PRAIX vs. PISIX
PRAIX (PIMCO Long-Term Real Return Fund) and PISIX (PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)) are both mutual funds - PRAIX is a Inflation-Protected Bonds fund managed by PIMCO, while PISIX is a Foreign Large Cap Equities fund managed by PIMCO. Over the past 10 years, PRAIX returned 0.18%/yr vs 12.32%/yr for PISIX. Their -0.09 correlation means they have often moved in opposite directions in the past. PRAIX charges 0.50%/yr vs 0.76%/yr for PISIX.
Performance
PRAIX vs. PISIX - Performance Comparison
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Returns By Period
In the year-to-date period, PRAIX achieves a -4.92% return, which is significantly lower than PISIX's 13.06% return. Over the past 10 years, PRAIX has underperformed PISIX with an annualized return of 0.18%, while PISIX has yielded a comparatively higher 12.32% annualized return.
PRAIX
- 1D
- -0.47%
- 1M
- -4.61%
- 6M
- -4.26%
- YTD
- -4.92%
- 1Y
- -2.85%
- 3Y*
- -1.40%
- 5Y*
- -7.98%
- 10Y*
- 0.18%
- ALL TIME*
- 4.50%
PISIX
- 1D
- 0.19%
- 1M
- -0.39%
- 6M
- 8.99%
- YTD
- 13.06%
- 1Y
- 21.22%
- 3Y*
- 16.78%
- 5Y*
- 12.07%
- 10Y*
- 12.32%
- ALL TIME*
- 10.21%
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 |
PRAIX vs. PISIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRAIX PIMCO Long-Term Real Return Fund | -4.92% | 5.26% | -4.11% | 0.14% | -33.83% | 7.21% | 27.16% | 19.62% | -6.49% | 8.84% |
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | 13.06% | 17.68% | 14.87% | 21.70% | -8.86% | 18.37% | 4.29% | 26.40% | -10.00% | 18.81% |
Correlation
The correlation between PRAIX and PISIX is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.07 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.04 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2004 | -0.09 |
The correlation between PRAIX and PISIX shifts across timeframes, from -0.09 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PRAIX vs. PISIX — Risk / Return Rank
PRAIX
PISIX
PRAIX vs. PISIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Long-Term Real Return Fund (PRAIX) 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.
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.
| PRAIX | PISIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.08 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.28 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 1.86 | -2.09 |
| Martin ratioReturn relative to average drawdown | -0.52 | 6.59 | -7.10 |
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Drawdowns
PRAIX vs. PISIX - Drawdown Comparison
The maximum PRAIX drawdown since its inception was -43.52%, smaller than the maximum PISIX drawdown of -57.47%. Use the drawdown chart below to compare losses from any high point for PRAIX and PISIX.
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Drawdown Indicators
| PRAIX | PISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.52% | -57.47% | +13.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.70% | -10.71% | +2.01% |
Max Drawdown (3Y)Largest decline over 3 years | -13.03% | -15.21% | +2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -43.52% | -18.93% | -24.59% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -35.44% | -8.08% |
Current DrawdownCurrent decline from peak | -37.43% | -0.96% | -36.47% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -7.15% | -3.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.90% | 3.02% | +0.88% |
Volatility
PRAIX vs. PISIX - Volatility Comparison
The current volatility for PIMCO Long-Term Real Return Fund (PRAIX) is 2.09%, while PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) has a volatility of 3.44%. This indicates that PRAIX 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
| PRAIX | PISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.09% | 3.44% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 7.00% | 11.67% | -4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.24% | 14.78% | -5.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.27% | 14.25% | +2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.95% | 14.38% | +0.57% |
PRAIX vs. PISIX - Expense Ratio Comparison
PRAIX has a 0.50% expense ratio, which is lower than PISIX's 0.76% expense ratio.
Dividends
PRAIX vs. PISIX - Dividend Comparison
PRAIX's dividend yield for the trailing twelve months is around 6.57%, more than PISIX's 4.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | 4.90% | 5.14% | 11.81% | 10.04% | 10.11% | 7.31% | 1.42% | 11.47% | 7.99% | 7.36% | 1.02% | 8.16% |
PRAIX PIMCO Long-Term Real Return Fund | 6.57% | 5.72% | 4.64% | 4.75% | 12.40% | 15.85% | 37.88% | 7.20% | 3.06% | 2.76% | 1.54% | 2.05% |
Frequently Asked Questions
PRAIX and PISIX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PISIX has higher volatility (3.44%) compared to PRAIX (2.09%). In terms of maximum drawdown, PRAIX dropped -43.52% vs PISIX's -57.47%.
PISIX currently has the higher Sharpe Ratio (1.35 vs -0.22), 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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