PFUIX vs. IVV
Compare and contrast key facts about PIMCO International Bond Fund (Unhedged) (PFUIX) and iShares Core S&P 500 ETF (IVV).
PFUIX is managed by PIMCO. It was launched on Apr 29, 2004. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Performance
PFUIX vs. IVV - Performance Comparison
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PFUIX vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IVV iShares Core S&P 500 ETF | -4.38% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Returns By Period
In the year-to-date period, PFUIX achieves a -4.15% return, which is significantly higher than IVV's -4.38% return. Over the past 10 years, PFUIX has underperformed IVV with an annualized return of 0.49%, while IVV has yielded a comparatively higher 14.02% annualized return.
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%
IVV
- 1D
- 2.88%
- 1M
- -4.99%
- YTD
- -4.38%
- 6M
- -1.80%
- 1Y
- 17.69%
- 3Y*
- 18.29%
- 5Y*
- 11.76%
- 10Y*
- 14.02%
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PFUIX vs. IVV - Expense Ratio Comparison
PFUIX has a 0.50% expense ratio, which is higher than IVV's 0.03% expense ratio.
Return for Risk
PFUIX vs. IVV — Risk / Return Rank
PFUIX
IVV
PFUIX vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO International Bond Fund (Unhedged) (PFUIX) and iShares Core S&P 500 ETF (IVV). 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.
| PFUIX | IVV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 0.97 | -0.55 |
Sortino ratioReturn per unit of downside risk | 0.66 | 1.49 | -0.83 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.23 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 1.53 | -0.94 |
Martin ratioReturn relative to average drawdown | 2.14 | 7.32 | -5.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PFUIX | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 0.97 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | 0.70 | -1.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | 0.78 | -0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.42 | -0.07 |
Correlation
The correlation between PFUIX and IVV is 0.08, 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
PFUIX vs. IVV - Dividend Comparison
PFUIX's dividend yield for the trailing twelve months is around 3.83%, more than IVV's 1.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IVV iShares Core S&P 500 ETF | 1.23% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Drawdowns
PFUIX vs. IVV - Drawdown Comparison
The maximum PFUIX drawdown since its inception was -31.90%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PFUIX and IVV.
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Drawdown Indicators
| PFUIX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.90% | -55.25% | +23.35% |
Max Drawdown (1Y)Largest decline over 1 year | -6.40% | -12.06% | +5.66% |
Max Drawdown (5Y)Largest decline over 5 years | -30.30% | -24.53% | -5.77% |
Max Drawdown (10Y)Largest decline over 10 years | -31.90% | -33.90% | +2.00% |
Current DrawdownCurrent decline from peak | -16.09% | -6.26% | -9.83% |
Average DrawdownAverage peak-to-trough decline | -7.93% | -10.85% | +2.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 2.53% | -0.76% |
Volatility
PFUIX vs. IVV - Volatility Comparison
The current volatility for PIMCO International Bond Fund (Unhedged) (PFUIX) is 3.19%, while iShares Core S&P 500 ETF (IVV) has a volatility of 5.30%. This indicates that PFUIX experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFUIX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 5.30% | -2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 4.68% | 9.45% | -4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.45% | 18.31% | -10.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.54% | 16.89% | -9.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.35% | 18.04% | -10.69% |