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 | 12.59% | 42.69% |
| 1Y Return | 17.59% | 125.42% |
| 3Y Return (Ann) | 8.06% | 7.70% |
| 5Y Return (Ann) | 10.35% | 42.49% |
| 10Y Return (Ann) | 8.58% | 64.77% |
| Sharpe Ratio | 1.39 | 0.86 |
| Daily Std Dev | 12.00% | 43.26% |
| Max Drawdown | -57.47% | -93.07% |
| Current Drawdown | -3.07% | -17.48% |
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 12.59% return, which is significantly lower than BTC-USD's 42.69% return. Over the past 10 years, PISIX has underperformed BTC-USD with an annualized return of 8.58%, while BTC-USD has yielded a comparatively higher 64.77% 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 -57.47%, 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 2.76%, while Bitcoin (BTC-USD) has a volatility of 14.35%. 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.