PPRMX vs. PFORX
Compare and contrast key facts about PIMCO Inflation Response Multi-Asset Fund (PPRMX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX).
PPRMX is managed by PIMCO. It was launched on Aug 30, 2011. PFORX is managed by PIMCO. It was launched on Dec 1, 1992.
Performance
PPRMX vs. PFORX - Performance Comparison
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PPRMX vs. PFORX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PPRMX PIMCO Inflation Response Multi-Asset Fund | 3.56% | 16.58% | 12.47% | 6.37% | -5.22% | 13.72% | 9.32% | 11.25% | -3.76% | 8.38% |
PFORX PIMCO International Bond Fund (U.S. Dollar-Hedged) | -1.93% | 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, PPRMX achieves a 3.56% return, which is significantly higher than PFORX's -1.93% return. Over the past 10 years, PPRMX has outperformed PFORX with an annualized return of 7.62%, while PFORX has yielded a comparatively lower 2.80% annualized return.
PPRMX
- 1D
- 0.74%
- 1M
- -1.94%
- YTD
- 3.56%
- 6M
- 5.90%
- 1Y
- 13.76%
- 3Y*
- 12.55%
- 5Y*
- 8.84%
- 10Y*
- 7.62%
PFORX
- 1D
- 0.31%
- 1M
- -3.10%
- YTD
- -1.93%
- 6M
- -0.89%
- 1Y
- 1.84%
- 3Y*
- 4.82%
- 5Y*
- 1.13%
- 10Y*
- 2.80%
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PPRMX vs. PFORX - Expense Ratio Comparison
PPRMX has a 0.76% expense ratio, which is higher than PFORX's 0.50% expense ratio.
Return for Risk
PPRMX vs. PFORX — Risk / Return Rank
PPRMX
PFORX
PPRMX vs. PFORX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Inflation Response Multi-Asset Fund (PPRMX) 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.
| PPRMX | PFORX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 0.61 | +1.41 |
Sortino ratioReturn per unit of downside risk | 2.71 | 0.86 | +1.85 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.12 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 2.98 | 0.66 | +2.32 |
Martin ratioReturn relative to average drawdown | 13.54 | 2.97 | +10.56 |
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
| PPRMX | PFORX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 0.61 | +1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.33 | +0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.01 | 0.91 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 1.25 | -0.59 |
Correlation
The correlation between PPRMX and PFORX is 0.22, 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
PPRMX vs. PFORX - Dividend Comparison
PPRMX's dividend yield for the trailing twelve months is around 2.43%, less than PFORX's 3.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PPRMX PIMCO Inflation Response Multi-Asset Fund | 2.43% | 2.52% | 9.77% | 0.00% | 14.01% | 11.20% | 0.76% | 3.11% | 11.35% | 6.36% | 0.45% | 3.01% |
PFORX PIMCO International Bond Fund (U.S. Dollar-Hedged) | 3.86% | 4.23% | 4.91% | 3.02% | 3.65% | 1.55% | 2.46% | 6.86% | 2.90% | 1.46% | 1.38% | 9.12% |
Drawdowns
PPRMX vs. PFORX - Drawdown Comparison
The maximum PPRMX drawdown since its inception was -18.70%, which is greater than PFORX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for PPRMX and PFORX.
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Drawdown Indicators
| PPRMX | PFORX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.70% | -13.87% | -4.83% |
Max Drawdown (1Y)Largest decline over 1 year | -4.97% | -3.99% | -0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -14.36% | -13.71% | -0.65% |
Max Drawdown (10Y)Largest decline over 10 years | -18.20% | -13.87% | -4.33% |
Current DrawdownCurrent decline from peak | -1.94% | -3.39% | +1.45% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -1.95% | -2.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 0.89% | +0.20% |
Volatility
PPRMX vs. PFORX - Volatility Comparison
PIMCO Inflation Response Multi-Asset Fund (PPRMX) has a higher volatility of 2.44% compared to PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) at 1.99%. This indicates that PPRMX'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
| PPRMX | PFORX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.44% | 1.99% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 4.74% | 2.55% | +2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.86% | 3.39% | +3.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.35% | 3.47% | +4.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.53% | 3.08% | +4.45% |