PISIX vs. BTC-USD
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PISIX or BTC-USD.
Key characteristics
| PISIX | BTC-USD | |
|---|---|---|
| YTD Return | 14.47% | 109.87% |
| 1Y Return | 22.88% | 139.38% |
| 3Y Return (Ann) | 6.38% | 11.40% |
| 5Y Return (Ann) | 8.37% | 58.71% |
| 10Y Return (Ann) | 7.49% | 71.72% |
| Sharpe Ratio | 1.90 | 0.84 |
| Sortino Ratio | 2.41 | 1.51 |
| Omega Ratio | 1.38 | 1.15 |
| Calmar Ratio | 1.94 | 0.66 |
| Martin Ratio | 9.99 | 3.48 |
| Ulcer Index | 2.15% | 13.18% |
| Daily Std Dev | 11.25% | 44.51% |
| Max Drawdown | -57.67% | -93.07% |
| Current Drawdown | -1.83% | 0.00% |
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.
Performance
PISIX vs. BTC-USD - Performance Comparison
In the year-to-date period, PISIX achieves a 14.47% return, which is significantly lower than BTC-USD's 109.87% return. Over the past 10 years, PISIX has underperformed BTC-USD with an annualized return of 7.49%, while BTC-USD has yielded a comparatively higher 71.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PISIX vs. BTC-USD - Risk-Adjusted Performance 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.
Drawdowns
PISIX vs. BTC-USD - Drawdown Comparison
The maximum PISIX drawdown since its inception was -57.67%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for PISIX and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
PISIX vs. BTC-USD - Volatility Comparison
The current volatility for PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) is 2.22%, while Bitcoin (BTC-USD) has a volatility of 16.04%. 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.