PEDIX vs. FUTBX
PEDIX (PIMCO Extended Duration Fund) and FUTBX (Fidelity SAI U.S. Treasury Bond Index Fund) are both Government Bonds funds. Over the past 5 years, PEDIX returned -12.22%/yr vs -1.02%/yr for FUTBX. Their correlation of 0.90 means they have usually moved in the same direction. PEDIX charges 0.50%/yr vs 0.03%/yr for FUTBX.
Performance
PEDIX vs. FUTBX - Performance Comparison
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Returns By Period
In the year-to-date period, PEDIX achieves a -5.53% return, which is significantly lower than FUTBX's -0.71% return.
PEDIX
- 1D
- -0.17%
- 1M
- -5.94%
- 6M
- -5.80%
- YTD
- -5.53%
- 1Y
- -4.34%
- 3Y*
- -5.13%
- 5Y*
- -12.22%
- 10Y*
- -4.27%
- ALL TIME*
- 3.23%
FUTBX
- 1D
- 0.00%
- 1M
- -1.03%
- 6M
- -0.84%
- YTD
- -0.71%
- 1Y
- 1.02%
- 3Y*
- 2.88%
- 5Y*
- -1.02%
- 10Y*
- —
- ALL TIME*
- 1.18%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PEDIX vs. FUTBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEDIX PIMCO Extended Duration Fund | -5.53% | 3.01% | -12.61% | 2.71% | -40.33% | -5.54% | 24.68% | 18.66% | -4.01% | 13.85% |
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | -0.71% | 6.12% | 0.70% | 4.19% | -13.00% | -2.54% | 7.76% | 7.30% | 0.95% | 2.28% |
Correlation
The correlation between PEDIX and FUTBX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.90 |
The correlation between PEDIX and FUTBX has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.
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Return for Risk
PEDIX vs. FUTBX — Risk / Return Rank
PEDIX
FUTBX
PEDIX vs. FUTBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Extended Duration Fund (PEDIX) and Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX). 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.
| PEDIX | FUTBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.10 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 0.71 | -0.88 |
| Martin ratioReturn relative to average drawdown | -0.36 | 1.68 | -2.04 |
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Drawdowns
PEDIX vs. FUTBX - Drawdown Comparison
The maximum PEDIX drawdown since its inception was -60.38%, which is greater than FUTBX's maximum drawdown of -19.69%. Use the drawdown chart below to compare losses from any high point for PEDIX and FUTBX.
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Drawdown Indicators
| PEDIX | FUTBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.38% | -19.69% | -40.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.59% | -3.09% | -9.50% |
Max Drawdown (3Y)Largest decline over 3 years | -22.63% | -4.86% | -17.77% |
Max Drawdown (5Y)Largest decline over 5 years | -56.15% | -17.03% | -39.12% |
Max Drawdown (10Y)Largest decline over 10 years | -60.38% | — | — |
Current DrawdownCurrent decline from peak | -55.62% | -8.34% | -47.28% |
Average DrawdownAverage peak-to-trough decline | -21.45% | -6.97% | -14.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.96% | 1.30% | +4.66% |
Volatility
PEDIX vs. FUTBX - Volatility Comparison
PIMCO Extended Duration Fund (PEDIX) has a higher volatility of 3.90% compared to Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) at 0.92%. This indicates that PEDIX's price experiences larger fluctuations and is considered to be riskier than FUTBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEDIX | FUTBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 0.92% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 2.87% | +8.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.69% | 3.73% | +10.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.05% | 5.80% | +16.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.48% | 5.13% | +15.35% |
PEDIX vs. FUTBX - Expense Ratio Comparison
PEDIX has a 0.50% expense ratio, which is higher than FUTBX's 0.03% expense ratio.
Dividends
PEDIX vs. FUTBX - Dividend Comparison
PEDIX's dividend yield for the trailing twelve months is around 3.84%, more than FUTBX's 3.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | 3.50% | 3.43% | 2.90% | 2.12% | 1.12% | 0.86% | 4.54% | 2.75% | 2.05% | 1.65% | 0.00% | 0.00% |
PEDIX PIMCO Extended Duration Fund | 3.84% | 3.41% | 1.86% | 4.59% | 3.02% | 27.69% | 22.31% | 2.35% | 3.91% | 4.00% | 8.05% | 4.96% |
Frequently Asked Questions
PEDIX and FUTBX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PEDIX has higher volatility (3.90%) compared to FUTBX (0.92%). In terms of maximum drawdown, PEDIX dropped -60.38% vs FUTBX's -19.69%.
FUTBX currently has the higher Sharpe Ratio (0.59 vs -0.15), 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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