PTIAX vs. EFA
PTIAX (Performance Trust Strategic Bond Fund) and EFA (iShares MSCI EAFE ETF) are both funds - PTIAX is a Intermediate Core-Plus Bond fund managed by Performance Trust Asset Management, while EFA is a Foreign Large Cap Equities fund tracking the MSCI EAFE Index (Net). Over the past 10 years, PTIAX returned 2.88%/yr vs 9.84%/yr for EFA. At a correlation of -0.03, they often move in opposite directions. PTIAX charges 0.76%/yr vs 0.32%/yr for EFA.
Performance
PTIAX vs. EFA - Performance Comparison
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Returns By Period
In the year-to-date period, PTIAX achieves a 1.06% return, which is significantly lower than EFA's 9.36% return. Over the past 10 years, PTIAX has underperformed EFA with an annualized return of 2.88%, while EFA has yielded a comparatively higher 9.84% annualized return.
PTIAX
- 1D
- 0.56%
- 1M
- 0.66%
- YTD
- 1.06%
- 6M
- 1.54%
- 1Y
- 5.92%
- 3Y*
- 5.36%
- 5Y*
- 0.93%
- 10Y*
- 2.88%
EFA
- 1D
- 0.28%
- 1M
- 1.51%
- YTD
- 9.36%
- 6M
- 10.80%
- 1Y
- 21.90%
- 3Y*
- 16.14%
- 5Y*
- 8.36%
- 10Y*
- 9.84%
PTIAX vs. EFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTIAX Performance Trust Strategic Bond Fund | 1.06% | 6.92% | 3.52% | 7.48% | -12.84% | 1.15% | 5.73% | 7.36% | 2.01% | 7.08% |
EFA iShares MSCI EAFE ETF | 9.36% | 31.55% | 3.49% | 18.36% | -14.39% | 11.45% | 7.60% | 22.04% | -13.82% | 25.07% |
Correlation
The correlation between PTIAX and EFA is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2011 | -0.03 |
The correlation between PTIAX and EFA shifts across timeframes, from -0.03 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PTIAX vs. EFA — Risk / Return Rank
PTIAX
EFA
PTIAX vs. EFA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Performance Trust Strategic Bond Fund (PTIAX) and iShares MSCI EAFE ETF (EFA). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PTIAX | EFA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.24 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.79 | +0.20 |
| Martin ratioReturn relative to average drawdown | 5.53 | 6.67 | -1.14 |
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Drawdowns
PTIAX vs. EFA - Drawdown Comparison
The maximum PTIAX drawdown since its inception was -16.90%, smaller than the maximum EFA drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for PTIAX and EFA.
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Drawdown Indicators
| PTIAX | EFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.90% | -61.04% | +44.14% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -11.42% | +8.43% |
Max Drawdown (3Y)Largest decline over 3 years | -4.96% | -14.05% | +9.09% |
Max Drawdown (5Y)Largest decline over 5 years | -16.90% | -29.53% | +12.63% |
Max Drawdown (10Y)Largest decline over 10 years | -16.90% | -34.19% | +17.29% |
Current DrawdownCurrent decline from peak | -1.19% | -0.61% | -0.58% |
Average DrawdownAverage peak-to-trough decline | -2.44% | -11.92% | +9.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 3.07% | -2.00% |
Volatility
PTIAX vs. EFA - Volatility Comparison
The current volatility for Performance Trust Strategic Bond Fund (PTIAX) is 1.38%, while iShares MSCI EAFE ETF (EFA) has a volatility of 5.50%. This indicates that PTIAX experiences smaller price fluctuations and is considered to be less risky than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTIAX | EFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 5.50% | -4.12% |
Volatility (6M)Calculated over the trailing 6-month period | 2.85% | 13.19% | -10.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.99% | 15.64% | -11.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.98% | 16.58% | -11.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.05% | 17.27% | -13.22% |
PTIAX vs. EFA - Expense Ratio Comparison
PTIAX has a 0.76% expense ratio, which is higher than EFA's 0.32% expense ratio.
Dividends
PTIAX vs. EFA - Dividend Comparison
PTIAX's dividend yield for the trailing twelve months is around 4.75%, more than EFA's 3.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFA iShares MSCI EAFE ETF | 3.09% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
PTIAX Performance Trust Strategic Bond Fund | 4.75% | 4.68% | 4.44% | 4.03% | 3.96% | 3.01% | 3.86% | 4.11% | 4.47% | 5.51% | 5.49% | 4.87% |
Frequently Asked Questions
PTIAX and EFA have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFA has higher volatility (5.50%) compared to PTIAX (1.38%). In terms of maximum drawdown, PTIAX dropped -16.90% vs EFA's -61.04%.
PTIAX currently has the higher Sharpe Ratio (1.49 vs 1.31), 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.
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