PMJIX vs. PFORX
Compare and contrast key facts about PIMCO RAE US Small Fund (PMJIX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX).
PMJIX is managed by PIMCO. It was launched on Jun 5, 2015. PFORX is managed by PIMCO. It was launched on Dec 1, 1992.
Performance
PMJIX vs. PFORX - Performance Comparison
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PMJIX vs. PFORX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PFORX PIMCO International Bond Fund (U.S. Dollar-Hedged) | -2.23% | 4.33% | 5.70% | 9.52% | -10.33% | -1.67% | 6.17% | 7.64% | 2.64% | 3.52% |
Returns By Period
In the year-to-date period, PMJIX achieves a -0.95% return, which is significantly higher than PFORX's -2.23% return. Over the past 10 years, PMJIX has outperformed PFORX with an annualized return of 12.04%, while PFORX has yielded a comparatively lower 2.77% annualized return.
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%
PFORX
- 1D
- 0.31%
- 1M
- -3.69%
- YTD
- -2.23%
- 6M
- -1.20%
- 1Y
- 1.73%
- 3Y*
- 4.71%
- 5Y*
- 1.08%
- 10Y*
- 2.77%
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PMJIX vs. PFORX - Expense Ratio Comparison
Both PMJIX and PFORX have an expense ratio of 0.50%.
Return for Risk
PMJIX vs. PFORX — Risk / Return Rank
PMJIX
PFORX
PMJIX vs. PFORX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE US Small Fund (PMJIX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX). 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.
| PMJIX | PFORX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.64 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.03 | 0.89 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.12 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 0.61 | +0.17 |
Martin ratioReturn relative to average drawdown | 3.17 | 2.82 | +0.35 |
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
| PMJIX | PFORX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.64 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.31 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.90 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 1.25 | -0.93 |
Correlation
The correlation between PMJIX and PFORX is 0.04, 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
PMJIX vs. PFORX - Dividend Comparison
PMJIX's dividend yield for the trailing twelve months is around 3.18%, less than PFORX's 3.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PFORX PIMCO International Bond Fund (U.S. Dollar-Hedged) | 3.88% | 4.23% | 4.91% | 3.02% | 3.65% | 1.55% | 2.46% | 6.86% | 2.90% | 1.46% | 1.38% | 9.12% |
Drawdowns
PMJIX vs. PFORX - Drawdown Comparison
The maximum PMJIX drawdown since its inception was -49.75%, which is greater than PFORX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for PMJIX and PFORX.
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Drawdown Indicators
| PMJIX | PFORX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.75% | -13.87% | -35.88% |
Max Drawdown (1Y)Largest decline over 1 year | -14.85% | -3.99% | -10.86% |
Max Drawdown (5Y)Largest decline over 5 years | -49.75% | -13.71% | -36.04% |
Max Drawdown (10Y)Largest decline over 10 years | -49.75% | -13.87% | -35.88% |
Current DrawdownCurrent decline from peak | -11.67% | -3.69% | -7.98% |
Average DrawdownAverage peak-to-trough decline | -16.44% | -1.95% | -14.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 0.87% | +2.81% |
Volatility
PMJIX vs. PFORX - Volatility Comparison
PIMCO RAE US Small Fund (PMJIX) has a higher volatility of 4.81% compared to PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) at 1.93%. This indicates that PMJIX's price experiences larger fluctuations and is considered to be riskier than PFORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PMJIX | PFORX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 1.93% | +2.88% |
Volatility (6M)Calculated over the trailing 6-month period | 12.39% | 2.53% | +9.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.25% | 3.38% | +18.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.62% | 3.46% | +36.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.08% | 3.08% | +30.00% |