PPYPX vs. PFORX
Compare and contrast key facts about PIMCO RAE International Fund (PPYPX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX).
PPYPX is managed by PIMCO. It was launched on Jun 4, 2015. PFORX is managed by PIMCO. It was launched on Dec 1, 1992.
Performance
PPYPX vs. PFORX - Performance Comparison
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PPYPX vs. PFORX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PPYPX PIMCO RAE International Fund | 8.42% | 31.34% | -1.15% | 18.13% | -8.73% | 10.68% | 2.05% | 16.43% | -15.49% | 24.89% |
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, PPYPX achieves a 8.42% return, which is significantly higher than PFORX's -1.93% return. Over the past 10 years, PPYPX has outperformed PFORX with an annualized return of 8.80%, while PFORX has yielded a comparatively lower 2.80% annualized return.
PPYPX
- 1D
- 0.63%
- 1M
- -5.20%
- YTD
- 8.42%
- 6M
- 12.26%
- 1Y
- 31.09%
- 3Y*
- 15.99%
- 5Y*
- 8.93%
- 10Y*
- 8.80%
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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PPYPX vs. PFORX - Expense Ratio Comparison
PPYPX has a 0.60% expense ratio, which is higher than PFORX's 0.50% expense ratio.
Return for Risk
PPYPX vs. PFORX — Risk / Return Rank
PPYPX
PFORX
PPYPX vs. PFORX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE International Fund (PPYPX) 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.
| PPYPX | PFORX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 0.61 | +1.34 |
Sortino ratioReturn per unit of downside risk | 2.52 | 0.86 | +1.66 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.12 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.46 | 0.66 | +1.79 |
Martin ratioReturn relative to average drawdown | 11.58 | 2.97 | +8.60 |
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
| PPYPX | PFORX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 0.61 | +1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.33 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.91 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 1.25 | -0.80 |
Correlation
The correlation between PPYPX 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
PPYPX vs. PFORX - Dividend Comparison
PPYPX's dividend yield for the trailing twelve months is around 7.17%, more than PFORX's 3.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PPYPX PIMCO RAE International Fund | 7.17% | 7.78% | 6.57% | 10.09% | 7.20% | 27.06% | 2.23% | 4.20% | 5.96% | 2.53% | 2.41% | 0.00% |
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
PPYPX vs. PFORX - Drawdown Comparison
The maximum PPYPX drawdown since its inception was -42.48%, which is greater than PFORX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for PPYPX and PFORX.
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Drawdown Indicators
| PPYPX | PFORX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.48% | -13.87% | -28.61% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -3.99% | -6.22% |
Max Drawdown (5Y)Largest decline over 5 years | -35.65% | -13.71% | -21.94% |
Max Drawdown (10Y)Largest decline over 10 years | -42.48% | -13.87% | -28.61% |
Current DrawdownCurrent decline from peak | -6.12% | -3.39% | -2.73% |
Average DrawdownAverage peak-to-trough decline | -10.28% | -1.95% | -8.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 0.89% | +1.58% |
Volatility
PPYPX vs. PFORX - Volatility Comparison
PIMCO RAE International Fund (PPYPX) has a higher volatility of 4.98% compared to PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) at 1.99%. This indicates that PPYPX'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
| PPYPX | PFORX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 1.99% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 2.55% | +7.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 3.39% | +11.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.59% | 3.47% | +16.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.07% | 3.08% | +15.99% |