PortfoliosLab logoPortfoliosLab logo
PFBPX vs. FBIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFBPX vs. FBIIX - 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 Fidelity International Bond Index Fund (FBIIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PFBPX vs. FBIIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PFBPX
PIMCO International Bond Fund (U.S. Dollar-Hedged) Class I-2
-2.25%4.23%5.60%9.39%-10.42%-1.76%6.05%-0.10%
FBIIX
Fidelity International Bond Index Fund
-0.55%2.66%4.64%7.48%-10.84%-1.84%4.43%-1.13%

Returns By Period

In the year-to-date period, PFBPX achieves a -2.25% return, which is significantly lower than FBIIX's -0.55% return.


PFBPX

1D
0.31%
1M
-3.69%
YTD
-2.25%
6M
-1.24%
1Y
1.64%
3Y*
4.61%
5Y*
0.98%
10Y*
2.66%

FBIIX

1D
0.33%
1M
-2.46%
YTD
-0.55%
6M
-0.09%
1Y
2.32%
3Y*
3.82%
5Y*
0.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


PFBPX vs. FBIIX - Expense Ratio Comparison

PFBPX has a 0.67% expense ratio, which is higher than FBIIX's 0.06% expense ratio.


Return for Risk

PFBPX vs. FBIIX — Risk / Return Rank

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

PFBPX
PFBPX Risk / Return Rank: 2020
Overall Rank
PFBPX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PFBPX Sortino Ratio Rank: 1818
Sortino Ratio Rank
PFBPX Omega Ratio Rank: 1717
Omega Ratio Rank
PFBPX Calmar Ratio Rank: 1919
Calmar Ratio Rank
PFBPX Martin Ratio Rank: 2424
Martin Ratio Rank

FBIIX
FBIIX Risk / Return Rank: 4040
Overall Rank
FBIIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FBIIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FBIIX Omega Ratio Rank: 3737
Omega Ratio Rank
FBIIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FBIIX 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.

PFBPX vs. FBIIX - 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 Fidelity International Bond Index Fund (FBIIX). 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.


PFBPXFBIIXDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.91

-0.30

Sortino ratio

Return per unit of downside risk

0.84

1.25

-0.41

Omega ratio

Gain probability vs. loss probability

1.11

1.17

-0.05

Calmar ratio

Return relative to maximum drawdown

0.58

0.95

-0.37

Martin ratio

Return relative to average drawdown

2.70

4.14

-1.44

PFBPX vs. FBIIX - Sharpe Ratio Comparison

The current PFBPX Sharpe Ratio is 0.61, which is lower than the FBIIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of PFBPX and FBIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PFBPXFBIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.91

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.14

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.17

+0.92

Correlation

The correlation between PFBPX and FBIIX is 0.79, 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

PFBPX vs. FBIIX - Dividend Comparison

PFBPX's dividend yield for the trailing twelve months is around 3.78%, less than FBIIX's 4.11% yield.


TTM20252024202320222021202020192018201720162015
PFBPX
PIMCO International Bond Fund (U.S. Dollar-Hedged) Class I-2
3.78%4.13%4.82%2.91%3.55%1.45%2.35%6.76%2.80%1.36%1.28%9.01%
FBIIX
Fidelity International Bond Index Fund
4.11%4.09%3.44%2.85%1.02%0.62%0.74%0.17%0.00%0.00%0.00%0.00%

Drawdowns

PFBPX vs. FBIIX - Drawdown Comparison

The maximum PFBPX drawdown since its inception was -16.52%, which is greater than FBIIX's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for PFBPX and FBIIX.


Loading graphics...

Drawdown Indicators


PFBPXFBIIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.52%

-13.79%

-2.73%

Max Drawdown (1Y)

Largest decline over 1 year

-3.99%

-2.78%

-1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-13.80%

-13.74%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-14.00%

Current Drawdown

Current decline from peak

-3.69%

-2.46%

-1.23%

Average Drawdown

Average peak-to-trough decline

-2.31%

-4.18%

+1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

0.64%

+0.23%

Volatility

PFBPX vs. FBIIX - Volatility Comparison

PIMCO International Bond Fund (U.S. Dollar-Hedged) Class I-2 (PFBPX) has a higher volatility of 1.93% compared to Fidelity International Bond Index Fund (FBIIX) at 1.41%. This indicates that PFBPX's price experiences larger fluctuations and is considered to be riskier than FBIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PFBPXFBIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.93%

1.41%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

2.06%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

3.37%

2.69%

+0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.46%

3.50%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.07%

3.39%

-0.32%