PSPTX vs. PFORX
Compare and contrast key facts about PIMCO StocksPLUS Absolute Return Fund (PSPTX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX).
PSPTX is managed by PIMCO. It was launched on Jun 28, 2002. PFORX is managed by PIMCO. It was launched on Dec 1, 1992.
Performance
PSPTX vs. PFORX - Performance Comparison
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PSPTX vs. PFORX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSPTX PIMCO StocksPLUS Absolute Return Fund | -8.50% | 16.07% | 25.78% | 26.92% | -22.08% | 27.99% | 18.86% | 36.66% | -5.65% | 23.90% |
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, PSPTX achieves a -8.50% return, which is significantly lower than PFORX's -2.23% return. Over the past 10 years, PSPTX has outperformed PFORX with an annualized return of 13.76%, while PFORX has yielded a comparatively lower 2.77% annualized return.
PSPTX
- 1D
- -0.17%
- 1M
- -9.29%
- YTD
- -8.50%
- 6M
- -8.52%
- 1Y
- 10.20%
- 3Y*
- 16.53%
- 5Y*
- 9.72%
- 10Y*
- 13.76%
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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PSPTX vs. PFORX - Expense Ratio Comparison
PSPTX has a 0.65% expense ratio, which is higher than PFORX's 0.50% expense ratio.
Return for Risk
PSPTX vs. PFORX — Risk / Return Rank
PSPTX
PFORX
PSPTX vs. PFORX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Absolute Return Fund (PSPTX) 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.
| PSPTX | PFORX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 0.64 | -0.07 |
Sortino ratioReturn per unit of downside risk | 0.91 | 0.89 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.12 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 0.61 | +0.01 |
Martin ratioReturn relative to average drawdown | 2.28 | 2.82 | -0.53 |
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
| PSPTX | PFORX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.64 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.31 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.90 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 1.25 | -0.68 |
Correlation
The correlation between PSPTX and PFORX is 0.02, 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
PSPTX vs. PFORX - Dividend Comparison
PSPTX's dividend yield for the trailing twelve months is around 14.66%, more than PFORX's 3.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSPTX PIMCO StocksPLUS Absolute Return Fund | 14.66% | 14.54% | 10.60% | 2.60% | 4.72% | 32.14% | 4.56% | 11.00% | 11.46% | 17.93% | 0.16% | 5.71% |
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
PSPTX vs. PFORX - Drawdown Comparison
The maximum PSPTX drawdown since its inception was -61.82%, which is greater than PFORX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for PSPTX and PFORX.
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Drawdown Indicators
| PSPTX | PFORX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.82% | -13.87% | -47.95% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -3.99% | -9.42% |
Max Drawdown (5Y)Largest decline over 5 years | -28.53% | -13.71% | -14.82% |
Max Drawdown (10Y)Largest decline over 10 years | -39.47% | -13.87% | -25.60% |
Current DrawdownCurrent decline from peak | -12.70% | -3.69% | -9.01% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -1.95% | -4.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 0.87% | +2.80% |
Volatility
PSPTX vs. PFORX - Volatility Comparison
PIMCO StocksPLUS Absolute Return Fund (PSPTX) has a higher volatility of 4.91% compared to PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) at 1.93%. This indicates that PSPTX'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
| PSPTX | PFORX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 1.93% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 10.38% | 2.53% | +7.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.40% | 3.38% | +16.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.67% | 3.46% | +14.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.86% | 3.08% | +15.78% |