RAFE vs. STPZ
Compare and contrast key facts about PIMCO RAFI ESG U.S. ETF (RAFE) and PIMCO 1-5 Year US TIPS Index ETF (STPZ).
RAFE and STPZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RAFE is a passively managed fund by PIMCO that tracks the performance of the RAFI ESG US Index. It was launched on Dec 18, 2019. STPZ is a passively managed fund by PIMCO that tracks the performance of the ICE BofA US Inflation-Linked Treasury (1-5 Y). It was launched on Aug 20, 2009. Both RAFE and STPZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
RAFE vs. STPZ - Performance Comparison
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RAFE vs. STPZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
RAFE PIMCO RAFI ESG U.S. ETF | -0.90% | 17.60% | 13.81% | 18.80% | -13.76% | 30.16% | 5.29% | 0.55% |
STPZ PIMCO 1-5 Year US TIPS Index ETF | 0.83% | 6.40% | 4.30% | 4.28% | -4.49% | 5.64% | 5.44% | 0.08% |
Returns By Period
In the year-to-date period, RAFE achieves a -0.90% return, which is significantly lower than STPZ's 0.83% return.
RAFE
- 1D
- 2.17%
- 1M
- -4.75%
- YTD
- -0.90%
- 6M
- 3.09%
- 1Y
- 16.61%
- 3Y*
- 15.03%
- 5Y*
- 9.22%
- 10Y*
- —
STPZ
- 1D
- 0.07%
- 1M
- -0.12%
- YTD
- 0.83%
- 6M
- 1.08%
- 1Y
- 3.83%
- 3Y*
- 4.47%
- 5Y*
- 3.05%
- 10Y*
- 2.82%
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RAFE vs. STPZ - Expense Ratio Comparison
RAFE has a 0.30% expense ratio, which is higher than STPZ's 0.20% expense ratio.
Return for Risk
RAFE vs. STPZ — Risk / Return Rank
RAFE
STPZ
RAFE vs. STPZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAFI ESG U.S. ETF (RAFE) and PIMCO 1-5 Year US TIPS Index ETF (STPZ). 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.
| RAFE | STPZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 1.61 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.51 | 2.30 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.33 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 2.92 | -1.40 |
Martin ratioReturn relative to average drawdown | 6.68 | 8.71 | -2.03 |
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
| RAFE | STPZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.61 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.93 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.95 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.89 | -0.35 |
Correlation
The correlation between RAFE and STPZ is 0.12, 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
RAFE vs. STPZ - Dividend Comparison
RAFE's dividend yield for the trailing twelve months is around 1.68%, less than STPZ's 3.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RAFE PIMCO RAFI ESG U.S. ETF | 1.68% | 1.67% | 1.79% | 1.81% | 2.22% | 1.42% | 2.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STPZ PIMCO 1-5 Year US TIPS Index ETF | 3.59% | 3.65% | 1.97% | 1.63% | 5.88% | 3.65% | 1.86% | 1.76% | 2.23% | 1.51% | 0.65% | 0.49% |
Drawdowns
RAFE vs. STPZ - Drawdown Comparison
The maximum RAFE drawdown since its inception was -35.74%, which is greater than STPZ's maximum drawdown of -6.77%. Use the drawdown chart below to compare losses from any high point for RAFE and STPZ.
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Drawdown Indicators
| RAFE | STPZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.74% | -6.77% | -28.97% |
Max Drawdown (1Y)Largest decline over 1 year | -11.57% | -1.35% | -10.22% |
Max Drawdown (5Y)Largest decline over 5 years | -24.28% | -6.70% | -17.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -6.77% | — |
Current DrawdownCurrent decline from peak | -5.45% | -0.37% | -5.08% |
Average DrawdownAverage peak-to-trough decline | -6.37% | -1.32% | -5.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 0.45% | +2.18% |
Volatility
RAFE vs. STPZ - Volatility Comparison
PIMCO RAFI ESG U.S. ETF (RAFE) has a higher volatility of 4.53% compared to PIMCO 1-5 Year US TIPS Index ETF (STPZ) at 0.72%. This indicates that RAFE's price experiences larger fluctuations and is considered to be riskier than STPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RAFE | STPZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 0.72% | +3.81% |
Volatility (6M)Calculated over the trailing 6-month period | 8.69% | 1.21% | +7.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.25% | 2.38% | +13.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.09% | 3.30% | +11.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 2.98% | +16.63% |