- ISIN
- US6933915000
- Issuer
- PIMCO
- Inception Date
- Jul 31, 1997
- Category
- Intermediate Core-Plus Bond
- Min. Investment
- $1,000,000
- Distribution Policy
- Accumulating
- Asset Class
- Bond
Share Price Chart
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Performance
PTRIX Performance Chart
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Returns By Period
PIMCO Mortgage-Backed Securities Fund
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
PTRIX Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.11% | -1.11% | 1.25% | -2.81% | 2.31% | 0.98% | 2.63% | 1.34% | 1.37% | -0.45% | 0.34% | 0.11% | 5.87% |
| 2023 | 3.47% | -2.16% | 1.28% | 0.75% | -0.67% | 0.43% | -0.08% | -0.84% | -2.70% | -3.00% | 5.15% | 3.87% | 5.25% |
| 2022 | -1.15% | -0.87% | -2.81% | -3.78% | 0.75% | -2.69% | 2.76% | -2.86% | -5.66% | -1.72% | 3.83% | -0.52% | -14.13% |
| 2021 | 0.54% | -0.28% | -0.48% | 0.64% | -0.31% | 0.27% | 0.63% | -0.03% | -0.11% | -0.11% | -0.02% | 0.31% | 1.04% |
Benchmark Metrics
PIMCO Mortgage-Backed Securities Fund has an annualized alpha of 4.54%, beta of -0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 05, 1998.
- This fund captured 12.49% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -4.87%) - a profile typical of hedging or uncorrelated assets.
- Beta of -0.00 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.54%
- Beta
- -0.00
- R²
- 0.00
- Upside Capture
- 12.49%
- Downside Capture
- -4.87%
Expense Ratio
PTRIX has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for PIMCO Mortgage-Backed Securities Fund (PTRIX) and compare them to S&P 500 Index.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Dividends
Dividend History
PIMCO Mortgage-Backed Securities Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.46 | $0.34 | $0.32 | $0.31 | $0.39 | $0.36 | $0.32 | $0.33 | $0.25 |
Dividend yield | 0.00% | 5.32% | 3.82% | 3.02% | 2.89% | 3.73% | 3.54% | 3.04% | 3.18% | 2.43% |
Monthly Dividends
The table displays the monthly dividend distributions for PIMCO Mortgage-Backed Securities Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.04 | $0.04 | $0.05 | $0.05 | $0.05 | $0.04 | $0.04 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 |
| 2023 | $0.04 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.03 | $0.04 | $0.04 | $0.00 | $0.04 | $0.04 | $0.46 |
| 2022 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.04 | $0.04 | $0.12 | $0.34 |
| 2021 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.12 | $0.32 |
| 2020 | $0.03 | $0.03 | $0.03 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.06 | $0.31 |
| 2019 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.07 | $0.39 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the PIMCO Mortgage-Backed Securities Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the PIMCO Mortgage-Backed Securities Fund was 18.57%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -18.57%Oct 2022 | 1y 1mo | — | 4y 8moSep 2021 - now |
Financial crisis2007–2009 | -7.27%Nov 2008 | 2mo 12d | 4mo 11d | 6mo 23dSep 2008 - Mar 2009 |
COVID crash2020 | -4.95%Mar 2020 | 10d | 2mo 1d | 2mo 11dMar 2020 - May 2020 |
2013 pullback2013 | -4.71%Sep 2013 | 4mo 5d | 7mo 27d | 12mo 2dMay 2013 - Apr 2014 |
Financial crisis2007–2009 | -4.13%Aug 2008 | 2mo 17d | 1mo 3d | 3mo 20dMay 2008 - Sep 2008 |
Drawdown Indicators
| PTRIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | — | 0.00% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.72% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.97% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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