PIMCO Mortgage-Backed Securities Fund (PTRIX)
The investment seeks maximum total return, consistent with preservation of capital and prudent investment management. The fund invests at least 80% of its assets in a diversified portfolio of mortgage-related Fixed Income Instruments of varying maturities, which may be represented by forwards or derivatives such as options, futures contracts or swap agreements. It may invest, without limitation, in derivative instruments, such as options, futures contracts or swap agreements, or in mortgage- or asset-backed securities.
Fund Info
| ISIN | US6933915000 |
|---|---|
| Issuer | PIMCO |
| Inception Date | Jul 31, 1997 |
| Category | Intermediate Core-Plus Bond |
| Min. Investment | $1,000,000 |
| Asset Class | Bond |
Expense Ratio
PTRIX features an expense ratio of 0.50%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PIMCO Mortgage-Backed Securities Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
PIMCO Mortgage-Backed Securities Fund had a return of 6.23% year-to-date (YTD) and 10.62% in the last 12 months. Over the past 10 years, PIMCO Mortgage-Backed Securities Fund had an annualized return of 2.17%, while the S&P 500 had an annualized return of 10.92%, indicating that PIMCO Mortgage-Backed Securities Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 6.23% | 17.95% |
| 1 month | 1.90% | 3.13% |
| 6 months | 7.55% | 9.95% |
| 1 year | 10.62% | 24.88% |
| 5 years (annualized) | 0.87% | 13.37% |
| 10 years (annualized) | 2.17% | 10.92% |
Monthly Returns
The table below presents the monthly returns of PTRIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.11% | -1.11% | 1.26% | -2.81% | 2.31% | 0.98% | 2.63% | 1.33% | 6.23% | ||||
| 2023 | 3.48% | -2.16% | 1.28% | 0.75% | -0.67% | 0.43% | -0.08% | -0.83% | -2.70% | -2.58% | 5.16% | 3.87% | 5.73% |
| 2022 | -1.16% | -0.88% | -2.81% | -3.78% | 0.75% | -2.42% | 3.09% | -2.87% | -5.25% | -1.72% | 3.83% | -0.51% | -13.24% |
| 2021 | 0.54% | -0.28% | -0.48% | 0.64% | -0.31% | 0.27% | 0.64% | -0.03% | -0.11% | -0.11% | -0.02% | -0.17% | 0.55% |
| 2020 | 0.74% | 0.90% | -0.98% | 1.27% | 0.59% | 0.48% | 0.46% | 0.44% | 0.28% | 0.30% | 0.30% | 0.38% | 5.29% |
| 2019 | 0.96% | 0.00% | 1.46% | -0.08% | 1.25% | 0.76% | 0.29% | 0.76% | 0.25% | 0.35% | 0.07% | 0.18% | 6.41% |
| 2018 | -1.02% | -0.44% | 0.54% | -0.33% | 0.68% | 0.07% | 0.05% | 0.59% | -0.43% | -0.51% | 0.78% | 1.34% | 1.30% |
| 2017 | 0.30% | 0.69% | 0.14% | 0.58% | 0.80% | 0.03% | 0.40% | 1.00% | -0.04% | 0.04% | -0.05% | 0.39% | 4.37% |
| 2016 | 1.06% | 0.30% | 0.30% | 0.40% | 0.21% | 0.78% | 0.40% | 0.02% | 0.78% | -0.01% | -1.86% | 0.21% | 2.60% |
| 2015 | 0.70% | -0.11% | 0.48% | 0.27% | -0.08% | -0.74% | 0.85% | -0.02% | 0.56% | 0.07% | -0.08% | -0.04% | 1.87% |
| 2014 | 1.92% | 0.34% | -0.43% | 0.81% | 1.00% | 0.25% | -0.15% | 0.89% | -0.05% | 0.79% | 0.65% | 0.14% | 6.29% |
| 2013 | -0.18% | 0.26% | 0.07% | 0.63% | -1.34% | -1.44% | -0.19% | -0.48% | 1.48% | 0.62% | -0.25% | -0.58% | -1.41% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of PTRIX is 28, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for PIMCO Mortgage-Backed Securities Fund (PTRIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
PIMCO Mortgage-Backed Securities Fund granted a 5.70% dividend yield in the last twelve months. The annual payout for that period amounted to $0.51 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.51 | $0.50 | $0.43 | $0.27 | $0.31 | $0.39 | $0.36 | $0.32 | $0.33 | $0.25 | $0.30 | $0.29 |
Dividend yield | 5.70% | 5.74% | 4.91% | 2.54% | 2.88% | 3.70% | 3.50% | 3.03% | 3.18% | 2.44% | 2.88% | 2.85% |
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 | $0.36 | |||
| 2023 | $0.04 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.03 | $0.04 | $0.04 | $0.03 | $0.04 | $0.04 | $0.50 |
| 2022 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.03 | $0.03 | $0.03 | $0.04 | $0.04 | $0.04 | $0.12 | $0.43 |
| 2021 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.07 | $0.27 |
| 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 |
| 2018 | $0.02 | $0.02 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.07 | $0.36 |
| 2017 | $0.02 | $0.02 | $0.03 | $0.02 | $0.02 | $0.02 | $0.02 | $0.03 | $0.03 | $0.02 | $0.02 | $0.06 | $0.32 |
| 2016 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.09 | $0.33 |
| 2015 | $0.01 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.05 | $0.25 |
| 2014 | $0.03 | $0.03 | $0.03 | $0.02 | $0.02 | $0.03 | $0.02 | $0.02 | $0.03 | $0.02 | $0.02 | $0.05 | $0.30 |
| 2013 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.07 | $0.29 |
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.
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 18.13%, occurring on Oct 24, 2022. The portfolio has not yet recovered.
The current PIMCO Mortgage-Backed Securities Fund drawdown is 3.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.13% | Sep 16, 2021 | 279 | Oct 24, 2022 | — | — | — |
| -7.27% | Sep 9, 2008 | 53 | Nov 20, 2008 | 88 | Mar 31, 2009 | 141 |
| -4.95% | Mar 9, 2020 | 9 | Mar 19, 2020 | 42 | May 19, 2020 | 51 |
| -4.55% | May 3, 2013 | 87 | Sep 5, 2013 | 121 | Feb 28, 2014 | 208 |
| -4.12% | May 21, 2008 | 53 | Aug 6, 2008 | 22 | Sep 8, 2008 | 75 |
Volatility
Volatility Chart
The current PIMCO Mortgage-Backed Securities Fund volatility is 1.09%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.