PZRMX vs. PFORX
Compare and contrast key facts about PIMCO Inflation Response Multi-Asset Fund (PZRMX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX).
PZRMX is managed by PIMCO. It was launched on Aug 31, 2001. PFORX is managed by PIMCO. It was launched on Dec 1, 1992.
Performance
PZRMX vs. PFORX - Performance Comparison
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PZRMX vs. PFORX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PZRMX PIMCO Inflation Response Multi-Asset Fund | 2.77% | 16.18% | 12.47% | 5.95% | -5.42% | 13.22% | 8.92% | 10.42% | -4.05% | 7.96% |
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, PZRMX achieves a 2.77% return, which is significantly higher than PFORX's -2.23% return. Over the past 10 years, PZRMX has outperformed PFORX with an annualized return of 7.17%, while PFORX has yielded a comparatively lower 2.77% annualized return.
PZRMX
- 1D
- 0.65%
- 1M
- -2.62%
- YTD
- 2.77%
- 6M
- 5.17%
- 1Y
- 12.48%
- 3Y*
- 12.02%
- 5Y*
- 8.51%
- 10Y*
- 7.17%
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%
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PZRMX vs. PFORX - Expense Ratio Comparison
PZRMX has a 1.18% expense ratio, which is higher than PFORX's 0.50% expense ratio.
Return for Risk
PZRMX vs. PFORX — Risk / Return Rank
PZRMX
PFORX
PZRMX vs. PFORX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Inflation Response Multi-Asset Fund (PZRMX) 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.
| PZRMX | PFORX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 0.64 | +1.32 |
Sortino ratioReturn per unit of downside risk | 2.60 | 0.89 | +1.72 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.12 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 2.78 | 0.61 | +2.17 |
Martin ratioReturn relative to average drawdown | 12.67 | 2.82 | +9.86 |
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
| PZRMX | PFORX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 0.64 | +1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.31 | +0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | 0.90 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 1.25 | -0.60 |
Correlation
The correlation between PZRMX and PFORX is 0.23, 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
PZRMX vs. PFORX - Dividend Comparison
PZRMX's dividend yield for the trailing twelve months is around 2.29%, less than PFORX's 3.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PZRMX PIMCO Inflation Response Multi-Asset Fund | 2.29% | 2.35% | 9.84% | 0.00% | 13.86% | 11.20% | 0.54% | 2.56% | 11.15% | 6.06% | 0.16% | 2.73% |
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
PZRMX vs. PFORX - Drawdown Comparison
The maximum PZRMX drawdown since its inception was -19.71%, which is greater than PFORX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for PZRMX and PFORX.
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Drawdown Indicators
| PZRMX | PFORX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.71% | -13.87% | -5.84% |
Max Drawdown (1Y)Largest decline over 1 year | -4.96% | -3.99% | -0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -14.57% | -13.71% | -0.86% |
Max Drawdown (10Y)Largest decline over 10 years | -18.18% | -13.87% | -4.31% |
Current DrawdownCurrent decline from peak | -2.72% | -3.69% | +0.97% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -1.95% | -2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 0.87% | +0.22% |
Volatility
PZRMX vs. PFORX - Volatility Comparison
PIMCO Inflation Response Multi-Asset Fund (PZRMX) has a higher volatility of 2.33% compared to PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) at 1.93%. This indicates that PZRMX'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
| PZRMX | PFORX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.33% | 1.93% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 4.73% | 2.53% | +2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.81% | 3.38% | +3.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.38% | 3.46% | +4.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.56% | 3.08% | +4.48% |