ABYAX vs. PQTIX
Compare and contrast key facts about Abbey Capital Futures Strategy Fund Class A (ABYAX) and PIMCO TRENDS Managed Futures Strategy Fund Institutional Class (PQTIX).
ABYAX is managed by Abbey Capital. It was launched on Aug 29, 2014. PQTIX is an actively managed fund by PIMCO. It was launched on Jan 2, 2014.
Performance
ABYAX vs. PQTIX - Performance Comparison
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ABYAX vs. PQTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABYAX Abbey Capital Futures Strategy Fund Class A | 4.46% | 1.47% | 0.77% | -3.55% | 16.76% | 3.19% | 7.59% | 8.65% | -6.49% | -0.26% |
PQTIX PIMCO TRENDS Managed Futures Strategy Fund Institutional Class | 4.68% | 2.39% | -2.88% | -4.19% | 11.62% | 14.87% | 9.96% | 2.90% | 2.37% | 2.37% |
Returns By Period
The year-to-date returns for both investments are quite close, with ABYAX having a 4.46% return and PQTIX slightly higher at 4.68%. Over the past 10 years, ABYAX has underperformed PQTIX with an annualized return of 2.58%, while PQTIX has yielded a comparatively higher 3.86% annualized return.
ABYAX
- 1D
- 0.00%
- 1M
- -1.38%
- YTD
- 4.46%
- 6M
- 7.57%
- 1Y
- 8.17%
- 3Y*
- 2.13%
- 5Y*
- 3.46%
- 10Y*
- 2.58%
PQTIX
- 1D
- 0.18%
- 1M
- -2.27%
- YTD
- 4.68%
- 6M
- 10.36%
- 1Y
- 12.24%
- 3Y*
- 2.14%
- 5Y*
- 4.39%
- 10Y*
- 3.86%
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ABYAX vs. PQTIX - Expense Ratio Comparison
ABYAX has a 2.04% expense ratio, which is higher than PQTIX's 1.54% expense ratio.
Return for Risk
ABYAX vs. PQTIX — Risk / Return Rank
ABYAX
PQTIX
ABYAX vs. PQTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abbey Capital Futures Strategy Fund Class A (ABYAX) and PIMCO TRENDS Managed Futures Strategy Fund Institutional Class (PQTIX). 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.
| ABYAX | PQTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 1.39 | -0.37 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.89 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.25 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.56 | -0.02 |
Martin ratioReturn relative to average drawdown | 3.04 | 3.82 | -0.78 |
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
| ABYAX | PQTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.39 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.45 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.41 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.47 | -0.02 |
Correlation
The correlation between ABYAX and PQTIX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ABYAX vs. PQTIX - Dividend Comparison
ABYAX's dividend yield for the trailing twelve months is around 1.22%, while PQTIX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABYAX Abbey Capital Futures Strategy Fund Class A | 1.22% | 1.27% | 1.68% | 0.99% | 15.33% | 3.57% | 1.36% | 8.50% | 0.00% | 0.00% | 0.00% | 0.06% |
PQTIX PIMCO TRENDS Managed Futures Strategy Fund Institutional Class | 0.00% | 0.00% | 0.00% | 0.00% | 14.83% | 2.47% | 5.65% | 2.55% | 0.39% | 0.25% | 0.00% | 8.06% |
Drawdowns
ABYAX vs. PQTIX - Drawdown Comparison
The maximum ABYAX drawdown since its inception was -17.96%, smaller than the maximum PQTIX drawdown of -27.65%. Use the drawdown chart below to compare losses from any high point for ABYAX and PQTIX.
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Drawdown Indicators
| ABYAX | PQTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.96% | -27.65% | +9.69% |
Max Drawdown (1Y)Largest decline over 1 year | -4.30% | -7.97% | +3.67% |
Max Drawdown (5Y)Largest decline over 5 years | -15.23% | -27.65% | +12.42% |
Max Drawdown (10Y)Largest decline over 10 years | -15.23% | -27.65% | +12.42% |
Current DrawdownCurrent decline from peak | -3.92% | -12.38% | +8.46% |
Average DrawdownAverage peak-to-trough decline | -7.30% | -9.23% | +1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 3.26% | -0.77% |
Volatility
ABYAX vs. PQTIX - Volatility Comparison
The current volatility for Abbey Capital Futures Strategy Fund Class A (ABYAX) is 1.85%, while PIMCO TRENDS Managed Futures Strategy Fund Institutional Class (PQTIX) has a volatility of 3.59%. This indicates that ABYAX experiences smaller price fluctuations and is considered to be less risky than PQTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABYAX | PQTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.85% | 3.59% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 6.40% | 6.76% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.63% | 8.79% | -1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.98% | 9.86% | -1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.98% | 9.38% | -1.40% |