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PGBIX vs. EUHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PGBIX vs. EUHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) Class I (PGBIX) and iShares Euro High Yield Corporate Bond USD Hedged ETF (EUHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PGBIX achieves a -0.66% return, which is significantly lower than EUHY's 2.05% return. Over the past 10 years, PGBIX has underperformed EUHY with an annualized return of 3.23%, while EUHY has yielded a comparatively higher 3.67% annualized return.


PGBIX

1D
-0.21%
1M
0.83%
YTD
-0.66%
6M
-0.83%
1Y
4.56%
3Y*
5.72%
5Y*
2.43%
10Y*
3.23%

EUHY

1D
0.12%
1M
0.98%
YTD
2.05%
6M
2.59%
1Y
5.75%
3Y*
9.92%
5Y*
1.97%
10Y*
3.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PGBIX vs. EUHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGBIX
PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) Class I
-0.66%8.61%4.38%6.94%-5.74%-0.49%7.33%6.78%-0.45%4.33%
EUHY
iShares Euro High Yield Corporate Bond USD Hedged ETF
2.05%17.41%-0.55%16.06%-15.59%-3.78%10.69%8.60%-7.71%19.68%

Correlation

The correlation between PGBIX and EUHY is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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

0.33

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

0.35

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

0.28

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2012

0.18

Over the past year, PGBIX and EUHY have become more correlated (0.55) than their long-term average of 0.18, meaning their price movements have been converging.

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Return for Risk

PGBIX vs. EUHY — Risk / Return Rank

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

PGBIX
PGBIX Risk / Return Rank: 1717
Overall Rank
PGBIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
PGBIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
PGBIX Omega Ratio Rank: 2222
Omega Ratio Rank
PGBIX Calmar Ratio Rank: 1313
Calmar Ratio Rank
PGBIX Martin Ratio Rank: 1414
Martin Ratio Rank

EUHY
EUHY Risk / Return Rank: 3030
Overall Rank
EUHY Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EUHY Sortino Ratio Rank: 2929
Sortino Ratio Rank
EUHY Omega Ratio Rank: 3131
Omega Ratio Rank
EUHY Calmar Ratio Rank: 3434
Calmar Ratio Rank
EUHY Martin Ratio Rank: 2929
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.

PGBIX vs. EUHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) Class I (PGBIX) and iShares Euro High Yield Corporate Bond USD Hedged ETF (EUHY). 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.


PGBIXEUHYDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.24

1.20

+0.04

Calmar ratioReturn relative to maximum drawdown

1.16

1.65

-0.49

Martin ratioReturn relative to average drawdown

3.84

3.95

-0.10

PGBIX vs. EUHY - Sharpe Ratio Comparison

The current PGBIX Sharpe Ratio is 1.19, which is comparable to the EUHY Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of PGBIX and EUHY, 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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Sharpe Ratios by Period


PGBIXEUHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.05

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.20

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

0.35

+0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.34

+0.65

Drawdowns

PGBIX vs. EUHY - Drawdown Comparison

The maximum PGBIX drawdown since its inception was -14.22%, smaller than the maximum EUHY drawdown of -32.45%. Use the drawdown chart below to compare losses from any high point for PGBIX and EUHY.


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Drawdown Indicators


PGBIXEUHYDifference

Max Drawdown

Largest peak-to-trough decline

-14.22%

-32.45%

+18.23%

Max Drawdown (1Y)

Largest decline over 1 year

-4.25%

-3.50%

-0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-4.25%

-8.23%

+3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-9.52%

-32.45%

+22.93%

Max Drawdown (10Y)

Largest decline over 10 years

-9.98%

-32.45%

+22.47%

Current Drawdown

Current decline from peak

-1.64%

-0.03%

-1.61%

Average Drawdown

Average peak-to-trough decline

-2.15%

-8.58%

+6.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

1.46%

-0.18%

Volatility

PGBIX vs. EUHY - Volatility Comparison

PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) Class I (PGBIX) has a higher volatility of 1.46% compared to iShares Euro High Yield Corporate Bond USD Hedged ETF (EUHY) at 1.07%. This indicates that PGBIX's price experiences larger fluctuations and is considered to be riskier than EUHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGBIXEUHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

1.07%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

3.59%

2.88%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

4.13%

5.51%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.44%

10.00%

-6.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.03%

10.43%

-7.40%

PGBIX vs. EUHY - Expense Ratio Comparison

PGBIX has a 0.55% expense ratio, which is higher than EUHY's 0.35% expense ratio.


Dividends

PGBIX vs. EUHY - Dividend Comparison

PGBIX's dividend yield for the trailing twelve months is around 5.05%, less than EUHY's 5.33% yield.


PositionTTM20252024202320222021202020192018201720162015
EUHY
iShares Euro High Yield Corporate Bond USD Hedged ETF
5.33%3.56%5.11%3.38%0.61%3.07%1.45%1.19%4.01%0.69%1.70%3.24%
PGBIX
PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) Class I
5.05%4.79%4.07%2.33%7.55%2.95%2.24%4.10%2.14%3.09%2.58%5.81%

Frequently Asked Questions


PGBIX and EUHY have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PGBIX has higher volatility (1.46%) compared to EUHY (1.07%). In terms of maximum drawdown, PGBIX dropped -14.22% vs EUHY's -32.45%.

PGBIX currently has the higher Sharpe Ratio (1.19 vs 1.05), 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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