PPYPX vs. PTSIX
PPYPX (PIMCO RAE International Fund) and PTSIX (PIMCO RAE PLUS International Fund) are both Foreign Large Cap Equities funds from PIMCO. Over the past 10 years, PPYPX returned 9.42%/yr vs 10.40%/yr for PTSIX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. PPYPX charges 0.60%/yr vs 0.82%/yr for PTSIX.
Performance
PPYPX vs. PTSIX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with PPYPX having a 18.86% return and PTSIX slightly higher at 19.48%. Over the past 10 years, PPYPX has underperformed PTSIX with an annualized return of 9.42%, while PTSIX has yielded a comparatively higher 10.40% annualized return.
PPYPX
- 1D
- 1.05%
- 1M
- 6.65%
- 6M
- 10.66%
- YTD
- 18.86%
- 1Y
- 31.14%
- 3Y*
- 16.73%
- 5Y*
- 10.37%
- 10Y*
- 9.42%
- ALL TIME*
- 9.22%
PTSIX
- 1D
- 1.11%
- 1M
- 5.39%
- 6M
- 11.31%
- YTD
- 19.48%
- 1Y
- 36.12%
- 3Y*
- 19.10%
- 5Y*
- 11.21%
- 10Y*
- 10.40%
- ALL TIME*
- 9.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PPYPX vs. PTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PPYPX PIMCO RAE International Fund | 18.86% | 31.34% | -1.15% | 18.13% | -8.73% | 10.68% | 2.05% | 16.43% | -15.49% | 24.89% |
PTSIX PIMCO RAE PLUS International Fund | 19.48% | 35.74% | 2.54% | 18.35% | -11.35% | 10.70% | 0.48% | 18.29% | -16.33% | 28.37% |
Correlation
The correlation between PPYPX and PTSIX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.76 |
The correlation between PPYPX and PTSIX has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.
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Return for Risk
PPYPX vs. PTSIX — Risk / Return Rank
PPYPX
PTSIX
PPYPX vs. PTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE International Fund (PPYPX) and PIMCO RAE PLUS International Fund (PTSIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PPYPX | PTSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.54 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.18 | 3.98 | +0.20 |
| Martin ratioReturn relative to average drawdown | 12.52 | 13.29 | -0.77 |
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Drawdowns
PPYPX vs. PTSIX - Drawdown Comparison
The maximum PPYPX drawdown since its inception was -42.48%, smaller than the maximum PTSIX drawdown of -46.94%. Use the drawdown chart below to compare losses from any high point for PPYPX and PTSIX.
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Drawdown Indicators
| PPYPX | PTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.48% | -46.94% | +4.46% |
Max Drawdown (1Y)Largest decline over 1 year | -7.48% | -9.12% | +1.64% |
Max Drawdown (3Y)Largest decline over 3 years | -14.00% | -15.62% | +1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -35.65% | -29.41% | -6.24% |
Max Drawdown (10Y)Largest decline over 10 years | -42.48% | -46.94% | +4.46% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -10.03% | -9.40% | -0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.72% | -0.23% |
Volatility
PPYPX vs. PTSIX - Volatility Comparison
PIMCO RAE International Fund (PPYPX) and PIMCO RAE PLUS International Fund (PTSIX) have volatilities of 3.54% and 3.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PPYPX | PTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 3.48% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 9.46% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.01% | 11.99% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.47% | 15.00% | +4.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.69% | 15.80% | +2.89% |
PPYPX vs. PTSIX - Expense Ratio Comparison
PPYPX has a 0.60% expense ratio, which is lower than PTSIX's 0.82% expense ratio.
Dividends
PPYPX vs. PTSIX - Dividend Comparison
PPYPX's dividend yield for the trailing twelve months is around 6.54%, less than PTSIX's 8.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PPYPX PIMCO RAE International Fund | 6.54% | 7.78% | 6.57% | 10.09% | 7.20% | 27.06% | 2.23% | 4.20% | 5.96% | 2.53% | 2.41% | 0.00% |
PTSIX PIMCO RAE PLUS International Fund | 8.90% | 3.62% | 7.01% | 3.18% | 67.07% | 223.75% | 7.45% | 3.49% | 29.39% | 7.86% | 0.84% | 3.54% |
Frequently Asked Questions
PPYPX and PTSIX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PPYPX has higher volatility (3.54%) compared to PTSIX (3.48%). In terms of maximum drawdown, PPYPX dropped -42.48% vs PTSIX's -46.94%.
PTSIX currently has the higher Sharpe Ratio (3.03 vs 2.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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