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PFUIX vs. IBND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFUIX vs. IBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO International Bond Fund (Unhedged) (PFUIX) and SPDR Bloomberg Barclays International Corporate Bond ETF (IBND). The values are adjusted to include any dividend payments, if applicable.

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PFUIX vs. IBND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFUIX
PIMCO International Bond Fund (Unhedged)
-4.15%10.90%-1.64%6.42%-19.10%-6.08%12.32%7.09%-3.64%10.82%
IBND
SPDR Bloomberg Barclays International Corporate Bond ETF
-2.80%16.17%-2.81%10.38%-19.44%-8.40%11.50%4.41%-6.15%14.84%

Returns By Period

In the year-to-date period, PFUIX achieves a -4.15% return, which is significantly lower than IBND's -2.80% return. Both investments have delivered pretty close results over the past 10 years, with PFUIX having a 0.49% annualized return and IBND not far ahead at 0.50%.


PFUIX

1D
0.13%
1M
-6.27%
YTD
-4.15%
6M
-3.74%
1Y
2.88%
3Y*
2.76%
5Y*
-2.36%
10Y*
0.49%

IBND

1D
1.34%
1M
-4.53%
YTD
-2.80%
6M
-2.44%
1Y
8.16%
3Y*
5.46%
5Y*
-1.27%
10Y*
0.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFUIX vs. IBND - Expense Ratio Comparison

Both PFUIX and IBND have an expense ratio of 0.50%.


Return for Risk

PFUIX vs. IBND — Risk / Return Rank

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

PFUIX
PFUIX Risk / Return Rank: 1717
Overall Rank
PFUIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PFUIX Sortino Ratio Rank: 1515
Sortino Ratio Rank
PFUIX Omega Ratio Rank: 1313
Omega Ratio Rank
PFUIX Calmar Ratio Rank: 2020
Calmar Ratio Rank
PFUIX Martin Ratio Rank: 2020
Martin Ratio Rank

IBND
IBND Risk / Return Rank: 4949
Overall Rank
IBND Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IBND Sortino Ratio Rank: 5555
Sortino Ratio Rank
IBND Omega Ratio Rank: 4545
Omega Ratio Rank
IBND Calmar Ratio Rank: 4848
Calmar Ratio Rank
IBND Martin Ratio Rank: 4343
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.

PFUIX vs. IBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO International Bond Fund (Unhedged) (PFUIX) and SPDR Bloomberg Barclays International Corporate Bond ETF (IBND). 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.


PFUIXIBNDDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.92

-0.50

Sortino ratio

Return per unit of downside risk

0.66

1.41

-0.75

Omega ratio

Gain probability vs. loss probability

1.08

1.17

-0.09

Calmar ratio

Return relative to maximum drawdown

0.59

1.17

-0.58

Martin ratio

Return relative to average drawdown

2.14

3.91

-1.77

PFUIX vs. IBND - Sharpe Ratio Comparison

The current PFUIX Sharpe Ratio is 0.42, which is lower than the IBND Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of PFUIX and IBND, 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


PFUIXIBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.92

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

-0.13

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

0.06

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.14

+0.22

Correlation

The correlation between PFUIX and IBND 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

PFUIX vs. IBND - Dividend Comparison

PFUIX's dividend yield for the trailing twelve months is around 3.83%, more than IBND's 2.65% yield.


TTM20252024202320222021202020192018201720162015
PFUIX
PIMCO International Bond Fund (Unhedged)
3.83%3.98%4.10%2.98%2.83%5.07%1.57%2.28%4.39%1.41%1.98%1.94%
IBND
SPDR Bloomberg Barclays International Corporate Bond ETF
2.65%2.49%2.61%2.08%0.54%0.38%0.45%0.67%0.71%0.34%0.01%0.01%

Drawdowns

PFUIX vs. IBND - Drawdown Comparison

The maximum PFUIX drawdown since its inception was -31.90%, smaller than the maximum IBND drawdown of -35.62%. Use the drawdown chart below to compare losses from any high point for PFUIX and IBND.


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Drawdown Indicators


PFUIXIBNDDifference

Max Drawdown

Largest peak-to-trough decline

-31.90%

-35.62%

+3.72%

Max Drawdown (1Y)

Largest decline over 1 year

-6.40%

-6.75%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-30.30%

-34.32%

+4.02%

Max Drawdown (10Y)

Largest decline over 10 years

-31.90%

-35.62%

+3.72%

Current Drawdown

Current decline from peak

-16.09%

-11.03%

-5.06%

Average Drawdown

Average peak-to-trough decline

-7.93%

-10.65%

+2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

2.03%

-0.26%

Volatility

PFUIX vs. IBND - Volatility Comparison

The current volatility for PIMCO International Bond Fund (Unhedged) (PFUIX) is 3.19%, while SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) has a volatility of 4.05%. This indicates that PFUIX experiences smaller price fluctuations and is considered to be less risky than IBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFUIXIBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

4.05%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

4.68%

5.56%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

7.45%

8.92%

-1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.54%

9.70%

-2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.35%

8.94%

-1.59%