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BIL vs. PFORX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIL vs. PFORX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Barclays 1-3 Month T-Bill ETF (BIL) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX). The values are adjusted to include any dividend payments, if applicable.

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BIL vs. PFORX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.90%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%
PFORX
PIMCO International Bond Fund (U.S. Dollar-Hedged)
-1.62%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, BIL achieves a 0.90% return, which is significantly higher than PFORX's -1.62% return. Over the past 10 years, BIL has underperformed PFORX with an annualized return of 2.13%, while PFORX has yielded a comparatively higher 2.83% annualized return.


BIL

1D
0.02%
1M
0.30%
YTD
0.90%
6M
1.83%
1Y
4.00%
3Y*
4.71%
5Y*
3.28%
10Y*
2.13%

PFORX

1D
-0.10%
1M
-2.31%
YTD
-1.62%
6M
-0.69%
1Y
1.85%
3Y*
4.85%
5Y*
1.19%
10Y*
2.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIL vs. PFORX - Expense Ratio Comparison

BIL has a 0.14% expense ratio, which is lower than PFORX's 0.50% expense ratio.


Return for Risk

BIL vs. PFORX — Risk / Return Rank

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

BIL
BIL Risk / Return Rank: 100100
Overall Rank
BIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
BIL Omega Ratio Rank: 100100
Omega Ratio Rank
BIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
BIL Martin Ratio Rank: 100100
Martin Ratio Rank

PFORX
PFORX Risk / Return Rank: 1515
Overall Rank
PFORX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
PFORX Sortino Ratio Rank: 1616
Sortino Ratio Rank
PFORX Omega Ratio Rank: 1414
Omega Ratio Rank
PFORX Calmar Ratio Rank: 1212
Calmar Ratio Rank
PFORX Martin Ratio Rank: 1616
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.

BIL vs. PFORX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Barclays 1-3 Month T-Bill ETF (BIL) 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.


BILPFORXDifference

Sharpe ratio

Return per unit of total volatility

19.57

0.64

+18.93

Sortino ratio

Return per unit of downside risk

254.91

0.90

+254.01

Omega ratio

Gain probability vs. loss probability

180.89

1.12

+179.77

Calmar ratio

Return relative to maximum drawdown

367.86

0.59

+367.27

Martin ratio

Return relative to average drawdown

4,130.10

2.54

+4,127.56

BIL vs. PFORX - Sharpe Ratio Comparison

The current BIL Sharpe Ratio is 19.57, which is higher than the PFORX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of BIL and PFORX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BILPFORXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

19.57

0.64

+18.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

12.56

0.34

+12.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.24

0.92

+7.31

Sharpe Ratio (All Time)

Calculated using the full available price history

2.73

1.25

+1.47

Correlation

The correlation between BIL and PFORX is 0.00, 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

BIL vs. PFORX - Dividend Comparison

BIL's dividend yield for the trailing twelve months is around 3.96%, more than PFORX's 3.85% yield.


TTM20252024202320222021202020192018201720162015
BIL
SPDR Barclays 1-3 Month T-Bill ETF
3.96%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%
PFORX
PIMCO International Bond Fund (U.S. Dollar-Hedged)
3.85%4.23%4.91%3.02%3.65%1.55%2.46%6.86%2.90%1.46%1.38%9.12%

Drawdowns

BIL vs. PFORX - Drawdown Comparison

The maximum BIL drawdown since its inception was -0.78%, smaller than the maximum PFORX drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for BIL and PFORX.


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Drawdown Indicators


BILPFORXDifference

Max Drawdown

Largest peak-to-trough decline

-0.78%

-13.87%

+13.09%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-3.99%

+3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-0.11%

-13.71%

+13.60%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

-13.87%

+13.66%

Current Drawdown

Current decline from peak

0.00%

-3.09%

+3.09%

Average Drawdown

Average peak-to-trough decline

-0.26%

-1.95%

+1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.93%

-0.93%

Volatility

BIL vs. PFORX - Volatility Comparison

The current volatility for SPDR Barclays 1-3 Month T-Bill ETF (BIL) is 0.06%, while PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) has a volatility of 1.95%. This indicates that BIL experiences smaller price fluctuations and is considered to be less risky 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


BILPFORXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

1.95%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

2.56%

-2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

0.21%

3.39%

-3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

3.47%

-3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.26%

3.08%

-2.82%