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PTSIX vs. PISIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTSIX vs. PISIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAE PLUS International Fund (PTSIX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). The values are adjusted to include any dividend payments, if applicable.

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PTSIX vs. PISIX - 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%
PISIX
PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)
-0.85%17.68%14.87%21.70%-8.86%18.37%4.29%26.40%-10.00%18.81%

Returns By Period

In the year-to-date period, PTSIX achieves a 7.77% return, which is significantly higher than PISIX's -0.85% return. Over the past 10 years, PTSIX has underperformed PISIX with an annualized return of 0.25%, while PISIX has yielded a comparatively higher 11.51% 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%

PISIX

1D
0.22%
1M
-9.44%
YTD
-0.85%
6M
-0.21%
1Y
12.13%
3Y*
14.32%
5Y*
10.34%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTSIX vs. PISIX - Expense Ratio Comparison

PTSIX has a 0.82% expense ratio, which is higher than PISIX's 0.76% expense ratio.


Return for Risk

PTSIX vs. PISIX — 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

PISIX
PISIX Risk / Return Rank: 2424
Overall Rank
PISIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PISIX Sortino Ratio Rank: 2121
Sortino Ratio Rank
PISIX Omega Ratio Rank: 2828
Omega Ratio Rank
PISIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
PISIX Martin Ratio Rank: 2424
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. PISIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE PLUS International Fund (PTSIX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). 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.


PTSIXPISIXDifference

Sharpe ratio

Return per unit of total volatility

2.25

0.63

+1.62

Sortino ratio

Return per unit of downside risk

2.77

0.85

+1.92

Omega ratio

Gain probability vs. loss probability

1.44

1.14

+0.29

Calmar ratio

Return relative to maximum drawdown

2.53

0.64

+1.89

Martin ratio

Return relative to average drawdown

11.73

2.55

+9.19

PTSIX vs. PISIX - Sharpe Ratio Comparison

The current PTSIX Sharpe Ratio is 2.25, which is higher than the PISIX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of PTSIX and PISIX, 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


PTSIXPISIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

0.63

+1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

0.75

-1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.80

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.52

-0.43

Correlation

The correlation between PTSIX and PISIX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PTSIX vs. PISIX - Dividend Comparison

PTSIX's dividend yield for the trailing twelve months is around 4.33%, less than PISIX's 5.19% 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%
PISIX
PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)
5.19%5.14%11.81%10.04%10.11%7.31%1.42%11.47%7.99%7.36%1.02%8.16%

Drawdowns

PTSIX vs. PISIX - Drawdown Comparison

The maximum PTSIX drawdown since its inception was -72.38%, which is greater than PISIX's maximum drawdown of -57.47%. Use the drawdown chart below to compare losses from any high point for PTSIX and PISIX.


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Drawdown Indicators


PTSIXPISIXDifference

Max Drawdown

Largest peak-to-trough decline

-72.38%

-57.47%

-14.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-12.81%

+1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-72.38%

-18.93%

-53.45%

Max Drawdown (10Y)

Largest decline over 10 years

-72.38%

-35.44%

-36.94%

Current Drawdown

Current decline from peak

-42.10%

-9.44%

-32.66%

Average Drawdown

Average peak-to-trough decline

-25.01%

-7.23%

-17.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

3.54%

-0.77%

Volatility

PTSIX vs. PISIX - Volatility Comparison

The current volatility for PIMCO RAE PLUS International Fund (PTSIX) is 5.66%, while PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) has a volatility of 6.58%. This indicates that PTSIX experiences smaller price fluctuations and is considered to be less risky than PISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTSIXPISIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

6.58%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

11.37%

-2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

15.17%

16.52%

-1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.91%

13.92%

+16.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.08%

14.55%

+10.53%