PTSIX vs. PMJIX
Compare and contrast key facts about PIMCO RAE PLUS International Fund (PTSIX) and PIMCO RAE US Small Fund (PMJIX).
PTSIX is managed by PIMCO. It was launched on Sep 29, 2011. PMJIX is managed by PIMCO. It was launched on Jun 5, 2015.
Performance
PTSIX vs. PMJIX - Performance Comparison
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PTSIX vs. PMJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PMJIX PIMCO RAE US Small Fund | -0.95% | 5.11% | 22.05% | 19.77% | -4.62% | 39.15% | 6.95% | 20.22% | -11.69% | 9.22% |
Returns By Period
In the year-to-date period, PTSIX achieves a 7.77% return, which is significantly higher than PMJIX's -0.95% return. Over the past 10 years, PTSIX has underperformed PMJIX with an annualized return of 0.25%, while PMJIX has yielded a comparatively higher 12.04% 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%
PMJIX
- 1D
- -1.12%
- 1M
- -6.04%
- YTD
- -0.95%
- 6M
- 1.54%
- 1Y
- 13.70%
- 3Y*
- 14.79%
- 5Y*
- 9.83%
- 10Y*
- 12.04%
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PTSIX vs. PMJIX - Expense Ratio Comparison
PTSIX has a 0.82% expense ratio, which is higher than PMJIX's 0.50% expense ratio.
Return for Risk
PTSIX vs. PMJIX — Risk / Return Rank
PTSIX
PMJIX
PTSIX vs. PMJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE PLUS International Fund (PTSIX) and PIMCO RAE US Small Fund (PMJIX). 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.
| PTSIX | PMJIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.25 | 0.63 | +1.62 |
Sortino ratioReturn per unit of downside risk | 2.77 | 1.03 | +1.74 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.14 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 2.53 | 0.79 | +1.74 |
Martin ratioReturn relative to average drawdown | 11.73 | 3.17 | +8.56 |
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
| PTSIX | PMJIX | Difference | |
|---|---|---|---|
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 | 0.25 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.37 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.32 | -0.22 |
Correlation
The correlation between PTSIX and PMJIX is 0.47, 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. PMJIX - Dividend Comparison
PTSIX's dividend yield for the trailing twelve months is around 4.33%, more than PMJIX's 3.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PMJIX PIMCO RAE US Small Fund | 3.18% | 3.15% | 3.26% | 1.25% | 9.91% | 65.79% | 9.46% | 1.55% | 7.65% | 4.69% | 1.24% | 1.67% |
Drawdowns
PTSIX vs. PMJIX - Drawdown Comparison
The maximum PTSIX drawdown since its inception was -72.38%, which is greater than PMJIX's maximum drawdown of -49.75%. Use the drawdown chart below to compare losses from any high point for PTSIX and PMJIX.
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Drawdown Indicators
| PTSIX | PMJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.38% | -49.75% | -22.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -14.85% | +3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -72.38% | -49.75% | -22.63% |
Max Drawdown (10Y)Largest decline over 10 years | -72.38% | -49.75% | -22.63% |
Current DrawdownCurrent decline from peak | -42.10% | -11.67% | -30.43% |
Average DrawdownAverage peak-to-trough decline | -25.01% | -16.44% | -8.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 3.68% | -0.91% |
Volatility
PTSIX vs. PMJIX - Volatility Comparison
PIMCO RAE PLUS International Fund (PTSIX) has a higher volatility of 5.66% compared to PIMCO RAE US Small Fund (PMJIX) at 4.81%. This indicates that PTSIX's price experiences larger fluctuations and is considered to be riskier than PMJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTSIX | PMJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 4.81% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 12.39% | -3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 22.25% | -7.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.91% | 39.62% | -8.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.08% | 33.08% | -8.00% |