PRAIX vs. PFORX
Compare and contrast key facts about PIMCO Long-Term Real Return Fund (PRAIX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX).
PRAIX is managed by PIMCO. It was launched on Nov 11, 2001. PFORX is managed by PIMCO. It was launched on Dec 1, 1992.
Performance
PRAIX vs. PFORX - Performance Comparison
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PRAIX vs. PFORX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRAIX PIMCO Long-Term Real Return Fund | -1.89% | 5.26% | -4.11% | 0.14% | -33.83% | 7.21% | 27.16% | 19.62% | -6.49% | 8.84% |
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, PRAIX achieves a -1.89% return, which is significantly higher than PFORX's -2.23% return. Over the past 10 years, PRAIX has underperformed PFORX with an annualized return of 0.87%, while PFORX has yielded a comparatively higher 2.77% annualized return.
PRAIX
- 1D
- 1.62%
- 1M
- -5.12%
- YTD
- -1.89%
- 6M
- -2.85%
- 1Y
- -2.46%
- 3Y*
- -1.99%
- 5Y*
- -5.11%
- 10Y*
- 0.87%
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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PRAIX vs. PFORX - Expense Ratio Comparison
Both PRAIX and PFORX have an expense ratio of 0.50%.
Return for Risk
PRAIX vs. PFORX — Risk / Return Rank
PRAIX
PFORX
PRAIX vs. PFORX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Long-Term Real Return Fund (PRAIX) 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.
| PRAIX | PFORX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.03 | 0.64 | -0.67 |
Sortino ratioReturn per unit of downside risk | 0.04 | 0.89 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.12 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.07 | 0.61 | -0.54 |
Martin ratioReturn relative to average drawdown | 0.16 | 2.82 | -2.66 |
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
| PRAIX | PFORX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 0.64 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | 0.31 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.06 | 0.90 | -0.84 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 1.25 | -0.88 |
Correlation
The correlation between PRAIX and PFORX is 0.39, 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
PRAIX vs. PFORX - Dividend Comparison
PRAIX's dividend yield for the trailing twelve months is around 4.63%, more than PFORX's 3.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRAIX PIMCO Long-Term Real Return Fund | 4.63% | 5.72% | 4.64% | 4.75% | 12.40% | 15.85% | 37.88% | 7.20% | 3.06% | 2.76% | 1.54% | 2.05% |
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
PRAIX vs. PFORX - Drawdown Comparison
The maximum PRAIX drawdown since its inception was -43.52%, which is greater than PFORX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for PRAIX and PFORX.
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Drawdown Indicators
| PRAIX | PFORX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.52% | -13.87% | -29.65% |
Max Drawdown (1Y)Largest decline over 1 year | -8.28% | -3.99% | -4.29% |
Max Drawdown (5Y)Largest decline over 5 years | -43.52% | -13.71% | -29.81% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -13.87% | -29.65% |
Current DrawdownCurrent decline from peak | -35.44% | -3.69% | -31.75% |
Average DrawdownAverage peak-to-trough decline | -10.08% | -1.95% | -8.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 0.87% | +3.06% |
Volatility
PRAIX vs. PFORX - Volatility Comparison
PIMCO Long-Term Real Return Fund (PRAIX) has a higher volatility of 4.27% compared to PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) at 1.93%. This indicates that PRAIX'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
| PRAIX | PFORX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 1.93% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 6.72% | 2.53% | +4.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 3.38% | +8.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.34% | 3.46% | +12.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 3.08% | +11.88% |