PPRMX vs. PISIX
Compare and contrast key facts about PIMCO Inflation Response Multi-Asset Fund (PPRMX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX).
PPRMX is managed by PIMCO. It was launched on Aug 30, 2011. PISIX is managed by PIMCO. It was launched on Oct 31, 2003.
Performance
PPRMX vs. PISIX - Performance Comparison
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PPRMX vs. PISIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PPRMX PIMCO Inflation Response Multi-Asset Fund | 2.81% | 16.58% | 12.47% | 6.37% | -5.22% | 13.72% | 9.32% | 11.25% | -3.76% | 8.38% |
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% |
Returns By Period
In the year-to-date period, PPRMX achieves a 2.81% return, which is significantly higher than PISIX's -0.85% return. Over the past 10 years, PPRMX has underperformed PISIX with an annualized return of 7.54%, while PISIX has yielded a comparatively higher 11.51% annualized return.
PPRMX
- 1D
- 0.63%
- 1M
- -2.56%
- YTD
- 2.81%
- 6M
- 5.35%
- 1Y
- 12.93%
- 3Y*
- 12.27%
- 5Y*
- 8.80%
- 10Y*
- 7.54%
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%
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PPRMX vs. PISIX - Expense Ratio Comparison
Both PPRMX and PISIX have an expense ratio of 0.76%.
Return for Risk
PPRMX vs. PISIX — Risk / Return Rank
PPRMX
PISIX
PPRMX vs. PISIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Inflation Response Multi-Asset Fund (PPRMX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). 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 | PISIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.01 | 0.63 | +1.38 |
Sortino ratioReturn per unit of downside risk | 2.68 | 0.85 | +1.82 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.14 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 2.87 | 0.64 | +2.23 |
Martin ratioReturn relative to average drawdown | 13.10 | 2.55 | +10.55 |
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 | PISIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 0.63 | +1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.06 | 0.75 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.00 | 0.80 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.52 | +0.13 |
Correlation
The correlation between PPRMX and PISIX is 0.26, 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. PISIX - Dividend Comparison
PPRMX's dividend yield for the trailing twelve months is around 2.45%, less than PISIX's 5.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PPRMX PIMCO Inflation Response Multi-Asset Fund | 2.45% | 2.52% | 9.77% | 0.00% | 14.01% | 11.20% | 0.76% | 3.11% | 11.35% | 6.36% | 0.45% | 3.01% |
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% |
Drawdowns
PPRMX vs. PISIX - Drawdown Comparison
The maximum PPRMX drawdown since its inception was -18.70%, smaller than the maximum PISIX drawdown of -57.47%. Use the drawdown chart below to compare losses from any high point for PPRMX and PISIX.
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Drawdown Indicators
| PPRMX | PISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.70% | -57.47% | +38.77% |
Max Drawdown (1Y)Largest decline over 1 year | -4.97% | -12.81% | +7.84% |
Max Drawdown (5Y)Largest decline over 5 years | -14.36% | -18.93% | +4.57% |
Max Drawdown (10Y)Largest decline over 10 years | -18.20% | -35.44% | +17.24% |
Current DrawdownCurrent decline from peak | -2.66% | -9.44% | +6.78% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -7.23% | +3.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 3.54% | -2.45% |
Volatility
PPRMX vs. PISIX - Volatility Comparison
The current volatility for PIMCO Inflation Response Multi-Asset Fund (PPRMX) is 2.29%, while PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) has a volatility of 6.58%. This indicates that PPRMX experiences smaller price fluctuations and is considered to be less risky than PISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PPRMX | PISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.29% | 6.58% | -4.29% |
Volatility (6M)Calculated over the trailing 6-month period | 4.71% | 11.37% | -6.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.84% | 16.52% | -9.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.34% | 13.92% | -5.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.53% | 14.55% | -7.02% |