PG vs. PTTRX
PG (The Procter & Gamble Company) is a stock, while PTTRX (PIMCO Total Return Fund Institutional Class) is Total Bond Market fund managed by PIMCO. Over the past 10 years, PG returned 8.96%/yr vs 2.29%/yr for PTTRX. At a 0.07 correlation, their price movements are largely independent.
Performance
PG vs. PTTRX - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 5.93% return, which is significantly higher than PTTRX's 0.64% return. Over the past 10 years, PG has outperformed PTTRX with an annualized return of 8.96%, while PTTRX has yielded a comparatively lower 2.29% annualized return.
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
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%
PG vs. PTTRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
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 PG and PTTRX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1988 | 0.07 |
Over the past year, PG and PTTRX have become more correlated (0.32) than their long-term average of 0.07, meaning their price movements have been converging.
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Return for Risk
PG vs. PTTRX — Risk / Return Rank
PG
PTTRX
PG vs. PTTRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.
| PG | PTTRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.27 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 1.83 | -2.20 |
| Martin ratioReturn relative to average drawdown | -0.68 | 5.48 | -6.16 |
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Drawdowns
PG vs. PTTRX - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, which is greater than PTTRX's maximum drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for PG and PTTRX.
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Drawdown Indicators
| PG | PTTRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -19.28% | -34.97% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -3.69% | -11.83% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -6.18% | -14.97% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -19.28% | -4.49% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -19.28% | -4.49% |
Current DrawdownCurrent decline from peak | -13.29% | -1.49% | -11.80% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -2.19% | -9.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.80% | 1.23% | +7.57% |
Volatility
PG vs. PTTRX - Volatility Comparison
The Procter & Gamble Company (PG) has a higher volatility of 6.99% compared to PIMCO Total Return Fund Institutional Class (PTTRX) at 1.77%. This indicates that PG'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
| PG | PTTRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 1.77% | +5.22% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 3.61% | +11.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 4.63% | +14.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 6.28% | +11.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 5.23% | +13.82% |
Dividends
PG vs. PTTRX - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.85%, less than PTTRX's 4.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
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
PG and PTTRX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (6.99%) compared to PTTRX (1.77%). In terms of maximum drawdown, PG dropped -54.25% vs PTTRX's -19.28%.
PTTRX currently has the higher Sharpe Ratio (1.47 vs -0.30), 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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