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IBND vs. PFUIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBND vs. PFUIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) and PIMCO International Bond Fund (Unhedged) (PFUIX). The values are adjusted to include any dividend payments, if applicable.

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IBND vs. PFUIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBND
SPDR Bloomberg Barclays International Corporate Bond ETF
-2.80%16.17%-2.81%10.38%-19.44%-8.40%11.50%4.41%-6.15%14.84%
PFUIX
PIMCO International Bond Fund (Unhedged)
-4.15%10.90%-1.64%6.42%-19.10%-6.08%12.32%7.09%-3.64%10.82%

Returns By Period

In the year-to-date period, IBND achieves a -2.80% return, which is significantly higher than PFUIX's -4.15% return. Both investments have delivered pretty close results over the past 10 years, with IBND having a 0.50% annualized return and PFUIX not far behind at 0.49%.


IBND

1D
1.34%
1M
-4.53%
YTD
-2.80%
6M
-2.44%
1Y
8.16%
3Y*
5.46%
5Y*
-1.27%
10Y*
0.50%

PFUIX

1D
0.13%
1M
-6.27%
YTD
-4.15%
6M
-3.74%
1Y
2.88%
3Y*
2.76%
5Y*
-2.36%
10Y*
0.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBND vs. PFUIX - Expense Ratio Comparison

Both IBND and PFUIX have an expense ratio of 0.50%.


Return for Risk

IBND vs. PFUIX — Risk / Return Rank

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

IBND
IBND Risk / Return Rank: 4949
Overall Rank
IBND Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IBND Sortino Ratio Rank: 5555
Sortino Ratio Rank
IBND Omega Ratio Rank: 4545
Omega Ratio Rank
IBND Calmar Ratio Rank: 4848
Calmar Ratio Rank
IBND Martin Ratio Rank: 4343
Martin Ratio Rank

PFUIX
PFUIX Risk / Return Rank: 1717
Overall Rank
PFUIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PFUIX Sortino Ratio Rank: 1515
Sortino Ratio Rank
PFUIX Omega Ratio Rank: 1313
Omega Ratio Rank
PFUIX Calmar Ratio Rank: 2020
Calmar Ratio Rank
PFUIX Martin Ratio Rank: 2020
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.

IBND vs. PFUIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) and PIMCO International Bond Fund (Unhedged) (PFUIX). 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.


IBNDPFUIXDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.42

+0.50

Sortino ratio

Return per unit of downside risk

1.41

0.66

+0.75

Omega ratio

Gain probability vs. loss probability

1.17

1.08

+0.09

Calmar ratio

Return relative to maximum drawdown

1.17

0.59

+0.58

Martin ratio

Return relative to average drawdown

3.91

2.14

+1.77

IBND vs. PFUIX - Sharpe Ratio Comparison

The current IBND Sharpe Ratio is 0.92, which is higher than the PFUIX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of IBND and PFUIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBNDPFUIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.42

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

-0.32

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

0.07

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.36

-0.22

Correlation

The correlation between IBND and PFUIX is 0.73, 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

IBND vs. PFUIX - Dividend Comparison

IBND's dividend yield for the trailing twelve months is around 2.65%, less than PFUIX's 3.83% yield.


TTM20252024202320222021202020192018201720162015
IBND
SPDR Bloomberg Barclays International Corporate Bond ETF
2.65%2.49%2.61%2.08%0.54%0.38%0.45%0.67%0.71%0.34%0.01%0.01%
PFUIX
PIMCO International Bond Fund (Unhedged)
3.83%3.98%4.10%2.98%2.83%5.07%1.57%2.28%4.39%1.41%1.98%1.94%

Drawdowns

IBND vs. PFUIX - Drawdown Comparison

The maximum IBND drawdown since its inception was -35.62%, which is greater than PFUIX's maximum drawdown of -31.90%. Use the drawdown chart below to compare losses from any high point for IBND and PFUIX.


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Drawdown Indicators


IBNDPFUIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.62%

-31.90%

-3.72%

Max Drawdown (1Y)

Largest decline over 1 year

-6.75%

-6.40%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-34.32%

-30.30%

-4.02%

Max Drawdown (10Y)

Largest decline over 10 years

-35.62%

-31.90%

-3.72%

Current Drawdown

Current decline from peak

-11.03%

-16.09%

+5.06%

Average Drawdown

Average peak-to-trough decline

-10.65%

-7.93%

-2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

1.77%

+0.26%

Volatility

IBND vs. PFUIX - Volatility Comparison

SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) has a higher volatility of 4.05% compared to PIMCO International Bond Fund (Unhedged) (PFUIX) at 3.19%. This indicates that IBND's price experiences larger fluctuations and is considered to be riskier than PFUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBNDPFUIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

3.19%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

5.56%

4.68%

+0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

8.92%

7.45%

+1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.70%

7.54%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.94%

7.35%

+1.59%