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PWLIX vs. PFORX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PWLIX vs. PFORX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAE Worldwide Long/Short PLUS Fund (PWLIX) 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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PWLIX vs. PFORX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PWLIX
PIMCO RAE Worldwide Long/Short PLUS Fund
9.51%4.64%4.65%4.04%4.33%15.15%-12.66%9.60%0.49%11.80%
PFORX
PIMCO International Bond Fund (U.S. Dollar-Hedged)
-2.23%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, PWLIX achieves a 9.51% return, which is significantly higher than PFORX's -2.23% return. Over the past 10 years, PWLIX has outperformed PFORX with an annualized return of 5.83%, while PFORX has yielded a comparatively lower 2.77% annualized return.


PWLIX

1D
1.13%
1M
0.50%
YTD
9.51%
6M
8.92%
1Y
6.36%
3Y*
8.08%
5Y*
7.13%
10Y*
5.83%

PFORX

1D
0.31%
1M
-3.69%
YTD
-2.23%
6M
-1.20%
1Y
1.73%
3Y*
4.71%
5Y*
1.08%
10Y*
2.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PWLIX vs. PFORX - Expense Ratio Comparison

PWLIX has a 1.19% expense ratio, which is higher than PFORX's 0.50% expense ratio.


Return for Risk

PWLIX vs. PFORX — Risk / Return Rank

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

PWLIX
PWLIX Risk / Return Rank: 3636
Overall Rank
PWLIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
PWLIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
PWLIX Omega Ratio Rank: 2828
Omega Ratio Rank
PWLIX Calmar Ratio Rank: 5959
Calmar Ratio Rank
PWLIX Martin Ratio Rank: 2424
Martin Ratio Rank

PFORX
PFORX Risk / Return Rank: 2424
Overall Rank
PFORX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PFORX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PFORX Omega Ratio Rank: 2121
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.

PWLIX vs. PFORX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE Worldwide Long/Short PLUS Fund (PWLIX) 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.


PWLIXPFORXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.64

+0.15

Sortino ratio

Return per unit of downside risk

1.14

0.89

+0.25

Omega ratio

Gain probability vs. loss probability

1.15

1.12

+0.03

Calmar ratio

Return relative to maximum drawdown

1.38

0.61

+0.77

Martin ratio

Return relative to average drawdown

2.63

2.82

-0.19

PWLIX vs. PFORX - Sharpe Ratio Comparison

The current PWLIX Sharpe Ratio is 0.79, which is comparable to the PFORX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of PWLIX 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


PWLIXPFORXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.64

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.31

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.90

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

1.25

-0.71

Correlation

The correlation between PWLIX and PFORX is 0.14, 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

PWLIX vs. PFORX - Dividend Comparison

PWLIX's dividend yield for the trailing twelve months is around 6.07%, more than PFORX's 3.88% yield.


TTM20252024202320222021202020192018201720162015
PWLIX
PIMCO RAE Worldwide Long/Short PLUS Fund
6.07%6.65%4.75%5.51%14.75%11.99%7.31%6.79%0.39%10.82%4.16%3.61%
PFORX
PIMCO International Bond Fund (U.S. Dollar-Hedged)
3.88%4.23%4.91%3.02%3.65%1.55%2.46%6.86%2.90%1.46%1.38%9.12%

Drawdowns

PWLIX vs. PFORX - Drawdown Comparison

The maximum PWLIX drawdown since its inception was -26.92%, which is greater than PFORX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for PWLIX and PFORX.


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Drawdown Indicators


PWLIXPFORXDifference

Max Drawdown

Largest peak-to-trough decline

-26.92%

-13.87%

-13.05%

Max Drawdown (1Y)

Largest decline over 1 year

-5.79%

-3.99%

-1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-11.74%

-13.71%

+1.97%

Max Drawdown (10Y)

Largest decline over 10 years

-26.92%

-13.87%

-13.05%

Current Drawdown

Current decline from peak

0.00%

-3.69%

+3.69%

Average Drawdown

Average peak-to-trough decline

-4.16%

-1.95%

-2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

0.87%

+2.16%

Volatility

PWLIX vs. PFORX - Volatility Comparison

PIMCO RAE Worldwide Long/Short PLUS Fund (PWLIX) has a higher volatility of 2.39% compared to PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) at 1.93%. This indicates that PWLIX's price experiences larger fluctuations and is considered to be riskier 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


PWLIXPFORXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.39%

1.93%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

6.03%

2.53%

+3.50%

Volatility (1Y)

Calculated over the trailing 1-year period

9.04%

3.38%

+5.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.86%

3.46%

+5.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.94%

3.08%

+5.86%