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PIGIX vs. PTTRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIGIX vs. PTTRX - Performance Comparison

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

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PIGIX vs. PTTRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIGIX
PIMCO Investment Grade Credit Bond Fund
-1.18%8.52%3.28%7.97%-16.67%-1.03%7.53%14.75%-1.99%7.96%
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, PIGIX achieves a -1.18% return, which is significantly lower than PTTRX's -0.68% return. Over the past 10 years, PIGIX has outperformed PTTRX with an annualized return of 2.91%, while PTTRX has yielded a comparatively lower 2.27% annualized return.


PIGIX

1D
0.45%
1M
-2.49%
YTD
-1.18%
6M
-0.31%
1Y
3.80%
3Y*
4.83%
5Y*
0.49%
10Y*
2.91%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PIGIX vs. PTTRX - Expense Ratio Comparison

PIGIX has a 0.51% expense ratio, which is higher than PTTRX's 0.47% expense ratio.


Return for Risk

PIGIX vs. PTTRX — Risk / Return Rank

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

PIGIX
PIGIX Risk / Return Rank: 3535
Overall Rank
PIGIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PIGIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
PIGIX Omega Ratio Rank: 2424
Omega Ratio Rank
PIGIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
PIGIX Martin Ratio Rank: 4040
Martin Ratio Rank

PTTRX
PTTRX Risk / Return Rank: 4949
Overall Rank
PTTRX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PTTRX Sortino Ratio Rank: 4444
Sortino Ratio Rank
PTTRX Omega Ratio Rank: 3535
Omega Ratio Rank
PTTRX Calmar Ratio Rank: 7171
Calmar Ratio Rank
PTTRX Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PIGIX vs. PTTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Investment Grade Credit Bond Fund (PIGIX) 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.


PIGIXPTTRXDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.97

-0.15

Sortino ratio

Return per unit of downside risk

1.14

1.37

-0.23

Omega ratio

Gain probability vs. loss probability

1.15

1.18

-0.03

Calmar ratio

Return relative to maximum drawdown

1.32

1.69

-0.37

Martin ratio

Return relative to average drawdown

4.41

4.99

-0.57

PIGIX vs. PTTRX - Sharpe Ratio Comparison

The current PIGIX Sharpe Ratio is 0.81, which is comparable to the PTTRX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of PIGIX 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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Sharpe Ratios by Period


PIGIXPTTRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.97

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.11

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.44

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

1.15

-0.10

Correlation

The correlation between PIGIX and PTTRX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PIGIX vs. PTTRX - Dividend Comparison

PIGIX's dividend yield for the trailing twelve months is around 4.45%, more than PTTRX's 4.12% yield.


TTM20252024202320222021202020192018201720162015
PIGIX
PIMCO Investment Grade Credit Bond Fund
4.45%4.69%4.37%3.48%3.37%4.50%3.81%3.93%4.22%4.47%3.91%6.70%
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

PIGIX vs. PTTRX - Drawdown Comparison

The maximum PIGIX drawdown since its inception was -23.09%, which is greater than PTTRX's maximum drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for PIGIX and PTTRX.


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Drawdown Indicators


PIGIXPTTRXDifference

Max Drawdown

Largest peak-to-trough decline

-23.09%

-19.28%

-3.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.98%

-3.67%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-23.09%

-19.28%

-3.81%

Max Drawdown (10Y)

Largest decline over 10 years

-23.09%

-19.28%

-3.81%

Current Drawdown

Current decline from peak

-3.01%

-2.78%

-0.23%

Average Drawdown

Average peak-to-trough decline

-3.07%

-2.19%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

1.24%

-0.05%

Volatility

PIGIX vs. PTTRX - Volatility Comparison

PIMCO Investment Grade Credit Bond Fund (PIGIX) has a higher volatility of 2.25% compared to PIMCO Total Return Fund Institutional Class (PTTRX) at 2.05%. This indicates that PIGIX'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


PIGIXPTTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

2.05%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

3.20%

3.00%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

5.16%

5.15%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.38%

6.20%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.78%

5.19%

+0.59%