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PUTIX vs. PFORX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PUTIX vs. PFORX - Performance Comparison

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

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PUTIX vs. PFORX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PUTIX
PIMCO Strategic Bond Fund
-0.43%8.12%6.35%6.65%-6.51%0.44%4.33%5.24%3.34%7.87%
PFORX
PIMCO International Bond Fund (U.S. Dollar-Hedged)
-1.93%4.33%5.70%9.52%-10.33%-1.67%6.17%7.64%2.64%3.52%

Returns By Period

In the year-to-date period, PUTIX achieves a -0.43% return, which is significantly higher than PFORX's -1.93% return. Over the past 10 years, PUTIX has outperformed PFORX with an annualized return of 3.94%, while PFORX has yielded a comparatively lower 2.80% annualized return.


PUTIX

1D
0.28%
1M
-1.10%
YTD
-0.43%
6M
1.50%
1Y
5.24%
3Y*
6.30%
5Y*
2.71%
10Y*
3.94%

PFORX

1D
0.31%
1M
-3.10%
YTD
-1.93%
6M
-0.89%
1Y
1.84%
3Y*
4.82%
5Y*
1.13%
10Y*
2.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PUTIX vs. PFORX - Expense Ratio Comparison

PUTIX has a 0.51% expense ratio, which is higher than PFORX's 0.50% expense ratio.


Return for Risk

PUTIX vs. PFORX — Risk / Return Rank

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

PUTIX
PUTIX Risk / Return Rank: 9494
Overall Rank
PUTIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PUTIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
PUTIX Omega Ratio Rank: 9595
Omega Ratio Rank
PUTIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PUTIX Martin Ratio Rank: 9292
Martin Ratio Rank

PFORX
PFORX Risk / Return Rank: 2121
Overall Rank
PFORX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PFORX Sortino Ratio Rank: 1818
Sortino Ratio Rank
PFORX Omega Ratio Rank: 1717
Omega Ratio Rank
PFORX Calmar Ratio Rank: 2121
Calmar Ratio Rank
PFORX Martin Ratio Rank: 2626
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.

PUTIX vs. PFORX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Strategic Bond Fund (PUTIX) 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.


PUTIXPFORXDifference

Sharpe ratio

Return per unit of total volatility

2.21

0.61

+1.59

Sortino ratio

Return per unit of downside risk

3.52

0.86

+2.66

Omega ratio

Gain probability vs. loss probability

1.52

1.12

+0.40

Calmar ratio

Return relative to maximum drawdown

3.02

0.66

+2.36

Martin ratio

Return relative to average drawdown

11.81

2.97

+8.84

PUTIX vs. PFORX - Sharpe Ratio Comparison

The current PUTIX Sharpe Ratio is 2.21, which is higher than the PFORX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of PUTIX and PFORX, 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


PUTIXPFORXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

0.61

+1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.33

+0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.45

0.91

+0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

1.25

-0.17

Correlation

The correlation between PUTIX and PFORX is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PUTIX vs. PFORX - Dividend Comparison

PUTIX's dividend yield for the trailing twelve months is around 4.26%, more than PFORX's 3.86% yield.


TTM20252024202320222021202020192018201720162015
PUTIX
PIMCO Strategic Bond Fund
4.26%4.56%4.19%2.36%2.32%1.17%2.07%3.31%2.81%4.62%2.58%4.60%
PFORX
PIMCO International Bond Fund (U.S. Dollar-Hedged)
3.86%4.23%4.91%3.02%3.65%1.55%2.46%6.86%2.90%1.46%1.38%9.12%

Drawdowns

PUTIX vs. PFORX - Drawdown Comparison

The maximum PUTIX drawdown since its inception was -9.59%, smaller than the maximum PFORX drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for PUTIX and PFORX.


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Drawdown Indicators


PUTIXPFORXDifference

Max Drawdown

Largest peak-to-trough decline

-9.59%

-13.87%

+4.28%

Max Drawdown (1Y)

Largest decline over 1 year

-1.87%

-3.99%

+2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-9.59%

-13.71%

+4.12%

Max Drawdown (10Y)

Largest decline over 10 years

-9.59%

-13.87%

+4.28%

Current Drawdown

Current decline from peak

-1.28%

-3.39%

+2.11%

Average Drawdown

Average peak-to-trough decline

-1.25%

-1.95%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

0.89%

-0.39%

Volatility

PUTIX vs. PFORX - Volatility Comparison

The current volatility for PIMCO Strategic Bond Fund (PUTIX) is 1.01%, while PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) has a volatility of 1.99%. This indicates that PUTIX experiences smaller price fluctuations and is considered to be less risky 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


PUTIXPFORXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

1.99%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

1.55%

2.55%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

2.48%

3.39%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.69%

3.47%

-0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.73%

3.08%

-0.35%