PortfoliosLab logoPortfoliosLab logo
PTSIX vs. IVFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTSIX vs. IVFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAE PLUS International Fund (PTSIX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PTSIX vs. IVFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTSIX
PIMCO RAE PLUS International Fund
7.77%35.74%2.54%18.35%-11.35%-56.03%0.48%18.29%-16.33%28.37%
IVFIX
Federated Hermes International Strategic Value Dividend Fund
5.22%31.79%1.91%11.05%-2.54%11.58%-1.74%20.15%-11.96%14.63%

Returns By Period

In the year-to-date period, PTSIX achieves a 7.77% return, which is significantly higher than IVFIX's 5.22% return. Over the past 10 years, PTSIX has underperformed IVFIX with an annualized return of 0.25%, while IVFIX has yielded a comparatively higher 7.06% annualized return.


PTSIX

1D
0.52%
1M
-7.19%
YTD
7.77%
6M
16.86%
1Y
36.40%
3Y*
18.32%
5Y*
-8.79%
10Y*
0.25%

IVFIX

1D
0.21%
1M
-6.40%
YTD
5.22%
6M
10.50%
1Y
23.17%
3Y*
13.89%
5Y*
10.28%
10Y*
7.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PTSIX vs. IVFIX - Expense Ratio Comparison

PTSIX has a 0.82% expense ratio, which is lower than IVFIX's 0.86% expense ratio.


Return for Risk

PTSIX vs. IVFIX — Risk / Return Rank

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

PTSIX
PTSIX Risk / Return Rank: 9292
Overall Rank
PTSIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PTSIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
PTSIX Omega Ratio Rank: 9292
Omega Ratio Rank
PTSIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
PTSIX Martin Ratio Rank: 9393
Martin Ratio Rank

IVFIX
IVFIX Risk / Return Rank: 9393
Overall Rank
IVFIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IVFIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
IVFIX Omega Ratio Rank: 9090
Omega Ratio Rank
IVFIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
IVFIX Martin Ratio Rank: 9797
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.

PTSIX vs. IVFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE PLUS International Fund (PTSIX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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.


PTSIXIVFIXDifference

Sharpe ratio

Return per unit of total volatility

2.25

1.98

+0.27

Sortino ratio

Return per unit of downside risk

2.77

2.58

+0.19

Omega ratio

Gain probability vs. loss probability

1.44

1.41

+0.03

Calmar ratio

Return relative to maximum drawdown

2.53

4.08

-1.55

Martin ratio

Return relative to average drawdown

11.73

17.43

-5.70

PTSIX vs. IVFIX - Sharpe Ratio Comparison

The current PTSIX Sharpe Ratio is 2.25, which is comparable to the IVFIX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of PTSIX and IVFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PTSIXIVFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

1.98

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

0.83

-1.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.49

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.21

-0.11

Correlation

The correlation between PTSIX and IVFIX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PTSIX vs. IVFIX - Dividend Comparison

PTSIX's dividend yield for the trailing twelve months is around 4.33%, more than IVFIX's 3.14% yield.


TTM20252024202320222021202020192018201720162015
PTSIX
PIMCO RAE PLUS International Fund
4.33%3.62%7.01%3.18%67.07%64.36%7.45%3.49%29.39%7.86%0.84%3.54%
IVFIX
Federated Hermes International Strategic Value Dividend Fund
3.14%3.37%4.44%4.01%3.99%3.67%3.62%3.98%4.97%4.17%3.38%3.95%

Drawdowns

PTSIX vs. IVFIX - Drawdown Comparison

The maximum PTSIX drawdown since its inception was -72.38%, which is greater than IVFIX's maximum drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for PTSIX and IVFIX.


Loading graphics...

Drawdown Indicators


PTSIXIVFIXDifference

Max Drawdown

Largest peak-to-trough decline

-72.38%

-51.49%

-20.89%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-8.47%

-3.19%

Max Drawdown (5Y)

Largest decline over 5 years

-72.38%

-21.29%

-51.09%

Max Drawdown (10Y)

Largest decline over 10 years

-72.38%

-33.46%

-38.92%

Current Drawdown

Current decline from peak

-42.10%

-6.58%

-35.52%

Average Drawdown

Average peak-to-trough decline

-25.01%

-11.69%

-13.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

1.98%

+0.79%

Volatility

PTSIX vs. IVFIX - Volatility Comparison

PIMCO RAE PLUS International Fund (PTSIX) has a higher volatility of 5.66% compared to Federated Hermes International Strategic Value Dividend Fund (IVFIX) at 4.54%. This indicates that PTSIX's price experiences larger fluctuations and is considered to be riskier than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PTSIXIVFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

4.54%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

8.10%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

15.17%

14.63%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.91%

12.96%

+17.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.08%

14.74%

+10.34%