PSTIX vs. PFORX
PSTIX (PIMCO StocksPLUS Short Fund) and PFORX (PIMCO International Bond Fund (U.S. Dollar-Hedged)) are both mutual funds - PSTIX is a Inverse Equities fund managed by PIMCO, while PFORX is a Global Bonds fund managed by PIMCO. Over the past 10 years, PSTIX returned -9.92%/yr vs 2.55%/yr for PFORX. Their 0.09 correlation means their historical movements had little consistent relationship. PSTIX charges 0.64%/yr vs 0.50%/yr for PFORX.
Performance
PSTIX vs. PFORX - Performance Comparison
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Returns By Period
In the year-to-date period, PSTIX achieves a -5.26% return, which is significantly lower than PFORX's -0.58% return. Over the past 10 years, PSTIX has underperformed PFORX with an annualized return of -9.92%, while PFORX has yielded a comparatively higher 2.55% annualized return.
PSTIX
- 1D
- -1.59%
- 1M
- 0.65%
- 6M
- -4.53%
- YTD
- -5.26%
- 1Y
- -10.18%
- 3Y*
- -8.25%
- 5Y*
- -5.88%
- 10Y*
- -9.92%
- ALL TIME*
- -7.70%
PFORX
- 1D
- 0.00%
- 1M
- -1.43%
- 6M
- -1.08%
- YTD
- -0.58%
- 1Y
- 1.31%
- 3Y*
- 4.93%
- 5Y*
- 1.19%
- 10Y*
- 2.55%
- ALL TIME*
- 5.53%
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 |
PSTIX vs. PFORX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSTIX PIMCO StocksPLUS Short Fund | -5.26% | -8.24% | -11.28% | -11.01% | 17.41% | -21.89% | -20.83% | -20.27% | 5.21% | -14.04% |
PFORX PIMCO International Bond Fund (U.S. Dollar-Hedged) | -0.58% | 4.33% | 5.70% | 9.52% | -10.33% | -1.67% | 6.17% | 7.64% | 2.64% | 3.52% |
Correlation
The correlation between PSTIX and PFORX is -0.28, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.28 |
Correlation (3Y) Balances recent behavior with more history. | -0.19 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.13 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2004 | 0.09 |
The correlation between PSTIX and PFORX shifts across timeframes, from -0.28 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PSTIX vs. PFORX — Risk / Return Rank
PSTIX
PFORX
PSTIX vs. PFORX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Short Fund (PSTIX) 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.
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.
| PSTIX | PFORX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.10 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 0.48 | -1.02 |
| Martin ratioReturn relative to average drawdown | -1.01 | 1.33 | -2.34 |
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Drawdowns
PSTIX vs. PFORX - Drawdown Comparison
The maximum PSTIX drawdown since its inception was -90.52%, which is greater than PFORX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for PSTIX and PFORX.
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Drawdown Indicators
| PSTIX | PFORX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.52% | -13.87% | -76.65% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -3.99% | -11.06% |
Max Drawdown (3Y)Largest decline over 3 years | -33.92% | -3.99% | -29.93% |
Max Drawdown (5Y)Largest decline over 5 years | -37.53% | -13.71% | -23.82% |
Max Drawdown (10Y)Largest decline over 10 years | -67.42% | -13.87% | -53.55% |
Current DrawdownCurrent decline from peak | -90.23% | -2.06% | -88.17% |
Average DrawdownAverage peak-to-trough decline | -57.40% | -1.95% | -55.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.99% | 1.43% | +6.56% |
Volatility
PSTIX vs. PFORX - Volatility Comparison
PIMCO StocksPLUS Short Fund (PSTIX) has a higher volatility of 3.19% compared to PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) at 1.01%. This indicates that PSTIX'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
| PSTIX | PFORX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 1.01% | +2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.63% | 3.48% | +6.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.47% | 3.88% | +8.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 3.65% | +12.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.50% | 3.16% | +14.34% |
PSTIX vs. PFORX - Expense Ratio Comparison
PSTIX has a 0.64% expense ratio, which is higher than PFORX's 0.50% expense ratio.
Dividends
PSTIX vs. PFORX - Dividend Comparison
PSTIX's dividend yield for the trailing twelve months is around 0.89%, less than PFORX's 3.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFORX PIMCO International Bond Fund (U.S. Dollar-Hedged) | 3.71% | 4.23% | 4.91% | 3.02% | 3.65% | 1.55% | 2.46% | 6.86% | 2.90% | 1.46% | 1.38% | 9.12% |
PSTIX PIMCO StocksPLUS Short Fund | 0.89% | 0.00% | 0.00% | 4.09% | 1.16% | 0.68% | 5.06% | 1.23% | 1.26% | 1.68% | 0.00% | 3.57% |
Frequently Asked Questions
PSTIX and PFORX have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSTIX has higher volatility (3.19%) compared to PFORX (1.01%). In terms of maximum drawdown, PSTIX dropped -90.52% vs PFORX's -13.87%.
PFORX currently has the higher Sharpe Ratio (0.49 vs -0.65), 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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