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PDIIX vs. PTTRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PDIIX and PTTRX is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

PDIIX vs. PTTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Diversified Income Fund (PDIIX) and PIMCO Total Return Fund Institutional Class (PTTRX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PDIIX:

1.84

PTTRX:

0.92

Sortino Ratio

PDIIX:

2.61

PTTRX:

1.21

Omega Ratio

PDIIX:

1.35

PTTRX:

1.14

Calmar Ratio

PDIIX:

1.28

PTTRX:

0.10

Martin Ratio

PDIIX:

7.09

PTTRX:

2.32

Ulcer Index

PDIIX:

1.00%

PTTRX:

2.00%

Daily Std Dev

PDIIX:

4.02%

PTTRX:

5.73%

Max Drawdown

PDIIX:

-22.29%

PTTRX:

-90.27%

Current Drawdown

PDIIX:

-0.43%

PTTRX:

-40.86%

Returns By Period

In the year-to-date period, PDIIX achieves a 2.17% return, which is significantly higher than PTTRX's 2.00% return. Over the past 10 years, PDIIX has outperformed PTTRX with an annualized return of 3.66%, while PTTRX has yielded a comparatively lower 1.15% annualized return.


PDIIX

YTD

2.17%

1M

1.62%

6M

2.84%

1Y

7.34%

3Y*

5.85%

5Y*

2.74%

10Y*

3.66%

PTTRX

YTD

2.00%

1M

0.15%

6M

2.09%

1Y

5.37%

3Y*

2.01%

5Y*

-0.90%

10Y*

1.15%

*Annualized

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PIMCO Diversified Income Fund

PDIIX vs. PTTRX - Expense Ratio Comparison

PDIIX has a 0.75% expense ratio, which is higher than PTTRX's 0.47% expense ratio.


Risk-Adjusted Performance

PDIIX vs. PTTRX — Risk-Adjusted Performance Rank

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

PDIIX
The Risk-Adjusted Performance Rank of PDIIX is 9090
Overall Rank
The Sharpe Ratio Rank of PDIIX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of PDIIX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of PDIIX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of PDIIX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of PDIIX is 9191
Martin Ratio Rank

PTTRX
The Risk-Adjusted Performance Rank of PTTRX is 6161
Overall Rank
The Sharpe Ratio Rank of PTTRX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of PTTRX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of PTTRX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of PTTRX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of PTTRX is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PDIIX vs. PTTRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Diversified Income Fund (PDIIX) 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.


The current PDIIX Sharpe Ratio is 1.84, which is higher than the PTTRX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of PDIIX and PTTRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PDIIX vs. PTTRX - Dividend Comparison

PDIIX's dividend yield for the trailing twelve months is around 5.42%, more than PTTRX's 4.68% yield.


TTM20242023202220212020201920182017201620152014
PDIIX
PIMCO Diversified Income Fund
5.42%5.21%4.67%5.01%3.58%3.64%4.83%4.46%4.85%4.95%7.69%10.95%
PTTRX
PIMCO Total Return Fund Institutional Class
4.68%4.61%3.82%4.41%2.35%2.53%3.79%3.12%2.63%3.04%3.06%4.17%

Drawdowns

PDIIX vs. PTTRX - Drawdown Comparison

The maximum PDIIX drawdown since its inception was -22.29%, smaller than the maximum PTTRX drawdown of -90.27%. Use the drawdown chart below to compare losses from any high point for PDIIX and PTTRX. For additional features, visit the drawdowns tool.


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Volatility

PDIIX vs. PTTRX - Volatility Comparison

The current volatility for PIMCO Diversified Income Fund (PDIIX) is 0.95%, while PIMCO Total Return Fund Institutional Class (PTTRX) has a volatility of 1.80%. This indicates that PDIIX 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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