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PFBPX vs. VTILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFBPX vs. VTILX - 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 Vanguard Total International Bond II Index Fund (VTILX). The values are adjusted to include any dividend payments, if applicable.

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PFBPX vs. VTILX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PFBPX
PIMCO International Bond Fund (U.S. Dollar-Hedged) Class I-2
-2.25%4.23%5.60%9.39%-10.42%-0.26%
VTILX
Vanguard Total International Bond II Index Fund
-0.76%2.96%3.91%8.85%-13.01%0.38%

Returns By Period

In the year-to-date period, PFBPX achieves a -2.25% return, which is significantly lower than VTILX's -0.76% 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%

VTILX

1D
0.31%
1M
-2.59%
YTD
-0.76%
6M
-0.29%
1Y
2.36%
3Y*
3.71%
5Y*
0.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFBPX vs. VTILX - Expense Ratio Comparison

PFBPX has a 0.67% expense ratio, which is higher than VTILX's 0.07% expense ratio.


Return for Risk

PFBPX vs. VTILX — 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

VTILX
VTILX Risk / Return Rank: 3333
Overall Rank
VTILX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VTILX Sortino Ratio Rank: 3131
Sortino Ratio Rank
VTILX Omega Ratio Rank: 2626
Omega Ratio Rank
VTILX Calmar Ratio Rank: 3333
Calmar Ratio Rank
VTILX Martin Ratio Rank: 3737
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. VTILX - 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 Vanguard Total International Bond II Index Fund (VTILX). 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.


PFBPXVTILXDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.79

-0.18

Sortino ratio

Return per unit of downside risk

0.84

1.10

-0.26

Omega ratio

Gain probability vs. loss probability

1.11

1.14

-0.03

Calmar ratio

Return relative to maximum drawdown

0.58

0.92

-0.33

Martin ratio

Return relative to average drawdown

2.70

3.92

-1.22

PFBPX vs. VTILX - Sharpe Ratio Comparison

The current PFBPX Sharpe Ratio is 0.61, which is comparable to the VTILX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of PFBPX and VTILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PFBPXVTILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.79

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.03

+0.26

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

0.04

+1.05

Correlation

The correlation between PFBPX and VTILX is 0.73, 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. VTILX - Dividend Comparison

PFBPX's dividend yield for the trailing twelve months is around 3.78%, less than VTILX's 4.13% 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%
VTILX
Vanguard Total International Bond II Index Fund
4.13%4.27%4.52%4.22%0.94%0.62%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PFBPX vs. VTILX - Drawdown Comparison

The maximum PFBPX drawdown since its inception was -16.52%, roughly equal to the maximum VTILX drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for PFBPX and VTILX.


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Drawdown Indicators


PFBPXVTILXDifference

Max Drawdown

Largest peak-to-trough decline

-16.52%

-15.85%

-0.67%

Max Drawdown (1Y)

Largest decline over 1 year

-3.99%

-2.90%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-13.80%

-15.85%

+2.05%

Max Drawdown (10Y)

Largest decline over 10 years

-14.00%

Current Drawdown

Current decline from peak

-3.69%

-2.59%

-1.10%

Average Drawdown

Average peak-to-trough decline

-2.31%

-6.05%

+3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

0.68%

+0.19%

Volatility

PFBPX vs. VTILX - Volatility Comparison

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


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Volatility by Period


PFBPXVTILXDifference

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%

2.02%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

3.37%

3.04%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.46%

4.39%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.07%

4.37%

-1.30%