RSBT vs. PQTIX
Compare and contrast key facts about Return Stacked Bonds & Managed Futures ETF (RSBT) and PIMCO TRENDS Managed Futures Strategy Fund Institutional Class (PQTIX).
RSBT is an actively managed fund by Return Stacked. It was launched on Feb 7, 2023. PQTIX is an actively managed fund by PIMCO. It was launched on Jan 2, 2014.
Performance
RSBT vs. PQTIX - Performance Comparison
Loading graphics...
RSBT vs. PQTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
RSBT Return Stacked Bonds & Managed Futures ETF | 5.19% | 10.31% | -2.90% | -11.91% |
PQTIX PIMCO TRENDS Managed Futures Strategy Fund Institutional Class | 4.68% | 2.39% | -2.88% | -4.36% |
Returns By Period
In the year-to-date period, RSBT achieves a 5.19% return, which is significantly higher than PQTIX's 4.68% return.
RSBT
- 1D
- 0.37%
- 1M
- -4.56%
- YTD
- 5.19%
- 6M
- 11.52%
- 1Y
- 14.67%
- 3Y*
- 2.90%
- 5Y*
- —
- 10Y*
- —
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RSBT vs. PQTIX - Expense Ratio Comparison
RSBT has a 0.97% expense ratio, which is lower than PQTIX's 1.54% expense ratio.
Return for Risk
RSBT vs. PQTIX — Risk / Return Rank
RSBT
PQTIX
RSBT vs. PQTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Return Stacked Bonds & Managed Futures ETF (RSBT) and PIMCO TRENDS Managed Futures Strategy Fund Institutional Class (PQTIX). 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.
| RSBT | PQTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.39 | -0.41 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.89 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.56 | +0.15 |
Martin ratioReturn relative to average drawdown | 3.77 | 3.82 | -0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RSBT | PQTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.39 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.45 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.47 | -0.49 |
Correlation
The correlation between RSBT and PQTIX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
RSBT vs. PQTIX - Dividend Comparison
RSBT's dividend yield for the trailing twelve months is around 3.04%, while PQTIX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSBT Return Stacked Bonds & Managed Futures ETF | 3.04% | 3.20% | 0.00% | 2.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
RSBT vs. PQTIX - Drawdown Comparison
The maximum RSBT drawdown since its inception was -23.60%, smaller than the maximum PQTIX drawdown of -27.65%. Use the drawdown chart below to compare losses from any high point for RSBT and PQTIX.
Loading graphics...
Drawdown Indicators
| RSBT | PQTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.60% | -27.65% | +4.05% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -7.97% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.65% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.65% | — |
Current DrawdownCurrent decline from peak | -4.56% | -12.38% | +7.82% |
Average DrawdownAverage peak-to-trough decline | -13.22% | -9.23% | -3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 3.26% | +0.78% |
Volatility
RSBT vs. PQTIX - Volatility Comparison
Return Stacked Bonds & Managed Futures ETF (RSBT) has a higher volatility of 3.95% compared to PIMCO TRENDS Managed Futures Strategy Fund Institutional Class (PQTIX) at 3.59%. This indicates that RSBT's price experiences larger fluctuations and is considered to be riskier than PQTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RSBT | PQTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 3.59% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 6.76% | +4.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.95% | 8.79% | +6.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 9.86% | +4.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.90% | 9.38% | +4.52% |