PFUIX vs. CTA
PFUIX (PIMCO International Bond Fund (Unhedged)) and CTA (Simplify Managed Futures Strategy ETF) are both funds - PFUIX is a Global Bonds fund managed by PIMCO, while CTA is a Systematic Trend fund actively managed by Simplify. Over the past 3 years, PFUIX returned 2.99%/yr vs 8.61%/yr for CTA. At a correlation of -0.26, they often move in opposite directions. PFUIX charges 0.50%/yr vs 0.78%/yr for CTA.
Performance
PFUIX vs. CTA - Performance Comparison
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Returns By Period
In the year-to-date period, PFUIX achieves a -2.85% return, which is significantly lower than CTA's 1.50% return.
PFUIX
- 1D
- -0.66%
- 1M
- -1.65%
- 6M
- -2.35%
- YTD
- -2.85%
- 1Y
- -1.03%
- 3Y*
- 2.99%
- 5Y*
- -2.34%
- 10Y*
- 0.34%
CTA
- 1D
- 1.17%
- 1M
- -4.34%
- 6M
- -1.08%
- YTD
- 1.50%
- 1Y
- 2.35%
- 3Y*
- 8.61%
- 5Y*
- —
- 10Y*
- —
PFUIX vs. CTA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PFUIX PIMCO International Bond Fund (Unhedged) | -2.85% | 10.90% | -1.64% | 6.42% | -15.13% |
CTA Simplify Managed Futures Strategy ETF | 1.50% | 0.88% | 24.15% | -2.23% | 9.01% |
Correlation
The correlation between PFUIX and CTA is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2022 | -0.26 |
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Return for Risk
PFUIX vs. CTA — Risk / Return Rank
PFUIX
CTA
PFUIX vs. CTA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO International Bond Fund (Unhedged) (PFUIX) and Simplify Managed Futures Strategy ETF (CTA). 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.
| PFUIX | CTA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.04 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 0.12 | -0.34 |
| Martin ratioReturn relative to average drawdown | -0.56 | 0.34 | -0.90 |
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Drawdowns
PFUIX vs. CTA - Drawdown Comparison
The maximum PFUIX drawdown since its inception was -31.90%, which is greater than CTA's maximum drawdown of -20.44%. Use the drawdown chart below to compare losses from any high point for PFUIX and CTA.
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Drawdown Indicators
| PFUIX | CTA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.90% | -20.44% | -11.46% |
Max Drawdown (1Y)Largest decline over 1 year | -6.40% | -20.44% | +14.04% |
Max Drawdown (3Y)Largest decline over 3 years | -7.69% | -20.44% | +12.75% |
Max Drawdown (5Y)Largest decline over 5 years | -29.65% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.90% | — | — |
Current DrawdownCurrent decline from peak | -14.95% | -16.72% | +1.77% |
Average DrawdownAverage peak-to-trough decline | -8.01% | -5.94% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 6.84% | -4.29% |
Volatility
PFUIX vs. CTA - Volatility Comparison
The current volatility for PIMCO International Bond Fund (Unhedged) (PFUIX) is 1.69%, while Simplify Managed Futures Strategy ETF (CTA) has a volatility of 5.15%. This indicates that PFUIX experiences smaller price fluctuations and is considered to be less risky than CTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFUIX | CTA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.69% | 5.15% | -3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 5.95% | 17.94% | -11.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.28% | 20.60% | -13.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.70% | 16.63% | -8.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.36% | 16.63% | -9.27% |
PFUIX vs. CTA - Expense Ratio Comparison
PFUIX has a 0.50% expense ratio, which is lower than CTA's 0.78% expense ratio.
Dividends
PFUIX vs. CTA - Dividend Comparison
PFUIX's dividend yield for the trailing twelve months is around 4.07%, less than CTA's 4.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTA Simplify Managed Futures Strategy ETF | 4.95% | 3.19% | 4.80% | 7.78% | 6.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PFUIX PIMCO International Bond Fund (Unhedged) | 4.07% | 3.98% | 4.10% | 2.98% | 2.83% | 5.07% | 1.57% | 2.28% | 4.39% | 1.41% | 1.98% | 1.94% |
Frequently Asked Questions
PFUIX and CTA have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTA has higher volatility (5.15%) compared to PFUIX (1.69%). In terms of maximum drawdown, PFUIX dropped -31.90% vs CTA's -20.44%.
CTA currently has the higher Sharpe Ratio (0.11 vs -0.20), 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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