PISIX vs. BTC-USD
PISIX (PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)) is Foreign Large Cap Equities fund managed by PIMCO, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, PISIX returned 12.26%/yr vs 57.60%/yr for BTC-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
PISIX vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, PISIX achieves a 13.06% return, which is significantly higher than BTC-USD's -27.04% return. Over the past 10 years, PISIX has underperformed BTC-USD with an annualized return of 12.26%, while BTC-USD has yielded a comparatively higher 57.60% annualized return.
PISIX
- 1D
- 0.10%
- 1M
- 0.88%
- 6M
- 7.99%
- YTD
- 13.06%
- 1Y
- 22.45%
- 3Y*
- 17.63%
- 5Y*
- 12.14%
- 10Y*
- 12.26%
BTC-USD
- 1D
- -1.36%
- 1M
- -2.71%
- 6M
- -33.22%
- YTD
- -27.04%
- 1Y
- -46.21%
- 3Y*
- 28.42%
- 5Y*
- 15.15%
- 10Y*
- 57.60%
PISIX vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | 13.06% | 17.68% | 14.87% | 21.70% | -8.86% | 18.37% | 4.29% | 26.40% | -10.00% | 18.81% |
BTC-USD Bitcoin | -27.04% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between PISIX and BTC-USD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2012 | 0.04 |
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Return for Risk
PISIX vs. BTC-USD — Risk / Return Rank
PISIX
BTC-USD
PISIX vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) and Bitcoin (BTC-USD). 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.
| PISIX | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.54 | ||
| Sortino ratioReturn per unit of downside risk | +3.61 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.84 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | -0.87 | +2.89 |
| Martin ratioReturn relative to average drawdown | 7.19 | -1.40 | +8.59 |
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Drawdowns
PISIX vs. BTC-USD - Drawdown Comparison
The maximum PISIX drawdown since its inception was -57.47%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for PISIX and BTC-USD.
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Drawdown Indicators
| PISIX | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.47% | -85.30% | +27.83% |
Max Drawdown (1Y)Largest decline over 1 year | -10.71% | -53.08% | +42.37% |
Max Drawdown (3Y)Largest decline over 3 years | -15.21% | -53.08% | +37.87% |
Max Drawdown (5Y)Largest decline over 5 years | -18.93% | -76.67% | +57.74% |
Max Drawdown (10Y)Largest decline over 10 years | -35.44% | -83.80% | +48.36% |
Current DrawdownCurrent decline from peak | -0.96% | -48.82% | +47.86% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -42.58% | +35.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 29.30% | -26.30% |
Volatility
PISIX vs. BTC-USD - Volatility Comparison
The current volatility for PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) is 3.71%, while Bitcoin (BTC-USD) has a volatility of 9.78%. This indicates that PISIX experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PISIX | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 9.78% | -6.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 34.90% | -23.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.79% | 35.73% | -20.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 43.96% | -29.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.37% | 56.33% | -41.96% |
Frequently Asked Questions
PISIX and BTC-USD have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (9.78%) compared to PISIX (3.71%). In terms of maximum drawdown, PISIX dropped -57.47% vs BTC-USD's -85.30%.
PISIX currently has the higher Sharpe Ratio (1.47 vs -1.07), 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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