PZRMX vs. PISIX
Compare and contrast key facts about PIMCO Inflation Response Multi-Asset Fund (PZRMX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX).
PZRMX is managed by PIMCO. It was launched on Aug 31, 2001. PISIX is managed by PIMCO. It was launched on Oct 31, 2003.
Performance
PZRMX vs. PISIX - Performance Comparison
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PZRMX vs. PISIX - 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% |
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, PZRMX achieves a 2.77% return, which is significantly higher than PISIX's -0.85% return. Over the past 10 years, PZRMX has underperformed PISIX with an annualized return of 7.17%, while PISIX has yielded a comparatively higher 11.51% 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%
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%
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PZRMX vs. PISIX - Expense Ratio Comparison
PZRMX has a 1.18% expense ratio, which is higher than PISIX's 0.76% expense ratio.
Return for Risk
PZRMX vs. PISIX — Risk / Return Rank
PZRMX
PISIX
PZRMX vs. PISIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Inflation Response Multi-Asset Fund (PZRMX) 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.
| PZRMX | PISIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 0.63 | +1.32 |
Sortino ratioReturn per unit of downside risk | 2.60 | 0.85 | +1.75 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.14 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 2.78 | 0.64 | +2.14 |
Martin ratioReturn relative to average drawdown | 12.67 | 2.55 | +10.13 |
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 | PISIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 0.63 | +1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.75 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | 0.80 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.52 | +0.13 |
Correlation
The correlation between PZRMX and PISIX 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
PZRMX vs. PISIX - Dividend Comparison
PZRMX's dividend yield for the trailing twelve months is around 2.29%, less than PISIX's 5.19% 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% |
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
PZRMX vs. PISIX - Drawdown Comparison
The maximum PZRMX drawdown since its inception was -19.71%, smaller than the maximum PISIX drawdown of -57.47%. Use the drawdown chart below to compare losses from any high point for PZRMX and PISIX.
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Drawdown Indicators
| PZRMX | PISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.71% | -57.47% | +37.76% |
Max Drawdown (1Y)Largest decline over 1 year | -4.96% | -12.81% | +7.85% |
Max Drawdown (5Y)Largest decline over 5 years | -14.57% | -18.93% | +4.36% |
Max Drawdown (10Y)Largest decline over 10 years | -18.18% | -35.44% | +17.26% |
Current DrawdownCurrent decline from peak | -2.72% | -9.44% | +6.72% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -7.23% | +2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 3.54% | -2.45% |
Volatility
PZRMX vs. PISIX - Volatility Comparison
The current volatility for PIMCO Inflation Response Multi-Asset Fund (PZRMX) is 2.33%, while PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) has a volatility of 6.58%. This indicates that PZRMX 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
| PZRMX | PISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.33% | 6.58% | -4.25% |
Volatility (6M)Calculated over the trailing 6-month period | 4.73% | 11.37% | -6.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.81% | 16.52% | -9.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.38% | 13.92% | -5.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.56% | 14.55% | -6.99% |