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PIMCO Mortgage-Backed Securities Fund (PTRIX) Sharpe Ratio

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

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.

Sharpe ratio is not yet available for PTRIX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar mutual funds

The table compares PIMCO Mortgage-Backed Securities Fund's Sharpe Ratio with other mutual funds in the Intermediate Core-Plus Bond category across multiple time periods, showing how PTRIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
HOBIXHolbrook Income Fund Class I3.31
LCTIXLeader Capital High Quality Income Fund Institutional Shares2.72
LCTRXLeader Capital High Quality Floating Rate Fund Investor Shares2.60
MDVAXMassMutual Diversified Bond Fund2.49
AMFIXAAMA Income Fund2.39
ARINXArcher Income Fund2.22
GUGAXGMO Multi-Sector Fixed Income Fund2.03
TSHFXTransamerica Asset Allocation Short Horizon1.95
BILDXDoubleLine Infrastructure Income Fund1.88
PGSIXPutnam Mortgage Securities Fund1.87
PTRIXPIMCO Mortgage-Backed Securities Fund—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows PTRIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when PTRIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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