PQTAX vs. PISIX
Compare and contrast key facts about PIMCO TRENDS Managed Futures Strategy Fund Class A (PQTAX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX).
PQTAX is managed by PIMCO. It was launched on Dec 31, 2013. PISIX is managed by PIMCO. It was launched on Oct 31, 2003.
Performance
PQTAX vs. PISIX - Performance Comparison
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PQTAX vs. PISIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PQTAX PIMCO TRENDS Managed Futures Strategy Fund Class A | 4.61% | 2.06% | -3.31% | -4.52% | 11.06% | 14.52% | 8.48% | 2.63% | 1.98% | 4.51% |
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | -0.85% | 17.68% | 14.87% | 21.70% | -8.86% | 18.37% | 4.29% | 26.40% | -10.00% | 18.81% |
Returns By Period
In the year-to-date period, PQTAX achieves a 4.61% return, which is significantly higher than PISIX's -0.85% return. Over the past 10 years, PQTAX has underperformed PISIX with an annualized return of 3.64%, while PISIX has yielded a comparatively higher 11.51% annualized return.
PQTAX
- 1D
- 0.28%
- 1M
- -2.24%
- YTD
- 4.61%
- 6M
- 10.21%
- 1Y
- 11.79%
- 3Y*
- 1.77%
- 5Y*
- 3.99%
- 10Y*
- 3.64%
PISIX
- 1D
- 0.22%
- 1M
- -9.44%
- YTD
- -0.85%
- 6M
- -0.21%
- 1Y
- 12.13%
- 3Y*
- 14.32%
- 5Y*
- 10.34%
- 10Y*
- 11.51%
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PQTAX vs. PISIX - Expense Ratio Comparison
PQTAX has a 1.81% expense ratio, which is higher than PISIX's 0.76% expense ratio.
Return for Risk
PQTAX vs. PISIX — Risk / Return Rank
PQTAX
PISIX
PQTAX vs. PISIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO TRENDS Managed Futures Strategy Fund Class A (PQTAX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). 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.
| PQTAX | PISIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 0.63 | +0.73 |
Sortino ratioReturn per unit of downside risk | 1.85 | 0.85 | +0.99 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.14 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.64 | +0.87 |
Martin ratioReturn relative to average drawdown | 3.62 | 2.55 | +1.08 |
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
| PQTAX | PISIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 0.63 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.75 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.80 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.52 | -0.08 |
Correlation
The correlation between PQTAX and PISIX 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.
Dividends
PQTAX vs. PISIX - Dividend Comparison
PQTAX has not paid dividends to shareholders, while PISIX's dividend yield for the trailing twelve months is around 5.19%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PQTAX PIMCO TRENDS Managed Futures Strategy Fund Class A | 0.00% | 0.00% | 0.00% | 0.00% | 14.61% | 2.22% | 4.46% | 2.29% | 0.10% | 2.54% | 0.00% | 7.65% |
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | 5.19% | 5.14% | 11.81% | 10.04% | 10.11% | 7.31% | 1.42% | 11.47% | 7.99% | 7.36% | 1.02% | 8.16% |
Drawdowns
PQTAX vs. PISIX - Drawdown Comparison
The maximum PQTAX drawdown since its inception was -28.39%, smaller than the maximum PISIX drawdown of -57.47%. Use the drawdown chart below to compare losses from any high point for PQTAX and PISIX.
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Drawdown Indicators
| PQTAX | PISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.39% | -57.47% | +29.08% |
Max Drawdown (1Y)Largest decline over 1 year | -8.04% | -12.81% | +4.77% |
Max Drawdown (5Y)Largest decline over 5 years | -28.39% | -18.93% | -9.46% |
Max Drawdown (10Y)Largest decline over 10 years | -28.39% | -35.44% | +7.05% |
Current DrawdownCurrent decline from peak | -13.57% | -9.44% | -4.13% |
Average DrawdownAverage peak-to-trough decline | -9.31% | -7.23% | -2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 3.54% | -0.19% |
Volatility
PQTAX vs. PISIX - Volatility Comparison
The current volatility for PIMCO TRENDS Managed Futures Strategy Fund Class A (PQTAX) is 3.55%, while PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) has a volatility of 6.58%. This indicates that PQTAX experiences smaller price fluctuations and is considered to be less risky than PISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PQTAX | PISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 6.58% | -3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 6.73% | 11.37% | -4.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.80% | 16.52% | -7.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.90% | 13.92% | -4.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.42% | 14.55% | -5.13% |