PISIX vs. TBWIX
Compare and contrast key facts about PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) and Thornburg Better World International Fund (TBWIX).
PISIX is managed by PIMCO. It was launched on Oct 31, 2003. TBWIX is managed by Thornburg. It was launched on Sep 30, 2015.
Performance
PISIX vs. TBWIX - Performance Comparison
Loading graphics...
PISIX vs. TBWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | -0.75% | 17.68% | 14.87% | 21.70% | -8.86% | 18.37% | 4.29% | 26.40% | -10.00% | 18.81% |
TBWIX Thornburg Better World International Fund | -3.56% | 24.25% | 7.10% | 12.72% | -18.02% | 20.88% | 26.67% | 24.57% | -13.61% | 22.88% |
Returns By Period
In the year-to-date period, PISIX achieves a -0.75% return, which is significantly higher than TBWIX's -3.56% return. Over the past 10 years, PISIX has outperformed TBWIX with an annualized return of 11.52%, while TBWIX has yielded a comparatively lower 9.98% annualized return.
PISIX
- 1D
- 0.11%
- 1M
- -7.64%
- YTD
- -0.75%
- 6M
- -0.53%
- 1Y
- 11.24%
- 3Y*
- 14.36%
- 5Y*
- 10.34%
- 10Y*
- 11.52%
TBWIX
- 1D
- 2.41%
- 1M
- -7.51%
- YTD
- -3.56%
- 6M
- 0.38%
- 1Y
- 14.65%
- 3Y*
- 10.31%
- 5Y*
- 5.27%
- 10Y*
- 9.98%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PISIX vs. TBWIX - Expense Ratio Comparison
PISIX has a 0.76% expense ratio, which is lower than TBWIX's 1.21% expense ratio.
Return for Risk
PISIX vs. TBWIX — Risk / Return Rank
PISIX
TBWIX
PISIX vs. TBWIX - 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 Thornburg Better World International Fund (TBWIX). 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 | TBWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.97 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.41 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.71 | 1.14 | -0.43 |
Martin ratioReturn relative to average drawdown | 2.76 | 4.55 | -1.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PISIX | TBWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.97 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.30 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.60 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.59 | -0.07 |
Correlation
The correlation between PISIX and TBWIX is 0.59, 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
PISIX vs. TBWIX - Dividend Comparison
PISIX's dividend yield for the trailing twelve months is around 5.18%, more than TBWIX's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | 5.18% | 5.14% | 11.81% | 10.04% | 10.11% | 7.31% | 1.42% | 11.47% | 7.99% | 7.36% | 1.02% | 8.16% |
TBWIX Thornburg Better World International Fund | 1.58% | 1.53% | 1.40% | 1.55% | 0.87% | 15.10% | 0.40% | 1.17% | 10.14% | 3.53% | 5.99% | 0.00% |
Drawdowns
PISIX vs. TBWIX - Drawdown Comparison
The maximum PISIX drawdown since its inception was -57.47%, which is greater than TBWIX's maximum drawdown of -40.11%. Use the drawdown chart below to compare losses from any high point for PISIX and TBWIX.
Loading graphics...
Drawdown Indicators
| PISIX | TBWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.47% | -40.11% | -17.36% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -12.01% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -18.93% | -40.11% | +21.18% |
Max Drawdown (10Y)Largest decline over 10 years | -35.44% | -40.11% | +4.67% |
Current DrawdownCurrent decline from peak | -9.35% | -9.89% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -10.32% | +3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 3.01% | +0.47% |
Volatility
PISIX vs. TBWIX - Volatility Comparison
PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) has a higher volatility of 6.44% compared to Thornburg Better World International Fund (TBWIX) at 5.69%. This indicates that PISIX's price experiences larger fluctuations and is considered to be riskier than TBWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PISIX | TBWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | 5.69% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 11.37% | 9.79% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 15.55% | +0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 17.58% | -3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.54% | 16.78% | -2.24% |