PQTIX vs. PISIX
Compare and contrast key facts about PIMCO TRENDS Managed Futures Strategy Fund Institutional Class (PQTIX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX).
PQTIX is an actively managed fund by PIMCO. It was launched on Jan 2, 2014. PISIX is managed by PIMCO. It was launched on Oct 31, 2003.
Performance
PQTIX vs. PISIX - Performance Comparison
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PQTIX vs. PISIX - 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% |
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, PQTIX achieves a 4.68% return, which is significantly higher than PISIX's -0.85% return. Over the past 10 years, PQTIX has underperformed PISIX with an annualized return of 3.86%, while PISIX has yielded a comparatively higher 11.51% 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%
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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PQTIX vs. PISIX - Expense Ratio Comparison
PQTIX has a 1.54% expense ratio, which is higher than PISIX's 0.76% expense ratio.
Return for Risk
PQTIX vs. PISIX — Risk / Return Rank
PQTIX
PISIX
PQTIX vs. PISIX - 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 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.
| PQTIX | PISIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 0.63 | +0.77 |
Sortino ratioReturn per unit of downside risk | 1.89 | 0.85 | +1.03 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.14 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 0.64 | +0.92 |
Martin ratioReturn relative to average drawdown | 3.82 | 2.55 | +1.27 |
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 | PISIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 0.63 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.75 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.80 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.52 | -0.05 |
Correlation
The correlation between PQTIX 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
PQTIX vs. PISIX - Dividend Comparison
PQTIX 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
PQTIX vs. PISIX - Drawdown Comparison
The maximum PQTIX drawdown since its inception was -27.65%, smaller than the maximum PISIX drawdown of -57.47%. Use the drawdown chart below to compare losses from any high point for PQTIX and PISIX.
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Drawdown Indicators
| PQTIX | PISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.65% | -57.47% | +29.82% |
Max Drawdown (1Y)Largest decline over 1 year | -7.97% | -12.81% | +4.84% |
Max Drawdown (5Y)Largest decline over 5 years | -27.65% | -18.93% | -8.72% |
Max Drawdown (10Y)Largest decline over 10 years | -27.65% | -35.44% | +7.79% |
Current DrawdownCurrent decline from peak | -12.38% | -9.44% | -2.94% |
Average DrawdownAverage peak-to-trough decline | -9.23% | -7.23% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 3.54% | -0.28% |
Volatility
PQTIX vs. PISIX - Volatility Comparison
The current volatility for PIMCO TRENDS Managed Futures Strategy Fund Institutional Class (PQTIX) is 3.59%, while PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) has a volatility of 6.58%. This indicates that PQTIX 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
| PQTIX | PISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 6.58% | -2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 6.76% | 11.37% | -4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.79% | 16.52% | -7.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.86% | 13.92% | -4.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.38% | 14.55% | -5.17% |