PortfoliosLab logoPortfoliosLab logo
PQTPX vs. IEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PQTPX vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO TRENDS Managed Futures Strategy Fund (PQTPX) and iShares 7-10 Year Treasury Bond ETF (IEF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PQTPX achieves a 6.40% return, which is significantly higher than IEF's -0.66% return. Over the past 10 years, PQTPX has outperformed IEF with an annualized return of 4.30%, while IEF has yielded a comparatively lower 0.63% annualized return.


PQTPX

1D
0.36%
1M
1.62%
YTD
6.40%
6M
8.65%
1Y
20.99%
3Y*
0.66%
5Y*
3.74%
10Y*
4.30%

IEF

1D
-0.25%
1M
-0.08%
YTD
-0.66%
6M
-1.17%
1Y
4.06%
3Y*
2.47%
5Y*
-1.14%
10Y*
0.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PQTPX vs. IEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PQTPX
PIMCO TRENDS Managed Futures Strategy Fund
6.40%2.41%-3.08%-4.21%11.37%14.83%9.72%2.83%2.30%2.21%
IEF
iShares 7-10 Year Treasury Bond ETF
-0.66%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%

Correlation

The correlation between PQTPX and IEF is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

-0.10

Correlation (5Y)
Calculated over the trailing 5-year period

-0.21

Correlation (10Y)
Calculated over the trailing 10-year period

-0.06

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2014

-0.00

The correlation between PQTPX and IEF shifts across timeframes, from -0.21 (5 years) to 0.01 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PQTPX vs. IEF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PQTPX
PQTPX Risk / Return Rank: 7171
Overall Rank
PQTPX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PQTPX Sortino Ratio Rank: 6060
Sortino Ratio Rank
PQTPX Omega Ratio Rank: 6767
Omega Ratio Rank
PQTPX Calmar Ratio Rank: 8989
Calmar Ratio Rank
PQTPX Martin Ratio Rank: 6565
Martin Ratio Rank

IEF
IEF Risk / Return Rank: 2323
Overall Rank
IEF Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2323
Sortino Ratio Rank
IEF Omega Ratio Rank: 2121
Omega Ratio Rank
IEF Calmar Ratio Rank: 2222
Calmar Ratio Rank
IEF Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PQTPX vs. IEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO TRENDS Managed Futures Strategy Fund (PQTPX) and iShares 7-10 Year Treasury Bond ETF (IEF). 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.


PQTPXIEFDifference
Sharpe ratioReturn per unit of total volatility

+1.62

Sortino ratioReturn per unit of downside risk

+1.98

Omega ratioGain probability vs. loss probability

1.46

1.15

+0.31

Calmar ratioReturn relative to maximum drawdown

4.49

1.00

+3.48

Martin ratioReturn relative to average drawdown

12.74

2.98

+9.76

PQTPX vs. IEF - Sharpe Ratio Comparison

The current PQTPX Sharpe Ratio is 2.47, which is higher than the IEF Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of PQTPX and IEF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


PQTPXIEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

0.85

+1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

-0.15

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.10

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.50

-0.03

Drawdowns

PQTPX vs. IEF - Drawdown Comparison

The maximum PQTPX drawdown since its inception was -27.86%, which is greater than IEF's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for PQTPX and IEF.


Loading charts...

Drawdown Indicators


PQTPXIEFDifference

Max Drawdown

Largest peak-to-trough decline

-27.86%

-23.93%

-3.93%

Max Drawdown (1Y)

Largest decline over 1 year

-4.66%

-4.07%

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

-7.74%

-10.95%

Max Drawdown (5Y)

Largest decline over 5 years

-27.86%

-21.40%

-6.46%

Max Drawdown (10Y)

Largest decline over 10 years

-27.86%

-23.93%

-3.93%

Current Drawdown

Current decline from peak

-11.20%

-11.35%

+0.15%

Average Drawdown

Average peak-to-trough decline

-9.41%

-5.34%

-4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

1.37%

+0.27%

Volatility

PQTPX vs. IEF - Volatility Comparison

PIMCO TRENDS Managed Futures Strategy Fund (PQTPX) has a higher volatility of 1.93% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.54%. This indicates that PQTPX's price experiences larger fluctuations and is considered to be riskier than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PQTPXIEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.93%

1.54%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

6.65%

3.34%

+3.31%

Volatility (1Y)

Calculated over the trailing 1-year period

8.46%

4.78%

+3.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.91%

7.71%

+2.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.38%

6.62%

+2.76%

PQTPX vs. IEF - Expense Ratio Comparison

PQTPX has a 1.51% expense ratio, which is higher than IEF's 0.15% expense ratio.


Dividends

PQTPX vs. IEF - Dividend Comparison

PQTPX has not paid dividends to shareholders, while IEF's dividend yield for the trailing twelve months is around 3.90%.


PositionTTM20252024202320222021202020192018201720162015
IEF
iShares 7-10 Year Treasury Bond ETF
3.90%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%
PQTPX
PIMCO TRENDS Managed Futures Strategy Fund
0.00%0.00%0.00%0.00%14.80%2.40%5.63%2.49%0.32%0.20%0.00%7.57%

Frequently Asked Questions


PQTPX and IEF have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PQTPX has higher volatility (1.93%) compared to IEF (1.54%). In terms of maximum drawdown, PQTPX dropped -27.86% vs IEF's -23.93%.

PQTPX currently has the higher Sharpe Ratio (2.47 vs 0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PQTPX and IEF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer