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IQLT vs. PONPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQLT vs. PONPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Quality Factor ETF (IQLT) and PIMCO Income Fund Class I-2 (PONPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQLT achieves a 9.81% return, which is significantly higher than PONPX's 0.86% return. Over the past 10 years, IQLT has outperformed PONPX with an annualized return of 10.17%, while PONPX has yielded a comparatively lower 4.60% annualized return.


IQLT

1D
0.04%
1M
1.57%
YTD
9.81%
6M
11.22%
1Y
18.29%
3Y*
14.25%
5Y*
7.32%
10Y*
10.17%

PONPX

1D
0.56%
1M
0.90%
YTD
0.86%
6M
1.73%
1Y
7.78%
3Y*
7.58%
5Y*
3.34%
10Y*
4.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQLT vs. PONPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQLT
iShares MSCI Intl Quality Factor ETF
9.81%25.42%1.54%18.73%-15.22%12.94%12.48%28.18%-10.76%24.04%
PONPX
PIMCO Income Fund Class I-2
0.86%10.96%5.33%9.24%-9.14%2.51%5.73%7.99%0.53%8.52%

Correlation

The correlation between IQLT and PONPX is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2015

0.37

The correlation between IQLT and PONPX shifts across timeframes, from 0.37 (all time) to 0.50 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IQLT vs. PONPX — Risk / Return Rank

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

IQLT
IQLT Risk / Return Rank: 3737
Overall Rank
IQLT Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IQLT Sortino Ratio Rank: 3636
Sortino Ratio Rank
IQLT Omega Ratio Rank: 3333
Omega Ratio Rank
IQLT Calmar Ratio Rank: 3737
Calmar Ratio Rank
IQLT Martin Ratio Rank: 4343
Martin Ratio Rank

PONPX
PONPX Risk / Return Rank: 5858
Overall Rank
PONPX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PONPX Sortino Ratio Rank: 7171
Sortino Ratio Rank
PONPX Omega Ratio Rank: 6969
Omega Ratio Rank
PONPX Calmar Ratio Rank: 4545
Calmar Ratio Rank
PONPX Martin Ratio Rank: 4040
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.

IQLT vs. PONPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Quality Factor ETF (IQLT) and PIMCO Income Fund Class I-2 (PONPX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IQLTPONPXDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.20

1.36

-0.16

Calmar ratioReturn relative to maximum drawdown

1.63

2.10

-0.47

Martin ratioReturn relative to average drawdown

6.18

7.08

-0.90

IQLT vs. PONPX - Sharpe Ratio Comparison

The current IQLT Sharpe Ratio is 1.13, which is lower than the PONPX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of IQLT and PONPX, 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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Drawdowns

IQLT vs. PONPX - Drawdown Comparison

The maximum IQLT drawdown since its inception was -32.21%, which is greater than PONPX's maximum drawdown of -13.41%. Use the drawdown chart below to compare losses from any high point for IQLT and PONPX.


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Drawdown Indicators


IQLTPONPXDifference

Max Drawdown

Largest peak-to-trough decline

-32.21%

-13.41%

-18.80%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-3.69%

-6.69%

Max Drawdown (3Y)

Largest decline over 3 years

-13.18%

-3.86%

-9.32%

Max Drawdown (5Y)

Largest decline over 5 years

-30.24%

-13.41%

-16.83%

Max Drawdown (10Y)

Largest decline over 10 years

-32.21%

-13.41%

-18.80%

Current Drawdown

Current decline from peak

-0.04%

-1.05%

+1.01%

Average Drawdown

Average peak-to-trough decline

-6.21%

-1.45%

-4.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

1.09%

+1.65%

Volatility

IQLT vs. PONPX - Volatility Comparison

iShares MSCI Intl Quality Factor ETF (IQLT) has a higher volatility of 5.41% compared to PIMCO Income Fund Class I-2 (PONPX) at 1.67%. This indicates that IQLT's price experiences larger fluctuations and is considered to be riskier than PONPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQLTPONPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

1.67%

+3.74%

Volatility (6M)

Calculated over the trailing 6-month period

12.72%

3.36%

+9.36%

Volatility (1Y)

Calculated over the trailing 1-year period

15.00%

4.16%

+10.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

4.85%

+11.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.00%

4.25%

+12.75%

IQLT vs. PONPX - Expense Ratio Comparison

IQLT has a 0.30% expense ratio, which is lower than PONPX's 0.72% expense ratio.


Dividends

IQLT vs. PONPX - Dividend Comparison

IQLT's dividend yield for the trailing twelve months is around 2.12%, less than PONPX's 5.73% yield.


PositionTTM20252024202320222021202020192018201720162015
IQLT
iShares MSCI Intl Quality Factor ETF
2.12%2.33%2.87%2.27%3.14%2.24%1.61%2.28%2.72%2.36%2.91%2.78%
PONPX
PIMCO Income Fund Class I-2
5.73%5.91%6.16%6.11%4.89%3.92%4.78%5.73%5.56%5.27%5.42%7.77%

Frequently Asked Questions


IQLT and PONPX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IQLT has higher volatility (5.41%) compared to PONPX (1.67%). In terms of maximum drawdown, IQLT dropped -32.21% vs PONPX's -13.41%.

PONPX currently has the higher Sharpe Ratio (1.86 vs 1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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