FXIEX vs. PTTRX
Compare and contrast key facts about PIMCO Fixed Income SHares: Series TE (FXIEX) and PIMCO Total Return Fund Institutional Class (PTTRX).
FXIEX is managed by PIMCO. It was launched on Jun 24, 2012. PTTRX is managed by PIMCO.
Performance
FXIEX vs. PTTRX - Performance Comparison
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FXIEX vs. PTTRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FXIEX PIMCO Fixed Income SHares: Series TE | -0.41% | 3.37% | 5.16% | 8.92% | -10.89% | 2.19% | 7.22% | 8.45% | 1.00% | 7.71% |
PTTRX PIMCO Total Return Fund Institutional Class | -0.68% | 9.35% | 2.62% | 6.33% | -14.72% | -0.59% | 8.88% | 8.36% | -0.24% | 5.13% |
Returns By Period
In the year-to-date period, FXIEX achieves a -0.41% return, which is significantly higher than PTTRX's -0.68% return. Over the past 10 years, FXIEX has outperformed PTTRX with an annualized return of 2.78%, while PTTRX has yielded a comparatively lower 2.27% annualized return.
FXIEX
- 1D
- 0.31%
- 1M
- -1.82%
- YTD
- -0.41%
- 6M
- 0.21%
- 1Y
- 2.29%
- 3Y*
- 4.75%
- 5Y*
- 1.53%
- 10Y*
- 2.78%
PTTRX
- 1D
- 0.34%
- 1M
- -2.24%
- YTD
- -0.68%
- 6M
- 0.80%
- 1Y
- 4.56%
- 3Y*
- 4.81%
- 5Y*
- 0.66%
- 10Y*
- 2.27%
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FXIEX vs. PTTRX - Expense Ratio Comparison
FXIEX has a 0.07% expense ratio, which is lower than PTTRX's 0.47% expense ratio.
Return for Risk
FXIEX vs. PTTRX — Risk / Return Rank
FXIEX
PTTRX
FXIEX vs. PTTRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Fixed Income SHares: Series TE (FXIEX) 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.
| FXIEX | PTTRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 0.97 | -0.40 |
Sortino ratioReturn per unit of downside risk | 0.82 | 1.37 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.18 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 1.69 | -1.15 |
Martin ratioReturn relative to average drawdown | 1.61 | 4.99 | -3.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FXIEX | PTTRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.97 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.11 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.44 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 1.15 | -0.58 |
Correlation
The correlation between FXIEX and PTTRX is 0.36, 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
FXIEX vs. PTTRX - Dividend Comparison
FXIEX's dividend yield for the trailing twelve months is around 2.03%, less than PTTRX's 4.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXIEX PIMCO Fixed Income SHares: Series TE | 2.03% | 2.75% | 4.53% | 3.98% | 3.25% | 2.63% | 3.37% | 3.63% | 3.79% | 2.67% | 0.00% | 0.00% |
PTTRX PIMCO Total Return Fund Institutional Class | 4.12% | 4.47% | 4.61% | 3.81% | 3.63% | 2.59% | 6.11% | 3.96% | 3.13% | 2.63% | 3.02% | 6.64% |
Drawdowns
FXIEX vs. PTTRX - Drawdown Comparison
The maximum FXIEX drawdown since its inception was -15.25%, smaller than the maximum PTTRX drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for FXIEX and PTTRX.
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Drawdown Indicators
| FXIEX | PTTRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.25% | -19.28% | +4.03% |
Max Drawdown (1Y)Largest decline over 1 year | -5.11% | -3.67% | -1.44% |
Max Drawdown (5Y)Largest decline over 5 years | -15.25% | -19.28% | +4.03% |
Max Drawdown (10Y)Largest decline over 10 years | -15.25% | -19.28% | +4.03% |
Current DrawdownCurrent decline from peak | -2.01% | -2.78% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -2.92% | -2.19% | -0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 1.24% | +0.60% |
Volatility
FXIEX vs. PTTRX - Volatility Comparison
The current volatility for PIMCO Fixed Income SHares: Series TE (FXIEX) is 1.07%, while PIMCO Total Return Fund Institutional Class (PTTRX) has a volatility of 2.05%. This indicates that FXIEX experiences smaller price fluctuations and is considered to be less risky 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
| FXIEX | PTTRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 2.05% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 2.33% | 3.00% | -0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.73% | 5.15% | +0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.30% | 6.20% | -1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.07% | 5.19% | -1.12% |