PQTPX vs. PFORX
Compare and contrast key facts about PIMCO TRENDS Managed Futures Strategy Fund (PQTPX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX).
PQTPX is managed by PIMCO. It was launched on Dec 30, 2013. PFORX is managed by PIMCO. It was launched on Dec 1, 1992.
Performance
PQTPX vs. PFORX - Performance Comparison
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PQTPX vs. PFORX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PQTPX PIMCO TRENDS Managed Futures Strategy Fund | 4.61% | 2.41% | -3.08% | -4.21% | 11.37% | 14.83% | 9.72% | 2.83% | 2.30% | 2.21% |
PFORX PIMCO International Bond Fund (U.S. Dollar-Hedged) | -2.23% | 4.33% | 5.70% | 9.52% | -10.33% | -1.67% | 6.17% | 7.64% | 2.64% | 3.52% |
Returns By Period
In the year-to-date period, PQTPX achieves a 4.61% return, which is significantly higher than PFORX's -2.23% return. Over the past 10 years, PQTPX has outperformed PFORX with an annualized return of 3.75%, while PFORX has yielded a comparatively lower 2.77% annualized return.
PQTPX
- 1D
- 0.18%
- 1M
- -2.29%
- YTD
- 4.61%
- 6M
- 10.33%
- 1Y
- 12.11%
- 3Y*
- 2.06%
- 5Y*
- 4.29%
- 10Y*
- 3.75%
PFORX
- 1D
- 0.31%
- 1M
- -3.69%
- YTD
- -2.23%
- 6M
- -1.20%
- 1Y
- 1.73%
- 3Y*
- 4.71%
- 5Y*
- 1.08%
- 10Y*
- 2.77%
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PQTPX vs. PFORX - Expense Ratio Comparison
PQTPX has a 1.51% expense ratio, which is higher than PFORX's 0.50% expense ratio.
Return for Risk
PQTPX vs. PFORX — Risk / Return Rank
PQTPX
PFORX
PQTPX vs. PFORX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO TRENDS Managed Futures Strategy Fund (PQTPX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX). 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.
| PQTPX | PFORX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 0.64 | +0.75 |
Sortino ratioReturn per unit of downside risk | 1.89 | 0.89 | +1.00 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.12 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 0.61 | +0.93 |
Martin ratioReturn relative to average drawdown | 3.74 | 2.82 | +0.92 |
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
| PQTPX | PFORX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 0.64 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.31 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.90 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 1.25 | -0.79 |
Correlation
The correlation between PQTPX and PFORX is 0.06, 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
PQTPX vs. PFORX - Dividend Comparison
PQTPX has not paid dividends to shareholders, while PFORX's dividend yield for the trailing twelve months is around 3.88%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PFORX PIMCO International Bond Fund (U.S. Dollar-Hedged) | 3.88% | 4.23% | 4.91% | 3.02% | 3.65% | 1.55% | 2.46% | 6.86% | 2.90% | 1.46% | 1.38% | 9.12% |
Drawdowns
PQTPX vs. PFORX - Drawdown Comparison
The maximum PQTPX drawdown since its inception was -27.86%, which is greater than PFORX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for PQTPX and PFORX.
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Drawdown Indicators
| PQTPX | PFORX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.86% | -13.87% | -13.99% |
Max Drawdown (1Y)Largest decline over 1 year | -8.02% | -3.99% | -4.03% |
Max Drawdown (5Y)Largest decline over 5 years | -27.86% | -13.71% | -14.15% |
Max Drawdown (10Y)Largest decline over 10 years | -27.86% | -13.87% | -13.99% |
Current DrawdownCurrent decline from peak | -12.70% | -3.69% | -9.01% |
Average DrawdownAverage peak-to-trough decline | -9.37% | -1.95% | -7.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 0.87% | +2.43% |
Volatility
PQTPX vs. PFORX - Volatility Comparison
PIMCO TRENDS Managed Futures Strategy Fund (PQTPX) has a higher volatility of 3.61% compared to PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) at 1.93%. This indicates that PQTPX's price experiences larger fluctuations and is considered to be riskier than PFORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PQTPX | PFORX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 1.93% | +1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 6.68% | 2.53% | +4.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.73% | 3.38% | +5.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.86% | 3.46% | +6.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.36% | 3.08% | +6.28% |