MFUT vs. PFUIX
MFUT (Cambria Chesapeake Pure Trend ETF) and PFUIX (PIMCO International Bond Fund (Unhedged)) are both funds - MFUT is a Systematic Trend fund actively managed by Cambria, while PFUIX is a Global Bonds fund managed by PIMCO. Over the past year, MFUT returned 26.84% vs -0.75% for PFUIX. At a 0.07 correlation, their price movements are largely independent. MFUT charges 1.18%/yr vs 0.50%/yr for PFUIX.
Performance
MFUT vs. PFUIX - Performance Comparison
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Returns By Period
In the year-to-date period, MFUT achieves a 15.99% return, which is significantly higher than PFUIX's -2.20% return.
MFUT
- 1D
- 0.90%
- 1M
- -0.78%
- 6M
- 9.64%
- YTD
- 15.99%
- 1Y
- 26.84%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PFUIX
- 1D
- 0.13%
- 1M
- -0.99%
- 6M
- -1.95%
- YTD
- -2.20%
- 1Y
- -0.75%
- 3Y*
- 4.04%
- 5Y*
- -2.21%
- 10Y*
- 0.35%
MFUT vs. PFUIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MFUT Cambria Chesapeake Pure Trend ETF | 15.99% | -1.83% | -16.64% |
PFUIX PIMCO International Bond Fund (Unhedged) | -2.20% | 10.90% | 1.78% |
Correlation
The correlation between MFUT and PFUIX is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since May 29, 2024 | 0.07 |
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Return for Risk
MFUT vs. PFUIX — Risk / Return Rank
MFUT
PFUIX
MFUT vs. PFUIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Chesapeake Pure Trend ETF (MFUT) 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.
| MFUT | PFUIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.89 | ||
| Sortino ratioReturn per unit of downside risk | +2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 0.98 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | -0.18 | +2.90 |
| Martin ratioReturn relative to average drawdown | 7.56 | -0.45 | +8.01 |
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Drawdowns
MFUT vs. PFUIX - Drawdown Comparison
The maximum MFUT drawdown since its inception was -29.28%, smaller than the maximum PFUIX drawdown of -31.90%. Use the drawdown chart below to compare losses from any high point for MFUT and PFUIX.
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Drawdown Indicators
| MFUT | PFUIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.28% | -31.90% | +2.62% |
Max Drawdown (1Y)Largest decline over 1 year | -9.89% | -6.40% | -3.49% |
Max Drawdown (3Y)Largest decline over 3 years | — | -7.69% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.65% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.90% | — |
Current DrawdownCurrent decline from peak | -5.75% | -14.38% | +8.63% |
Average DrawdownAverage peak-to-trough decline | -16.07% | -8.00% | -8.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 2.53% | +1.03% |
Volatility
MFUT vs. PFUIX - Volatility Comparison
Cambria Chesapeake Pure Trend ETF (MFUT) has a higher volatility of 5.35% compared to PIMCO International Bond Fund (Unhedged) (PFUIX) at 1.55%. This indicates that MFUT'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
| MFUT | PFUIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 1.55% | +3.80% |
Volatility (6M)Calculated over the trailing 6-month period | 13.29% | 5.91% | +7.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 7.24% | +8.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.66% | 7.69% | +5.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.66% | 7.35% | +6.31% |
MFUT vs. PFUIX - Expense Ratio Comparison
MFUT has a 1.18% expense ratio, which is higher than PFUIX's 0.50% expense ratio.
Dividends
MFUT vs. PFUIX - Dividend Comparison
MFUT has not paid dividends to shareholders, while PFUIX's dividend yield for the trailing twelve months is around 4.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFUT Cambria Chesapeake Pure Trend ETF | 0.00% | 0.00% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PFUIX PIMCO International Bond Fund (Unhedged) | 4.05% | 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
MFUT and PFUIX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MFUT has higher volatility (5.35%) compared to PFUIX (1.55%). In terms of maximum drawdown, MFUT dropped -29.28% vs PFUIX's -31.90%.
MFUT currently has the higher Sharpe Ratio (1.74 vs -0.16), 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.
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