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PSKIX vs. PONAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSKIX vs. PONAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO StocksPLUS International Fund (Unhedged) (PSKIX) and PIMCO Income Fund Class A (PONAX). The values are adjusted to include any dividend payments, if applicable.

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PSKIX vs. PONAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSKIX
PIMCO StocksPLUS International Fund (Unhedged)
-3.16%29.49%2.59%17.88%-18.66%11.14%8.77%23.23%-14.91%27.10%
PONAX
PIMCO Income Fund Class A
-1.42%10.63%5.02%8.96%-9.34%2.21%5.40%7.65%0.21%8.19%

Returns By Period

In the year-to-date period, PSKIX achieves a -3.16% return, which is significantly lower than PONAX's -1.42% return. Over the past 10 years, PSKIX has outperformed PONAX with an annualized return of 8.14%, while PONAX has yielded a comparatively lower 4.25% annualized return.


PSKIX

1D
0.00%
1M
-12.24%
YTD
-3.16%
6M
1.07%
1Y
18.63%
3Y*
11.98%
5Y*
5.85%
10Y*
8.14%

PONAX

1D
0.47%
1M
-3.24%
YTD
-1.42%
6M
0.98%
1Y
5.68%
3Y*
6.79%
5Y*
3.00%
10Y*
4.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSKIX vs. PONAX - Expense Ratio Comparison

PSKIX has a 0.65% expense ratio, which is lower than PONAX's 1.02% expense ratio.


Return for Risk

PSKIX vs. PONAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PSKIX
PSKIX Risk / Return Rank: 4646
Overall Rank
PSKIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
PSKIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
PSKIX Omega Ratio Rank: 4949
Omega Ratio Rank
PSKIX Calmar Ratio Rank: 4646
Calmar Ratio Rank
PSKIX Martin Ratio Rank: 4545
Martin Ratio Rank

PONAX
PONAX Risk / Return Rank: 7878
Overall Rank
PONAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PONAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
PONAX Omega Ratio Rank: 7474
Omega Ratio Rank
PONAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PONAX Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PSKIX vs. PONAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS International Fund (Unhedged) (PSKIX) and PIMCO Income Fund Class A (PONAX). 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.


PSKIXPONAXDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.48

-0.53

Sortino ratio

Return per unit of downside risk

1.31

2.11

-0.80

Omega ratio

Gain probability vs. loss probability

1.20

1.28

-0.07

Calmar ratio

Return relative to maximum drawdown

1.14

1.76

-0.61

Martin ratio

Return relative to average drawdown

4.53

7.07

-2.54

PSKIX vs. PONAX - Sharpe Ratio Comparison

The current PSKIX Sharpe Ratio is 0.94, which is lower than the PONAX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of PSKIX and PONAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSKIXPONAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.48

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.64

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

1.03

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

1.47

-1.21

Correlation

The correlation between PSKIX and PONAX is 0.25, 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

PSKIX vs. PONAX - Dividend Comparison

PSKIX's dividend yield for the trailing twelve months is around 2.52%, less than PONAX's 5.20% yield.


TTM20252024202320222021202020192018201720162015
PSKIX
PIMCO StocksPLUS International Fund (Unhedged)
2.52%1.57%6.23%1.53%43.17%32.03%0.58%1.77%17.85%5.71%0.00%6.99%
PONAX
PIMCO Income Fund Class A
5.20%5.61%5.86%5.86%4.66%3.62%4.48%5.42%5.24%4.97%5.13%7.45%

Drawdowns

PSKIX vs. PONAX - Drawdown Comparison

The maximum PSKIX drawdown since its inception was -64.91%, which is greater than PONAX's maximum drawdown of -13.64%. Use the drawdown chart below to compare losses from any high point for PSKIX and PONAX.


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Drawdown Indicators


PSKIXPONAXDifference

Max Drawdown

Largest peak-to-trough decline

-64.91%

-13.64%

-51.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-3.69%

-8.65%

Max Drawdown (5Y)

Largest decline over 5 years

-33.21%

-13.64%

-19.57%

Max Drawdown (10Y)

Largest decline over 10 years

-38.59%

-13.64%

-24.95%

Current Drawdown

Current decline from peak

-12.24%

-3.24%

-9.00%

Average Drawdown

Average peak-to-trough decline

-10.93%

-1.80%

-9.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

0.92%

+2.50%

Volatility

PSKIX vs. PONAX - Volatility Comparison

PIMCO StocksPLUS International Fund (Unhedged) (PSKIX) has a higher volatility of 6.86% compared to PIMCO Income Fund Class A (PONAX) at 1.88%. This indicates that PSKIX's price experiences larger fluctuations and is considered to be riskier than PONAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSKIXPONAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

1.88%

+4.98%

Volatility (6M)

Calculated over the trailing 6-month period

10.32%

2.61%

+7.71%

Volatility (1Y)

Calculated over the trailing 1-year period

17.41%

4.24%

+13.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.64%

4.72%

+10.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.70%

4.16%

+11.54%