PISIX vs. BTC-USD

Last updated Apr 2, 2026

Compare and contrast key facts about PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) and Bitcoin (BTC-USD).

PISIX is managed by PIMCO. It was launched on Oct 31, 2003.

Performance

PISIX vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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)	-0.75%	17.68%	14.87%	21.70%	-8.86%	18.37%	4.29%	26.40%	-10.00%	18.81%
BTC-USD Bitcoin	-21.63%	-6.27%	120.76%	155.82%	-64.23%	59.40%	304.57%	94.10%	-73.37%	1,324.24%

Returns By Period

In the year-to-date period, PISIX achieves a -0.75% return, which is significantly higher than BTC-USD's -21.63% return. Over the past 10 years, PISIX has underperformed BTC-USD with an annualized return of 11.52%, while BTC-USD has yielded a comparatively higher 66.45% annualized return.

PISIX

• 1D: 0.11%
• 1M: -7.64%
• YTD: -0.75%
• 6M: -0.53%
• 1Y: 11.24%
• 3Y*: 14.36%
• 5Y*: 10.34%
• 10Y*: 11.52%

BTC-USD

• 1D: 0.51%
• 1M: -0.38%
• YTD: -21.63%
• 6M: -42.21%
• 1Y: -19.49%
• 3Y*: 34.49%
• 5Y*: 3.06%
• 10Y*: 66.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PISIX vs. BTC-USD — Risk / Return Rank

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

PISIX

PISIX Risk / Return Rank: 27
PISIX Sharpe Ratio Rank: 30
PISIX Sortino Ratio Rank: 23
PISIX Omega Ratio Rank: 33
PISIX Calmar Ratio Rank: 22
PISIX Martin Ratio Rank: 24

BTC-USD

BTC-USD Risk / Return Rank: 43
BTC-USD Sharpe Ratio Rank: 61
BTC-USD Sortino Ratio Rank: 55
BTC-USD Omega Ratio Rank: 51
BTC-USD Calmar Ratio Rank: 43
BTC-USD Martin Ratio Rank: 4

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.

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 ratio Return per unit of total volatility	0.75	-0.44	+1.20
Sortino ratio Return per unit of downside risk	1.00	-0.38	+1.38
Omega ratio Gain probability vs. loss probability	1.17	0.96	+0.21
Calmar ratio Return relative to maximum drawdown	0.71	-1.11	+1.82
Martin ratio Return relative to average drawdown	2.76	-1.99	+4.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PISIX vs. BTC-USD - Sharpe Ratio Comparison

The current PISIX Sharpe Ratio is 0.75, which is higher than the BTC-USD Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of PISIX and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PISIX	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.75	-0.44	+1.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.05	+0.69
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.80	0.97	-0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	1.19	-0.67

Correlation

The correlation between PISIX and BTC-USD is 0.04, 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.

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.

Drawdown Indicators

	PISIX	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-57.47%	-85.30%	+27.83%
Max Drawdown (1Y) Largest decline over 1 year	-12.41%	-49.65%	+37.24%
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 Drawdown Current decline from peak	-9.35%	-45.02%	+35.67%
Average Drawdown Average peak-to-trough decline	-7.23%	-41.99%	+34.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.48%	27.60%	-24.12%

Volatility

PISIX vs. BTC-USD - Volatility Comparison

The current volatility for PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) is 6.44%, while Bitcoin (BTC-USD) has a volatility of 13.58%. 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.

Volatility by Period

	PISIX	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.44%	13.58%	-7.14%
Volatility (6M) Calculated over the trailing 6-month period	11.37%	35.98%	-24.61%
Volatility (1Y) Calculated over the trailing 1-year period	16.48%	36.76%	-20.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.92%	46.90%	-32.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.54%	56.70%	-42.16%