FUTY vs. PTRIX

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity MSCI Utilities Index ETF (FUTY) and PIMCO Mortgage-Backed Securities Fund (PTRIX).

FUTY is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Utilities Index. It was launched on Oct 21, 2013. PTRIX is managed by PIMCO. It was launched on Jul 31, 1997.

Performance

FUTY vs. PTRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Utilities Index ETF (FUTY) and PIMCO Mortgage-Backed Securities Fund (PTRIX). The values are adjusted to include any dividend payments, if applicable.

FUTY vs. PTRIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FUTY Fidelity MSCI Utilities Index ETF	8.19%	16.40%	23.20%	-7.46%	1.12%	17.53%	-0.80%	24.89%	4.36%	12.52%
PTRIX PIMCO Mortgage-Backed Securities Fund	0.00%	0.00%	5.87%	5.25%	-14.13%	1.04%	5.30%	6.44%	1.35%	4.38%

Returns By Period

FUTY

• 1D: 0.49%
• 1M: -2.11%
• YTD: 8.19%
• 6M: 5.65%
• 1Y: 19.31%
• 3Y*: 13.99%
• 5Y*: 10.62%
• 10Y*: 9.67%

PTRIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FUTY vs. PTRIX - Expense Ratio Comparison

FUTY has a 0.08% expense ratio, which is lower than PTRIX's 0.50% expense ratio.

PTRIX

PIMCO Mortgage-Backed Securities Fund

FUTY

Fidelity MSCI Utilities Index ETF

Return for Risk

FUTY vs. PTRIX — Risk / Return Rank

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

FUTY

FUTY Risk / Return Rank: 65
FUTY Sharpe Ratio Rank: 69
FUTY Sortino Ratio Rank: 65
FUTY Omega Ratio Rank: 60
FUTY Calmar Ratio Rank: 79
FUTY Martin Ratio Rank: 52

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.

FUTY vs. PTRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Utilities Index ETF (FUTY) and PIMCO Mortgage-Backed Securities Fund (PTRIX). 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.

	FUTY	PTRIX	Difference
Sharpe ratio Return per unit of total volatility	1.25	—	—
Sortino ratio Return per unit of downside risk	1.70	—	—
Omega ratio Gain probability vs. loss probability	1.23	—	—
Calmar ratio Return relative to maximum drawdown	2.20	—	—
Martin ratio Return relative to average drawdown	5.24	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FUTY	PTRIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	—	—

Correlation

The correlation between FUTY and PTRIX is 0.20, 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

FUTY vs. PTRIX - Dividend Comparison

FUTY's dividend yield for the trailing twelve months is around 2.49%, while PTRIX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FUTY Fidelity MSCI Utilities Index ETF	2.49%	2.67%	2.96%	3.31%	2.72%	2.70%	3.07%	2.82%	3.11%	3.03%	3.35%	4.33%
PTRIX PIMCO Mortgage-Backed Securities Fund	0.00%	0.00%	4.07%	5.32%	3.82%	3.02%	2.89%	3.73%	3.54%	3.04%	3.18%	2.43%

Drawdowns

Drawdown Indicators

	FUTY	PTRIX	Difference
Max Drawdown Largest peak-to-trough decline	-36.44%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-8.93%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.11%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.44%	—	—
Current Drawdown Current decline from peak	-2.76%	—	—
Average Drawdown Average peak-to-trough decline	-6.06%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.75%	—	—

Volatility

Volatility by Period

	FUTY	PTRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.03%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.15%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.52%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.93%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.99%	—	—