PortfoliosLab logoPortfoliosLab logo
LEMB vs. PFUIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEMB vs. PFUIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan EM Local Currency Bond ETF (LEMB) and PIMCO International Bond Fund (Unhedged) (PFUIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LEMB achieves a 2.00% return, which is significantly higher than PFUIX's -1.74% return. Over the past 10 years, LEMB has outperformed PFUIX with an annualized return of 1.45%, while PFUIX has yielded a comparatively lower 0.40% annualized return.


LEMB

1D
-0.05%
1M
1.68%
YTD
2.00%
6M
2.42%
1Y
9.76%
3Y*
5.90%
5Y*
1.19%
10Y*
1.45%

PFUIX

1D
-0.39%
1M
0.20%
YTD
-1.74%
6M
-0.91%
1Y
0.33%
3Y*
4.02%
5Y*
-2.02%
10Y*
0.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEMB vs. PFUIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEMB
iShares J.P. Morgan EM Local Currency Bond ETF
2.00%18.02%-1.72%7.23%-10.74%-9.92%3.10%6.40%-7.49%12.49%
PFUIX
PIMCO International Bond Fund (Unhedged)
-1.74%10.90%-1.64%6.42%-19.10%-6.08%12.32%7.09%-3.64%10.82%

Correlation

The correlation between LEMB and PFUIX is 0.75, 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

0.75

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

0.69

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

0.69

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

0.66

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2011

0.57

The correlation between LEMB and PFUIX shifts across timeframes, from 0.57 (all time) to 0.75 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LEMB vs. PFUIX — Risk / Return Rank

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

LEMB
LEMB Risk / Return Rank: 3939
Overall Rank
LEMB Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
LEMB Sortino Ratio Rank: 4141
Sortino Ratio Rank
LEMB Omega Ratio Rank: 4444
Omega Ratio Rank
LEMB Calmar Ratio Rank: 3333
Calmar Ratio Rank
LEMB Martin Ratio Rank: 3636
Martin Ratio Rank

PFUIX
PFUIX Risk / Return Rank: 33
Overall Rank
PFUIX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
PFUIX Sortino Ratio Rank: 33
Sortino Ratio Rank
PFUIX Omega Ratio Rank: 33
Omega Ratio Rank
PFUIX Calmar Ratio Rank: 33
Calmar Ratio Rank
PFUIX Martin Ratio Rank: 33
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.

LEMB vs. PFUIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan EM Local Currency Bond ETF (LEMB) 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.

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.


LEMBPFUIXDifference
Sharpe ratioReturn per unit of total volatility

+1.41

Sortino ratioReturn per unit of downside risk

+1.92

Omega ratioGain probability vs. loss probability

1.28

1.01

+0.26

Calmar ratioReturn relative to maximum drawdown

1.63

0.05

+1.58

Martin ratioReturn relative to average drawdown

5.38

0.14

+5.24

LEMB vs. PFUIX - Sharpe Ratio Comparison

The current LEMB Sharpe Ratio is 1.46, which is higher than the PFUIX Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of LEMB and PFUIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

LEMB vs. PFUIX - Drawdown Comparison

The maximum LEMB drawdown since its inception was -30.82%, roughly equal to the maximum PFUIX drawdown of -31.90%. Use the drawdown chart below to compare losses from any high point for LEMB and PFUIX.


Loading charts...

Drawdown Indicators


LEMBPFUIXDifference

Max Drawdown

Largest peak-to-trough decline

-30.82%

-31.90%

+1.08%

Max Drawdown (1Y)

Largest decline over 1 year

-6.00%

-6.40%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-10.09%

-7.69%

-2.40%

Max Drawdown (5Y)

Largest decline over 5 years

-23.96%

-29.65%

+5.69%

Max Drawdown (10Y)

Largest decline over 10 years

-29.09%

-31.90%

+2.81%

Current Drawdown

Current decline from peak

-4.11%

-13.98%

+9.87%

Average Drawdown

Average peak-to-trough decline

-12.71%

-7.99%

-4.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

2.44%

-0.62%

Volatility

LEMB vs. PFUIX - Volatility Comparison

iShares J.P. Morgan EM Local Currency Bond ETF (LEMB) and PIMCO International Bond Fund (Unhedged) (PFUIX) have volatilities of 2.04% and 2.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LEMBPFUIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.04%

2.07%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

5.59%

5.91%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

6.73%

7.34%

-0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.25%

7.69%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.27%

7.37%

+1.90%

LEMB vs. PFUIX - Expense Ratio Comparison

LEMB has a 0.30% expense ratio, which is lower than PFUIX's 0.50% expense ratio.


Dividends

LEMB vs. PFUIX - Dividend Comparison

LEMB's dividend yield for the trailing twelve months is around 2.39%, less than PFUIX's 4.07% yield.


PositionTTM20252024202320222021202020192018201720162015
LEMB
iShares J.P. Morgan EM Local Currency Bond ETF
2.39%2.44%0.00%1.34%0.86%3.89%0.00%4.39%3.46%0.00%0.00%0.64%
PFUIX
PIMCO International Bond Fund (Unhedged)
4.07%3.98%4.10%2.98%2.83%5.07%1.57%2.28%4.39%1.41%1.98%1.94%

Frequently Asked Questions


LEMB and PFUIX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFUIX has higher volatility (2.07%) compared to LEMB (2.04%). In terms of maximum drawdown, LEMB dropped -30.82% vs PFUIX's -31.90%.

LEMB currently has the higher Sharpe Ratio (1.46 vs 0.05), 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

Find the right allocation for LEMB and PFUIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer