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PFORX vs. BIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFORX vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

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PFORX vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFORX
PIMCO International Bond Fund (U.S. Dollar-Hedged)
-2.23%4.33%5.70%9.52%-10.33%-1.67%6.17%7.64%2.64%3.52%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.85%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%

Returns By Period

In the year-to-date period, PFORX achieves a -2.23% return, which is significantly lower than BIL's 0.85% return. Over the past 10 years, PFORX has outperformed BIL with an annualized return of 2.77%, while BIL has yielded a comparatively lower 2.12% annualized return.


PFORX

1D
0.31%
1M
-3.69%
YTD
-2.23%
6M
-1.20%
1Y
1.73%
3Y*
4.71%
5Y*
1.08%
10Y*
2.77%

BIL

1D
0.00%
1M
0.29%
YTD
0.85%
6M
1.84%
1Y
3.99%
3Y*
4.70%
5Y*
3.27%
10Y*
2.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFORX vs. BIL - Expense Ratio Comparison

PFORX has a 0.50% expense ratio, which is higher than BIL's 0.14% expense ratio.


Return for Risk

PFORX vs. BIL — Risk / Return Rank

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

PFORX
PFORX Risk / Return Rank: 2424
Overall Rank
PFORX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PFORX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PFORX Omega Ratio Rank: 2121
Omega Ratio Rank
PFORX Calmar Ratio Rank: 2121
Calmar Ratio Rank
PFORX Martin Ratio Rank: 2626
Martin Ratio Rank

BIL
BIL Risk / Return Rank: 100100
Overall Rank
BIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
BIL Omega Ratio Rank: 100100
Omega Ratio Rank
BIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
BIL Martin Ratio Rank: 100100
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.

PFORX vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). 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.


PFORXBILDifference

Sharpe ratio

Return per unit of total volatility

0.64

19.52

-18.88

Sortino ratio

Return per unit of downside risk

0.89

254.04

-253.16

Omega ratio

Gain probability vs. loss probability

1.12

180.28

-179.16

Calmar ratio

Return relative to maximum drawdown

0.61

365.54

-364.93

Martin ratio

Return relative to average drawdown

2.82

4,104.04

-4,101.22

PFORX vs. BIL - Sharpe Ratio Comparison

The current PFORX Sharpe Ratio is 0.64, which is lower than the BIL Sharpe Ratio of 19.52. The chart below compares the historical Sharpe Ratios of PFORX and BIL, 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


PFORXBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

19.52

-18.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

12.54

-12.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

8.22

-7.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

2.72

-1.47

Correlation

The correlation between PFORX and BIL is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PFORX vs. BIL - Dividend Comparison

PFORX's dividend yield for the trailing twelve months is around 3.88%, less than BIL's 4.01% yield.


TTM20252024202320222021202020192018201720162015
PFORX
PIMCO International Bond Fund (U.S. Dollar-Hedged)
3.88%4.23%4.91%3.02%3.65%1.55%2.46%6.86%2.90%1.46%1.38%9.12%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.01%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%

Drawdowns

PFORX vs. BIL - Drawdown Comparison

The maximum PFORX drawdown since its inception was -13.87%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for PFORX and BIL.


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Drawdown Indicators


PFORXBILDifference

Max Drawdown

Largest peak-to-trough decline

-13.87%

-0.78%

-13.09%

Max Drawdown (1Y)

Largest decline over 1 year

-3.99%

-0.01%

-3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-13.71%

-0.12%

-13.59%

Max Drawdown (10Y)

Largest decline over 10 years

-13.87%

-0.21%

-13.66%

Current Drawdown

Current decline from peak

-3.69%

0.00%

-3.69%

Average Drawdown

Average peak-to-trough decline

-1.95%

-0.26%

-1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

0.00%

+0.87%

Volatility

PFORX vs. BIL - Volatility Comparison

PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) has a higher volatility of 1.93% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that PFORX's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFORXBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.93%

0.05%

+1.88%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

0.14%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

0.21%

+3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.46%

0.26%

+3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.08%

0.26%

+2.82%