PQTIX vs. ABYIX
Compare and contrast key facts about PIMCO TRENDS Managed Futures Strategy Fund Institutional Class (PQTIX) and Abbey Capital Futures Strategy Fund Class I (ABYIX).
PQTIX is an actively managed fund by PIMCO. It was launched on Jan 2, 2014. ABYIX is managed by Abbey Capital. It was launched on Jul 1, 2014.
Performance
PQTIX vs. ABYIX - Performance Comparison
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PQTIX vs. ABYIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PQTIX PIMCO TRENDS Managed Futures Strategy Fund Institutional Class | 4.68% | 2.39% | -2.88% | -4.19% | 11.62% | 14.87% | 9.96% | 2.90% | 2.37% | 2.37% |
ABYIX Abbey Capital Futures Strategy Fund Class I | 4.62% | 1.62% | 1.11% | -3.29% | 17.06% | 3.39% | 7.92% | 8.84% | -6.15% | -0.09% |
Returns By Period
The year-to-date returns for both stocks are quite close, with PQTIX having a 4.68% return and ABYIX slightly lower at 4.62%. Over the past 10 years, PQTIX has outperformed ABYIX with an annualized return of 3.86%, while ABYIX has yielded a comparatively lower 2.84% annualized return.
PQTIX
- 1D
- 0.18%
- 1M
- -2.27%
- YTD
- 4.68%
- 6M
- 10.36%
- 1Y
- 12.24%
- 3Y*
- 2.14%
- 5Y*
- 4.39%
- 10Y*
- 3.86%
ABYIX
- 1D
- 0.00%
- 1M
- -1.28%
- YTD
- 4.62%
- 6M
- 7.68%
- 1Y
- 8.38%
- 3Y*
- 2.42%
- 5Y*
- 3.73%
- 10Y*
- 2.84%
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PQTIX vs. ABYIX - Expense Ratio Comparison
PQTIX has a 1.54% expense ratio, which is lower than ABYIX's 1.79% expense ratio.
Return for Risk
PQTIX vs. ABYIX — Risk / Return Rank
PQTIX
ABYIX
PQTIX vs. ABYIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO TRENDS Managed Futures Strategy Fund Institutional Class (PQTIX) and Abbey Capital Futures Strategy Fund Class I (ABYIX). 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.
| PQTIX | ABYIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 1.06 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.89 | 1.51 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.20 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.59 | -0.03 |
Martin ratioReturn relative to average drawdown | 3.82 | 3.20 | +0.62 |
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
| PQTIX | ABYIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 1.06 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.47 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.36 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.53 | -0.06 |
Correlation
The correlation between PQTIX and ABYIX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PQTIX vs. ABYIX - Dividend Comparison
PQTIX has not paid dividends to shareholders, while ABYIX's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PQTIX PIMCO TRENDS Managed Futures Strategy Fund Institutional Class | 0.00% | 0.00% | 0.00% | 0.00% | 14.83% | 2.47% | 5.65% | 2.55% | 0.39% | 0.25% | 0.00% | 8.06% |
ABYIX Abbey Capital Futures Strategy Fund Class I | 1.27% | 1.33% | 2.10% | 2.03% | 15.24% | 3.68% | 1.54% | 8.70% | 0.14% | 0.00% | 0.00% | 0.24% |
Drawdowns
PQTIX vs. ABYIX - Drawdown Comparison
The maximum PQTIX drawdown since its inception was -27.65%, which is greater than ABYIX's maximum drawdown of -17.13%. Use the drawdown chart below to compare losses from any high point for PQTIX and ABYIX.
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Drawdown Indicators
| PQTIX | ABYIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.65% | -17.13% | -10.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.97% | -4.36% | -3.61% |
Max Drawdown (5Y)Largest decline over 5 years | -27.65% | -14.66% | -12.99% |
Max Drawdown (10Y)Largest decline over 10 years | -27.65% | -14.74% | -12.91% |
Current DrawdownCurrent decline from peak | -12.38% | -3.02% | -9.36% |
Average DrawdownAverage peak-to-trough decline | -9.23% | -6.74% | -2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 2.43% | +0.83% |
Volatility
PQTIX vs. ABYIX - Volatility Comparison
PIMCO TRENDS Managed Futures Strategy Fund Institutional Class (PQTIX) has a higher volatility of 3.59% compared to Abbey Capital Futures Strategy Fund Class I (ABYIX) at 1.96%. This indicates that PQTIX's price experiences larger fluctuations and is considered to be riskier than ABYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PQTIX | ABYIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 1.96% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 6.76% | 6.43% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.79% | 7.65% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.86% | 8.01% | +1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.38% | 8.00% | +1.38% |