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PFUIX vs. IGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFUIX vs. IGOV - Performance Comparison

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

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Returns By Period

In the year-to-date period, PFUIX achieves a -1.74% return, which is significantly lower than IGOV's -1.54% return. Over the past 10 years, PFUIX has outperformed IGOV with an annualized return of 0.40%, while IGOV has yielded a comparatively lower -1.47% annualized return.


PFUIX

1D
-0.39%
1M
0.20%
YTD
-1.74%
6M
-0.91%
1Y
0.33%
3Y*
4.02%
5Y*
-2.02%
10Y*
0.40%

IGOV

1D
-0.44%
1M
-0.99%
YTD
-1.54%
6M
-1.25%
1Y
-1.38%
3Y*
1.82%
5Y*
-4.29%
10Y*
-1.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFUIX vs. IGOV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFUIX
PIMCO International Bond Fund (Unhedged)
-1.74%10.90%-1.64%6.42%-19.10%-6.08%12.32%7.09%-3.64%10.82%
IGOV
iShares International Treasury Bond ETF
-1.54%9.96%-6.50%5.57%-22.07%-9.25%10.88%3.76%-2.60%11.38%

Correlation

The correlation between PFUIX and IGOV is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2009

0.80

The correlation between PFUIX and IGOV shifts across timeframes, from 0.80 (all time) to 0.91 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PFUIX vs. IGOV — Risk / Return Rank

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

PFUIX
PFUIX Risk / Return Rank: 33
Overall Rank
PFUIX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
PFUIX Sortino Ratio Rank: 33
Sortino Ratio Rank
PFUIX Omega Ratio Rank: 33
Omega Ratio Rank
PFUIX Calmar Ratio Rank: 33
Calmar Ratio Rank
PFUIX Martin Ratio Rank: 33
Martin Ratio Rank

IGOV
IGOV Risk / Return Rank: 66
Overall Rank
IGOV Sharpe Ratio Rank: 77
Sharpe Ratio Rank
IGOV Sortino Ratio Rank: 66
Sortino Ratio Rank
IGOV Omega Ratio Rank: 66
Omega Ratio Rank
IGOV Calmar Ratio Rank: 77
Calmar Ratio Rank
IGOV Martin Ratio Rank: 66
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. IGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO International Bond Fund (Unhedged) (PFUIX) and iShares International Treasury Bond ETF (IGOV). 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.


PFUIXIGOVDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.01

0.98

+0.04

Calmar ratioReturn relative to maximum drawdown

0.05

-0.24

+0.30

Martin ratioReturn relative to average drawdown

0.14

-0.54

+0.68

PFUIX vs. IGOV - Sharpe Ratio Comparison

The current PFUIX Sharpe Ratio is 0.05, which is higher than the IGOV Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of PFUIX and IGOV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PFUIX vs. IGOV - Drawdown Comparison

The maximum PFUIX drawdown since its inception was -31.90%, smaller than the maximum IGOV drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for PFUIX and IGOV.


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Drawdown Indicators


PFUIXIGOVDifference

Max Drawdown

Largest peak-to-trough decline

-31.90%

-35.88%

+3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-6.40%

-5.70%

-0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-7.69%

-10.65%

+2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-29.65%

-32.92%

+3.27%

Max Drawdown (10Y)

Largest decline over 10 years

-31.90%

-35.88%

+3.98%

Current Drawdown

Current decline from peak

-13.98%

-24.80%

+10.82%

Average Drawdown

Average peak-to-trough decline

-7.99%

-11.05%

+3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.56%

-0.12%

Volatility

PFUIX vs. IGOV - Volatility Comparison

The current volatility for PIMCO International Bond Fund (Unhedged) (PFUIX) is 2.07%, while iShares International Treasury Bond ETF (IGOV) has a volatility of 2.28%. This indicates that PFUIX experiences smaller price fluctuations and is considered to be less risky than IGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFUIXIGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

2.28%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

5.91%

6.36%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

7.34%

8.15%

-0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.69%

9.97%

-2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.37%

8.61%

-1.24%

PFUIX vs. IGOV - Expense Ratio Comparison

PFUIX has a 0.50% expense ratio, which is higher than IGOV's 0.35% expense ratio.


Dividends

PFUIX vs. IGOV - Dividend Comparison

PFUIX's dividend yield for the trailing twelve months is around 4.07%, more than IGOV's 1.43% yield.


PositionTTM20252024202320222021202020192018201720162015
IGOV
iShares International Treasury Bond ETF
1.43%1.41%0.59%0.00%0.11%0.39%0.00%0.24%0.31%0.19%0.69%0.12%
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


With a correlation of 0.91, PFUIX and IGOV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IGOV has higher volatility (2.28%) compared to PFUIX (2.07%). In terms of maximum drawdown, PFUIX dropped -31.90% vs IGOV's -35.88%.

PFUIX currently has the higher Sharpe Ratio (0.05 vs -0.17), 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.

Portfolio Optimizer

Find the right allocation for PFUIX and IGOV

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