PFOAX vs. SEBFX
PFOAX (PIMCO International Bond Fund (U.S. Dollar-Hedged) Class A) and SEBFX (Saturna Global Sustainable Bond Fund) are both Global Bonds funds. Over the past 10 years, PFOAX returned 2.15%/yr vs 2.13%/yr for SEBFX. Their 0.37 correlation means their historical movements had little consistent relationship. PFOAX charges 0.97%/yr vs 0.65%/yr for SEBFX.
Performance
PFOAX vs. SEBFX - Performance Comparison
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Returns By Period
In the year-to-date period, PFOAX achieves a -0.78% return, which is significantly lower than SEBFX's 1.70% return. Both investments have delivered pretty close results over the past 10 years, with PFOAX having a 2.15% annualized return and SEBFX not far behind at 2.13%.
PFOAX
- 1D
- 0.00%
- 1M
- -1.43%
- 6M
- -1.25%
- YTD
- -0.78%
- 1Y
- 0.93%
- 3Y*
- 4.52%
- 5Y*
- 0.81%
- 10Y*
- 2.15%
- ALL TIME*
- 4.24%
SEBFX
- 1D
- 0.31%
- 1M
- 0.10%
- 6M
- 0.21%
- YTD
- 1.70%
- 1Y
- 4.88%
- 3Y*
- 4.32%
- 5Y*
- 1.24%
- 10Y*
- 2.13%
- ALL TIME*
- 2.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PFOAX vs. SEBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFOAX PIMCO International Bond Fund (U.S. Dollar-Hedged) Class A | -0.78% | 3.91% | 5.29% | 9.07% | -10.60% | -2.06% | 5.75% | 7.21% | 2.24% | 3.11% |
SEBFX Saturna Global Sustainable Bond Fund | 1.70% | 10.10% | -0.75% | 6.95% | -8.54% | -1.77% | 6.86% | 7.18% | -2.95% | 5.90% |
Correlation
The correlation between PFOAX and SEBFX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.37 |
The correlation between PFOAX and SEBFX shifts across timeframes, from 0.37 (10 years) to 0.56 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PFOAX vs. SEBFX — Risk / Return Rank
PFOAX
SEBFX
PFOAX vs. SEBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO International Bond Fund (U.S. Dollar-Hedged) Class A (PFOAX) and Saturna Global Sustainable Bond Fund (SEBFX). 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.
| PFOAX | SEBFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.31 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 1.82 | -1.44 |
| Martin ratioReturn relative to average drawdown | 1.01 | 5.92 | -4.91 |
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Drawdowns
PFOAX vs. SEBFX - Drawdown Comparison
The maximum PFOAX drawdown since its inception was -14.73%, which is greater than SEBFX's maximum drawdown of -13.51%. Use the drawdown chart below to compare losses from any high point for PFOAX and SEBFX.
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Drawdown Indicators
| PFOAX | SEBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.73% | -13.51% | -1.22% |
Max Drawdown (1Y)Largest decline over 1 year | -3.99% | -3.01% | -0.98% |
Max Drawdown (3Y)Largest decline over 3 years | -3.99% | -4.09% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -14.03% | -13.26% | -0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -14.38% | -13.51% | -0.87% |
Current DrawdownCurrent decline from peak | -2.20% | -0.73% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -2.50% | -2.90% | +0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.46% | 0.92% | +0.54% |
Volatility
PFOAX vs. SEBFX - Volatility Comparison
PIMCO International Bond Fund (U.S. Dollar-Hedged) Class A (PFOAX) has a higher volatility of 1.01% compared to Saturna Global Sustainable Bond Fund (SEBFX) at 0.84%. This indicates that PFOAX's price experiences larger fluctuations and is considered to be riskier than SEBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFOAX | SEBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 0.84% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 3.46% | 2.92% | +0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.84% | 3.52% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.62% | 3.93% | -0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.14% | 3.62% | -0.48% |
PFOAX vs. SEBFX - Expense Ratio Comparison
PFOAX has a 0.97% expense ratio, which is higher than SEBFX's 0.65% expense ratio.
Dividends
PFOAX vs. SEBFX - Dividend Comparison
PFOAX's dividend yield for the trailing twelve months is around 3.33%, less than SEBFX's 3.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFOAX PIMCO International Bond Fund (U.S. Dollar-Hedged) Class A | 3.33% | 3.83% | 4.52% | 2.62% | 3.33% | 1.14% | 2.07% | 6.45% | 2.51% | 1.06% | 0.98% | 8.57% |
SEBFX Saturna Global Sustainable Bond Fund | 3.82% | 3.89% | 3.28% | 3.68% | 0.65% | 2.61% | 0.89% | 2.60% | 3.05% | 2.75% | 2.61% | 0.00% |
Frequently Asked Questions
PFOAX and SEBFX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PFOAX has higher volatility (1.01%) compared to SEBFX (0.84%). In terms of maximum drawdown, PFOAX dropped -14.73% vs SEBFX's -13.51%.
SEBFX currently has the higher Sharpe Ratio (1.56 vs 0.39), 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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