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 12.16%/yr vs 59.71%/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 9.81% return, which is significantly higher than BTC-USD's -27.60% return. Over the past 10 years, PISIX has underperformed BTC-USD with an annualized return of 12.16%, while BTC-USD has yielded a comparatively higher 59.71% annualized return.
PISIX
- 1D
- 0.10%
- 1M
- 4.36%
- YTD
- 9.81%
- 6M
- 4.57%
- 1Y
- 18.63%
- 3Y*
- 16.89%
- 5Y*
- 11.52%
- 10Y*
- 12.16%
BTC-USD
- 1D
- -1.08%
- 1M
- -21.71%
- YTD
- -27.60%
- 6M
- -31.22%
- 1Y
- -39.53%
- 3Y*
- 35.01%
- 5Y*
- 12.25%
- 10Y*
- 59.71%
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) | 9.81% | 17.68% | 14.87% | 21.70% | -8.86% | 18.37% | 4.29% | 26.40% | -10.00% | 18.81% |
BTC-USD Bitcoin | -27.60% | -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 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 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.
| PISIX | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.27 | ||
| Sortino ratioReturn per unit of downside risk | +3.13 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.87 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | -0.80 | +2.61 |
| Martin ratioReturn relative to average drawdown | 6.46 | -1.39 | +7.85 |
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
| PISIX | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | -0.92 | +2.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.23 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.88 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 1.13 | -0.58 |
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% | -49.65% | +38.94% |
Max Drawdown (3Y)Largest decline over 3 years | -15.21% | -49.65% | +34.44% |
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 | 0.00% | -49.21% | +49.21% |
Average DrawdownAverage peak-to-trough decline | -7.20% | -42.28% | +35.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 33.87% | -30.87% |
Volatility
PISIX vs. BTC-USD - Volatility Comparison
The current volatility for PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) is 3.57%, while Bitcoin (BTC-USD) has a volatility of 10.14%. 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 | 3.57% | 10.14% | -6.57% |
Volatility (6M)Calculated over the trailing 6-month period | 12.75% | 34.17% | -21.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 35.51% | -21.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.19% | 44.98% | -30.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 56.69% | -42.08% |
Frequently Asked Questions
PISIX and BTC-USD have a correlation of 0.13, 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 (10.14%) compared to PISIX (3.57%). In terms of maximum drawdown, PISIX dropped -57.47% vs BTC-USD's -85.30%.
PISIX currently has the higher Sharpe Ratio (1.35 vs -0.92), 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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