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PTUIX vs. PISIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTUIX vs. PISIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Total Return Fund IV (PTUIX) 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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PTUIX vs. PISIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTUIX
PIMCO Total Return Fund IV
-1.04%8.16%2.19%5.90%-13.84%-1.12%7.33%9.67%-0.76%4.57%
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, PTUIX achieves a -1.04% return, which is significantly lower than PISIX's -0.85% return. Over the past 10 years, PTUIX has underperformed PISIX with an annualized return of 1.97%, while PISIX has yielded a comparatively higher 11.51% annualized return.


PTUIX

1D
0.53%
1M
-2.86%
YTD
-1.04%
6M
0.40%
1Y
3.73%
3Y*
3.92%
5Y*
0.33%
10Y*
1.97%

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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PTUIX vs. PISIX - Expense Ratio Comparison

PTUIX has a 0.50% expense ratio, which is lower than PISIX's 0.76% expense ratio.


Return for Risk

PTUIX vs. PISIX — Risk / Return Rank

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

PTUIX
PTUIX Risk / Return Rank: 4646
Overall Rank
PTUIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PTUIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
PTUIX Omega Ratio Rank: 3434
Omega Ratio Rank
PTUIX Calmar Ratio Rank: 6060
Calmar Ratio Rank
PTUIX Martin Ratio Rank: 4242
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.

PTUIX vs. PISIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return Fund IV (PTUIX) 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.


PTUIXPISIXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.63

+0.31

Sortino ratio

Return per unit of downside risk

1.32

0.85

+0.46

Omega ratio

Gain probability vs. loss probability

1.17

1.14

+0.02

Calmar ratio

Return relative to maximum drawdown

1.41

0.64

+0.77

Martin ratio

Return relative to average drawdown

4.28

2.55

+1.74

PTUIX vs. PISIX - Sharpe Ratio Comparison

The current PTUIX Sharpe Ratio is 0.93, which is higher than the PISIX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of PTUIX 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


PTUIXPISIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.63

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.75

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.80

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.52

+0.04

Correlation

The correlation between PTUIX and PISIX is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PTUIX vs. PISIX - Dividend Comparison

PTUIX's dividend yield for the trailing twelve months is around 3.79%, less than PISIX's 5.19% yield.


TTM20252024202320222021202020192018201720162015
PTUIX
PIMCO Total Return Fund IV
3.79%4.09%4.21%2.78%2.74%1.84%2.24%2.78%2.53%1.75%2.96%3.60%
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

PTUIX vs. PISIX - Drawdown Comparison

The maximum PTUIX drawdown since its inception was -19.19%, smaller than the maximum PISIX drawdown of -57.47%. Use the drawdown chart below to compare losses from any high point for PTUIX and PISIX.


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Drawdown Indicators


PTUIXPISIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.19%

-57.47%

+38.28%

Max Drawdown (1Y)

Largest decline over 1 year

-3.37%

-12.81%

+9.44%

Max Drawdown (5Y)

Largest decline over 5 years

-19.19%

-18.93%

-0.26%

Max Drawdown (10Y)

Largest decline over 10 years

-19.19%

-35.44%

+16.25%

Current Drawdown

Current decline from peak

-2.86%

-9.44%

+6.58%

Average Drawdown

Average peak-to-trough decline

-3.56%

-7.23%

+3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

3.54%

-2.43%

Volatility

PTUIX vs. PISIX - Volatility Comparison

The current volatility for PIMCO Total Return Fund IV (PTUIX) is 1.79%, while PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) has a volatility of 6.58%. This indicates that PTUIX 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


PTUIXPISIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

6.58%

-4.79%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

11.37%

-8.59%

Volatility (1Y)

Calculated over the trailing 1-year period

4.66%

16.52%

-11.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

13.92%

-7.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.11%

14.55%

-9.44%