FXAIX vs. PTTRX
FXAIX (Fidelity 500 Index Fund) and PTTRX (PIMCO Total Return Fund Institutional Class) are both mutual funds - FXAIX is a S&P 500 fund tracking the S&P 500 Index, while PTTRX is a Total Bond Market fund managed by PIMCO. Over the past 10 years, FXAIX returned 15.44%/yr vs 2.29%/yr for PTTRX. At a correlation of -0.05, they often move in opposite directions. FXAIX charges 0.02%/yr vs 0.47%/yr for PTTRX.
Performance
FXAIX vs. PTTRX - Performance Comparison
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Returns By Period
In the year-to-date period, FXAIX achieves a 8.59% return, which is significantly higher than PTTRX's 0.64% return. Over the past 10 years, FXAIX has outperformed PTTRX with an annualized return of 15.44%, while PTTRX has yielded a comparatively lower 2.29% annualized return.
FXAIX
- 1D
- 1.76%
- 1M
- -0.55%
- YTD
- 8.59%
- 6M
- 8.94%
- 1Y
- 23.79%
- 3Y*
- 21.06%
- 5Y*
- 13.34%
- 10Y*
- 15.44%
PTTRX
- 1D
- 0.69%
- 1M
- 0.88%
- YTD
- 0.64%
- 6M
- 1.49%
- 1Y
- 6.46%
- 3Y*
- 5.45%
- 5Y*
- 0.58%
- 10Y*
- 2.29%
FXAIX vs. PTTRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 8.59% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
PTTRX PIMCO Total Return Fund Institutional Class | 0.64% | 9.35% | 2.62% | 6.33% | -14.72% | -0.59% | 8.88% | 8.36% | -0.24% | 5.13% |
Correlation
The correlation between FXAIX and PTTRX is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since May 4, 2011 | -0.05 |
The correlation between FXAIX and PTTRX shifts across timeframes, from -0.05 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FXAIX vs. PTTRX — Risk / Return Rank
FXAIX
PTTRX
FXAIX vs. PTTRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity 500 Index Fund (FXAIX) and PIMCO Total Return Fund Institutional Class (PTTRX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FXAIX | PTTRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.27 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 1.83 | +0.91 |
| Martin ratioReturn relative to average drawdown | 12.46 | 5.48 | +6.98 |
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Drawdowns
FXAIX vs. PTTRX - Drawdown Comparison
The maximum FXAIX drawdown since its inception was -33.79%, which is greater than PTTRX's maximum drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for FXAIX and PTTRX.
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Drawdown Indicators
| FXAIX | PTTRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.79% | -19.28% | -14.51% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -3.69% | -5.20% |
Max Drawdown (3Y)Largest decline over 3 years | -18.76% | -6.18% | -12.58% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -19.28% | -5.22% |
Max Drawdown (10Y)Largest decline over 10 years | -33.79% | -19.28% | -14.51% |
Current DrawdownCurrent decline from peak | -2.79% | -1.49% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -3.79% | -2.19% | -1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 1.23% | +0.72% |
Volatility
FXAIX vs. PTTRX - Volatility Comparison
Fidelity 500 Index Fund (FXAIX) has a higher volatility of 4.44% compared to PIMCO Total Return Fund Institutional Class (PTTRX) at 1.77%. This indicates that FXAIX's price experiences larger fluctuations and is considered to be riskier than PTTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXAIX | PTTRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 1.77% | +2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 3.61% | +6.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 4.63% | +7.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 6.28% | +10.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 5.23% | +12.87% |
FXAIX vs. PTTRX - Expense Ratio Comparison
FXAIX has a 0.02% expense ratio, which is lower than PTTRX's 0.47% expense ratio.
Dividends
FXAIX vs. PTTRX - Dividend Comparison
FXAIX's dividend yield for the trailing twelve months is around 1.06%, less than PTTRX's 4.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 1.06% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
PTTRX PIMCO Total Return Fund Institutional Class | 4.54% | 4.47% | 4.61% | 3.81% | 3.63% | 2.59% | 6.11% | 3.96% | 3.13% | 2.63% | 3.02% | 6.64% |
Frequently Asked Questions
FXAIX and PTTRX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FXAIX has higher volatility (4.44%) compared to PTTRX (1.77%). In terms of maximum drawdown, FXAIX dropped -33.79% vs PTTRX's -19.28%.
FXAIX currently has the higher Sharpe Ratio (1.97 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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