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PFBPX vs. EAIIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFBPX vs. EAIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO International Bond Fund (U.S. Dollar-Hedged) Class I-2 (PFBPX) and Eaton Vance Global Bond Fund (EAIIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFBPX achieves a 0.59% return, which is significantly lower than EAIIX's 3.00% return. Both investments have delivered pretty close results over the past 10 years, with PFBPX having a 2.78% annualized return and EAIIX not far behind at 2.69%.


PFBPX

1D
0.20%
1M
1.26%
YTD
0.59%
6M
1.03%
1Y
3.00%
3Y*
5.45%
5Y*
1.60%
10Y*
2.78%

EAIIX

1D
-0.15%
1M
-0.66%
YTD
3.00%
6M
3.14%
1Y
8.15%
3Y*
6.12%
5Y*
1.18%
10Y*
2.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFBPX vs. EAIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFBPX
PIMCO International Bond Fund (U.S. Dollar-Hedged) Class I-2
0.59%4.23%5.60%9.39%-10.42%-1.76%6.05%7.53%2.53%3.42%
EAIIX
Eaton Vance Global Bond Fund
3.00%13.67%-2.81%8.45%-11.29%-5.71%9.33%6.09%-2.67%10.58%

Correlation

The correlation between PFBPX and EAIIX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.43

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

0.38

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

0.30

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2008

0.23

The correlation between PFBPX and EAIIX shifts across timeframes, from 0.23 (all time) to 0.43 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

PFBPX vs. EAIIX — Risk / Return Rank

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

PFBPX
PFBPX Risk / Return Rank: 1212
Overall Rank
PFBPX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PFBPX Sortino Ratio Rank: 1313
Sortino Ratio Rank
PFBPX Omega Ratio Rank: 1414
Omega Ratio Rank
PFBPX Calmar Ratio Rank: 1111
Calmar Ratio Rank
PFBPX Martin Ratio Rank: 1010
Martin Ratio Rank

EAIIX
EAIIX Risk / Return Rank: 8888
Overall Rank
EAIIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EAIIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
EAIIX Omega Ratio Rank: 8888
Omega Ratio Rank
EAIIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
EAIIX Martin Ratio Rank: 8383
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.

PFBPX vs. EAIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO International Bond Fund (U.S. Dollar-Hedged) Class I-2 (PFBPX) and Eaton Vance Global Bond Fund (EAIIX). 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.


PFBPXEAIIXDifference
Sharpe ratioReturn per unit of total volatility

-1.83

Sortino ratioReturn per unit of downside risk

-2.76

Omega ratioGain probability vs. loss probability

1.16

1.53

-0.38

Calmar ratioReturn relative to maximum drawdown

0.76

3.59

-2.83

Martin ratioReturn relative to average drawdown

2.23

13.01

-10.78

PFBPX vs. EAIIX - Sharpe Ratio Comparison

The current PFBPX Sharpe Ratio is 0.79, which is lower than the EAIIX Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of PFBPX and EAIIX, 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

PFBPX vs. EAIIX - Drawdown Comparison

The maximum PFBPX drawdown since its inception was -16.52%, smaller than the maximum EAIIX drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for PFBPX and EAIIX.


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Drawdown Indicators


PFBPXEAIIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.52%

-25.32%

+8.80%

Max Drawdown (1Y)

Largest decline over 1 year

-3.99%

-2.33%

-1.66%

Max Drawdown (3Y)

Largest decline over 3 years

-3.99%

-8.35%

+4.36%

Max Drawdown (5Y)

Largest decline over 5 years

-13.80%

-23.13%

+9.33%

Max Drawdown (10Y)

Largest decline over 10 years

-14.00%

-25.32%

+11.32%

Current Drawdown

Current decline from peak

-0.89%

-1.24%

+0.35%

Average Drawdown

Average peak-to-trough decline

-2.31%

-5.03%

+2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

0.64%

+0.71%

Volatility

PFBPX vs. EAIIX - Volatility Comparison

PIMCO International Bond Fund (U.S. Dollar-Hedged) Class I-2 (PFBPX) has a higher volatility of 1.05% compared to Eaton Vance Global Bond Fund (EAIIX) at 0.95%. This indicates that PFBPX's price experiences larger fluctuations and is considered to be riskier than EAIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFBPXEAIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

0.95%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.39%

2.54%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

3.83%

3.21%

+0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.62%

6.54%

-2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.15%

5.50%

-2.35%

PFBPX vs. EAIIX - Expense Ratio Comparison

PFBPX has a 0.67% expense ratio, which is lower than EAIIX's 1.02% expense ratio.


Dividends

PFBPX vs. EAIIX - Dividend Comparison

PFBPX's dividend yield for the trailing twelve months is around 3.98%, less than EAIIX's 8.81% yield.


PositionTTM20252024202320222021202020192018201720162015
EAIIX
Eaton Vance Global Bond Fund
8.81%7.44%4.80%4.42%4.54%5.37%6.13%5.69%4.70%4.43%5.53%5.89%
PFBPX
PIMCO International Bond Fund (U.S. Dollar-Hedged) Class I-2
3.98%4.13%4.82%2.91%3.55%1.45%2.35%6.76%2.80%1.36%1.28%9.01%

Frequently Asked Questions


PFBPX and EAIIX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFBPX has higher volatility (1.05%) compared to EAIIX (0.95%). In terms of maximum drawdown, PFBPX dropped -16.52% vs EAIIX's -25.32%.

EAIIX currently has the higher Sharpe Ratio (2.62 vs 0.79), 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 PFBPX and EAIIX

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