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VTABX vs. PFUIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTABX vs. PFUIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond Index Fund Admiral Shares (VTABX) and PIMCO International Bond Fund (Unhedged) (PFUIX). The values are adjusted to include any dividend payments, if applicable.

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VTABX vs. PFUIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
-0.45%2.96%3.92%8.77%-12.92%-2.22%4.54%8.83%2.97%2.39%
PFUIX
PIMCO International Bond Fund (Unhedged)
-3.25%10.90%-1.64%6.42%-19.10%-6.08%12.32%7.09%-3.64%10.82%

Returns By Period

In the year-to-date period, VTABX achieves a -0.45% return, which is significantly higher than PFUIX's -3.25% return. Over the past 10 years, VTABX has outperformed PFUIX with an annualized return of 1.79%, while PFUIX has yielded a comparatively lower 0.58% annualized return.


VTABX

1D
0.37%
1M
-1.99%
YTD
-0.45%
6M
0.01%
1Y
2.44%
3Y*
3.81%
5Y*
0.15%
10Y*
1.79%

PFUIX

1D
0.94%
1M
-4.31%
YTD
-3.25%
6M
-2.84%
1Y
3.71%
3Y*
3.08%
5Y*
-2.24%
10Y*
0.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTABX vs. PFUIX - Expense Ratio Comparison

VTABX has a 0.11% expense ratio, which is lower than PFUIX's 0.50% expense ratio.


Return for Risk

VTABX vs. PFUIX — Risk / Return Rank

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

VTABX
VTABX Risk / Return Rank: 3535
Overall Rank
VTABX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VTABX Sortino Ratio Rank: 3636
Sortino Ratio Rank
VTABX Omega Ratio Rank: 3030
Omega Ratio Rank
VTABX Calmar Ratio Rank: 3232
Calmar Ratio Rank
VTABX Martin Ratio Rank: 3636
Martin Ratio Rank

PFUIX
PFUIX Risk / Return Rank: 1717
Overall Rank
PFUIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PFUIX Sortino Ratio Rank: 1616
Sortino Ratio Rank
PFUIX Omega Ratio Rank: 1313
Omega Ratio Rank
PFUIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
PFUIX Martin Ratio Rank: 2121
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.

VTABX vs. PFUIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund Admiral Shares (VTABX) and PIMCO International Bond Fund (Unhedged) (PFUIX). 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.


VTABXPFUIXDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.52

+0.37

Sortino ratio

Return per unit of downside risk

1.23

0.80

+0.43

Omega ratio

Gain probability vs. loss probability

1.16

1.09

+0.07

Calmar ratio

Return relative to maximum drawdown

0.94

0.70

+0.23

Martin ratio

Return relative to average drawdown

3.89

2.48

+1.41

VTABX vs. PFUIX - Sharpe Ratio Comparison

The current VTABX Sharpe Ratio is 0.89, which is higher than the PFUIX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of VTABX and PFUIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VTABXPFUIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.52

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

-0.30

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.08

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.36

+0.37

Correlation

The correlation between VTABX and PFUIX is 0.39, 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

VTABX vs. PFUIX - Dividend Comparison

VTABX's dividend yield for the trailing twelve months is around 4.21%, more than PFUIX's 3.79% yield.


TTM20252024202320222021202020192018201720162015
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
4.21%4.36%4.33%4.39%1.48%3.70%1.08%4.28%3.00%2.23%1.80%1.64%
PFUIX
PIMCO International Bond Fund (Unhedged)
3.79%3.98%4.10%2.98%2.83%5.07%1.57%2.28%4.39%1.41%1.98%1.94%

Drawdowns

VTABX vs. PFUIX - Drawdown Comparison

The maximum VTABX drawdown since its inception was -16.16%, smaller than the maximum PFUIX drawdown of -31.90%. Use the drawdown chart below to compare losses from any high point for VTABX and PFUIX.


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Drawdown Indicators


VTABXPFUIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.16%

-31.90%

+15.74%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-6.40%

+3.50%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-30.30%

+14.49%

Max Drawdown (10Y)

Largest decline over 10 years

-16.16%

-31.90%

+15.74%

Current Drawdown

Current decline from peak

-2.29%

-15.30%

+13.01%

Average Drawdown

Average peak-to-trough decline

-3.06%

-7.93%

+4.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

1.81%

-1.11%

Volatility

VTABX vs. PFUIX - Volatility Comparison

The current volatility for Vanguard Total International Bond Index Fund Admiral Shares (VTABX) is 1.46%, while PIMCO International Bond Fund (Unhedged) (PFUIX) has a volatility of 3.29%. This indicates that VTABX experiences smaller price fluctuations and is considered to be less risky than PFUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTABXPFUIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

3.29%

-1.83%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

4.77%

-2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

3.06%

7.50%

-4.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

7.55%

-3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.58%

7.35%

-3.77%