- 1M
- -6.04%
- YTD
- -0.95%
- 6M
- 1.54%
- 1Y
- 13.70%
- 3Y*
- 14.79%
- 5Y*
- 9.83%
- 10Y*
- 12.04%
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PISIX vs. PMJIX - Expense Ratio Comparison
PISIX has a 0.76% expense ratio, which is higher than PMJIX's 0.50% expense ratio.
Return for Risk
PISIX vs. PMJIX — Risk / Return Rank
PISIX
PMJIX
PISIX vs. PMJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) and PIMCO RAE US Small Fund (PMJIX). 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.
| PISIX | PMJIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.63 | 0.00 |
Sortino ratioReturn per unit of downside risk | 0.85 | 1.03 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.14 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.64 | 0.79 | -0.15 |
Martin ratioReturn relative to average drawdown | 2.55 | 3.17 | -0.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PISIX | PMJIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.63 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.25 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.37 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.32 | +0.21 |
Correlation
The correlation between PISIX and PMJIX is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PISIX vs. PMJIX - Dividend Comparison
PISIX's dividend yield for the trailing twelve months is around 5.19%, more than PMJIX's 3.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | 5.19% | 5.14% | 11.81% | 10.04% | 10.11% | 7.31% | 1.42% | 11.47% | 7.99% | 7.36% | 1.02% | 8.16% |
PMJIX PIMCO RAE US Small Fund | 3.18% | 3.15% | 3.26% | 1.25% | 9.91% | 65.79% | 9.46% | 1.55% | 7.65% | 4.69% | 1.24% | 1.67% |
Drawdowns
PISIX vs. PMJIX - Drawdown Comparison
The maximum PISIX drawdown since its inception was -57.47%, which is greater than PMJIX's maximum drawdown of -49.75%. Use the drawdown chart below to compare losses from any high point for PISIX and PMJIX.
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Drawdown Indicators
| PISIX | PMJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.47% | -49.75% | -7.72% |
Max Drawdown (1Y)Largest decline over 1 year | -12.81% | -14.85% | +2.04% |
Max Drawdown (5Y)Largest decline over 5 years | -18.93% | -49.75% | +30.82% |
Max Drawdown (10Y)Largest decline over 10 years | -35.44% | -49.75% | +14.31% |
Current DrawdownCurrent decline from peak | -9.44% | -11.67% | +2.23% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -16.44% | +9.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 3.68% | -0.14% |
Volatility
PISIX vs. PMJIX - Volatility Comparison
PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) has a higher volatility of 6.58% compared to PIMCO RAE US Small Fund (PMJIX) at 4.81%. This indicates that PISIX's price experiences larger fluctuations and is considered to be riskier than PMJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PISIX | PMJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 4.81% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 11.37% | 12.39% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 22.25% | -5.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 39.62% | -25.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.55% | 33.08% | -18.53% |