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PZRIX vs. PONAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PZRIX vs. PONAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAE Global ex-US Fund (PZRIX) and PIMCO Income Fund Class A (PONAX). The values are adjusted to include any dividend payments, if applicable.

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PZRIX vs. PONAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PZRIX
PIMCO RAE Global ex-US Fund
7.89%34.05%3.29%19.31%-9.11%12.08%1.74%15.94%-14.93%26.00%
PONAX
PIMCO Income Fund Class A
-1.42%10.63%5.02%8.96%-9.34%2.21%5.40%7.65%0.21%8.19%

Returns By Period

In the year-to-date period, PZRIX achieves a 7.89% return, which is significantly higher than PONAX's -1.42% return. Over the past 10 years, PZRIX has outperformed PONAX with an annualized return of 9.95%, while PONAX has yielded a comparatively lower 4.25% annualized return.


PZRIX

1D
0.41%
1M
-6.89%
YTD
7.89%
6M
16.45%
1Y
34.85%
3Y*
18.91%
5Y*
10.55%
10Y*
9.95%

PONAX

1D
0.47%
1M
-3.24%
YTD
-1.42%
6M
0.98%
1Y
5.68%
3Y*
6.79%
5Y*
3.00%
10Y*
4.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PZRIX vs. PONAX - Expense Ratio Comparison

PZRIX has a 0.00% expense ratio, which is lower than PONAX's 1.02% expense ratio.


Return for Risk

PZRIX vs. PONAX — Risk / Return Rank

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

PZRIX
PZRIX Risk / Return Rank: 9494
Overall Rank
PZRIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PZRIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
PZRIX Omega Ratio Rank: 9393
Omega Ratio Rank
PZRIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PZRIX Martin Ratio Rank: 9595
Martin Ratio Rank

PONAX
PONAX Risk / Return Rank: 7878
Overall Rank
PONAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PONAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
PONAX Omega Ratio Rank: 7474
Omega Ratio Rank
PONAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PONAX Martin Ratio Rank: 7474
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.

PZRIX vs. PONAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE Global ex-US Fund (PZRIX) and PIMCO Income Fund Class A (PONAX). 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.


PZRIXPONAXDifference

Sharpe ratio

Return per unit of total volatility

2.41

1.48

+0.94

Sortino ratio

Return per unit of downside risk

3.09

2.11

+0.98

Omega ratio

Gain probability vs. loss probability

1.47

1.28

+0.19

Calmar ratio

Return relative to maximum drawdown

2.70

1.76

+0.94

Martin ratio

Return relative to average drawdown

12.87

7.07

+5.80

PZRIX vs. PONAX - Sharpe Ratio Comparison

The current PZRIX Sharpe Ratio is 2.41, which is higher than the PONAX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of PZRIX and PONAX, 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


PZRIXPONAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

1.48

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.64

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

1.03

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

1.47

-0.89

Correlation

The correlation between PZRIX and PONAX is 0.37, 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

PZRIX vs. PONAX - Dividend Comparison

PZRIX's dividend yield for the trailing twelve months is around 6.08%, more than PONAX's 5.20% yield.


TTM20252024202320222021202020192018201720162015
PZRIX
PIMCO RAE Global ex-US Fund
6.08%6.56%6.70%9.19%8.80%11.99%2.04%6.32%2.80%4.13%2.58%0.00%
PONAX
PIMCO Income Fund Class A
5.20%5.61%5.86%5.86%4.66%3.62%4.48%5.42%5.24%4.97%5.13%7.45%

Drawdowns

PZRIX vs. PONAX - Drawdown Comparison

The maximum PZRIX drawdown since its inception was -43.53%, which is greater than PONAX's maximum drawdown of -13.64%. Use the drawdown chart below to compare losses from any high point for PZRIX and PONAX.


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Drawdown Indicators


PZRIXPONAXDifference

Max Drawdown

Largest peak-to-trough decline

-43.53%

-13.64%

-29.89%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-3.69%

-6.99%

Max Drawdown (5Y)

Largest decline over 5 years

-30.85%

-13.64%

-17.21%

Max Drawdown (10Y)

Largest decline over 10 years

-43.53%

-13.64%

-29.89%

Current Drawdown

Current decline from peak

-6.96%

-3.24%

-3.72%

Average Drawdown

Average peak-to-trough decline

-9.00%

-1.80%

-7.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

0.92%

+1.61%

Volatility

PZRIX vs. PONAX - Volatility Comparison

PIMCO RAE Global ex-US Fund (PZRIX) has a higher volatility of 5.02% compared to PIMCO Income Fund Class A (PONAX) at 1.88%. This indicates that PZRIX's price experiences larger fluctuations and is considered to be riskier than PONAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PZRIXPONAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

1.88%

+3.14%

Volatility (6M)

Calculated over the trailing 6-month period

8.77%

2.61%

+6.16%

Volatility (1Y)

Calculated over the trailing 1-year period

14.09%

4.24%

+9.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.83%

4.72%

+11.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.01%

4.16%

+12.85%