PRRIX vs. PFORX
Compare and contrast key facts about PIMCO Real Return Fund (PRRIX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX).
PRRIX is managed by PIMCO. It was launched on Jan 28, 1997. PFORX is managed by PIMCO. It was launched on Dec 1, 1992.
Performance
PRRIX vs. PFORX - Performance Comparison
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PRRIX vs. PFORX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRRIX PIMCO Real Return Fund | -0.43% | 8.19% | 2.60% | 3.29% | -13.27% | 5.70% | 12.11% | 8.53% | -1.96% | 4.22% |
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, PRRIX achieves a -0.43% return, which is significantly higher than PFORX's -2.23% return. Both investments have delivered pretty close results over the past 10 years, with PRRIX having a 2.72% annualized return and PFORX not far ahead at 2.77%.
PRRIX
- 1D
- 0.68%
- 1M
- -2.00%
- YTD
- -0.43%
- 6M
- -0.17%
- 1Y
- 2.87%
- 3Y*
- 3.49%
- 5Y*
- 1.19%
- 10Y*
- 2.72%
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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PRRIX vs. PFORX - Expense Ratio Comparison
PRRIX has a 0.45% expense ratio, which is lower than PFORX's 0.50% expense ratio.
Return for Risk
PRRIX vs. PFORX — Risk / Return Rank
PRRIX
PFORX
PRRIX vs. PFORX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Real Return Fund (PRRIX) 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.
| PRRIX | PFORX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.64 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.18 | 0.89 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.12 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 0.61 | +0.62 |
Martin ratioReturn relative to average drawdown | 4.20 | 2.82 | +1.39 |
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
| PRRIX | PFORX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.64 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.31 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.90 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 1.25 | -0.39 |
Correlation
The correlation between PRRIX and PFORX is 0.38, 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
PRRIX vs. PFORX - Dividend Comparison
PRRIX's dividend yield for the trailing twelve months is around 3.32%, less than PFORX's 3.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRRIX PIMCO Real Return Fund | 3.32% | 3.92% | 3.17% | 2.83% | 7.38% | 5.12% | 2.62% | 1.91% | 2.70% | 2.57% | 1.10% | 0.99% |
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
PRRIX vs. PFORX - Drawdown Comparison
The maximum PRRIX drawdown since its inception was -19.25%, which is greater than PFORX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for PRRIX and PFORX.
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Drawdown Indicators
| PRRIX | PFORX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.25% | -13.87% | -5.38% |
Max Drawdown (1Y)Largest decline over 1 year | -3.75% | -3.99% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -15.76% | -13.71% | -2.05% |
Max Drawdown (10Y)Largest decline over 10 years | -15.76% | -13.87% | -1.89% |
Current DrawdownCurrent decline from peak | -2.00% | -3.69% | +1.69% |
Average DrawdownAverage peak-to-trough decline | -3.19% | -1.95% | -1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 0.87% | +0.23% |
Volatility
PRRIX vs. PFORX - Volatility Comparison
The current volatility for PIMCO Real Return Fund (PRRIX) is 1.62%, while PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) has a volatility of 1.93%. This indicates that PRRIX experiences smaller price fluctuations and is considered to be less risky 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
| PRRIX | PFORX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 1.93% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 2.59% | 2.53% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.76% | 3.38% | +1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.25% | 3.46% | +2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.63% | 3.08% | +2.55% |