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PIMIX vs. PTTRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIMIX vs. PTTRX - Performance Comparison

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

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PIMIX vs. PTTRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIMIX
PIMCO Income Fund Institutional Class
-1.36%11.08%5.45%9.36%-9.07%2.62%5.84%8.10%0.63%8.63%
PTTRX
PIMCO Total Return Fund Institutional Class
-1.02%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, PIMIX achieves a -1.36% return, which is significantly lower than PTTRX's -1.02% return. Over the past 10 years, PIMIX has outperformed PTTRX with an annualized return of 4.66%, while PTTRX has yielded a comparatively lower 2.24% annualized return.


PIMIX

1D
0.47%
1M
-3.24%
YTD
-1.36%
6M
1.15%
1Y
6.07%
3Y*
7.20%
5Y*
3.38%
10Y*
4.66%

PTTRX

1D
0.58%
1M
-3.11%
YTD
-1.02%
6M
0.68%
1Y
4.56%
3Y*
4.69%
5Y*
0.65%
10Y*
2.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PIMIX vs. PTTRX - Expense Ratio Comparison

PIMIX has a 0.62% expense ratio, which is higher than PTTRX's 0.47% expense ratio.


Return for Risk

PIMIX vs. PTTRX — Risk / Return Rank

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

PIMIX
PIMIX Risk / Return Rank: 8181
Overall Rank
PIMIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PIMIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
PIMIX Omega Ratio Rank: 7878
Omega Ratio Rank
PIMIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PIMIX Martin Ratio Rank: 7878
Martin Ratio Rank

PTTRX
PTTRX Risk / Return Rank: 5353
Overall Rank
PTTRX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
PTTRX Sortino Ratio Rank: 5353
Sortino Ratio Rank
PTTRX Omega Ratio Rank: 4242
Omega Ratio Rank
PTTRX Calmar Ratio Rank: 6969
Calmar Ratio Rank
PTTRX Martin Ratio Rank: 4646
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.

PIMIX vs. PTTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Fund Institutional Class (PIMIX) 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.


PIMIXPTTRXDifference

Sharpe ratio

Return per unit of total volatility

1.56

1.00

+0.56

Sortino ratio

Return per unit of downside risk

2.25

1.41

+0.83

Omega ratio

Gain probability vs. loss probability

1.29

1.18

+0.11

Calmar ratio

Return relative to maximum drawdown

1.87

1.56

+0.32

Martin ratio

Return relative to average drawdown

7.56

4.64

+2.92

PIMIX vs. PTTRX - Sharpe Ratio Comparison

The current PIMIX Sharpe Ratio is 1.56, which is higher than the PTTRX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of PIMIX 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


PIMIXPTTRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.00

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.11

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

0.43

+0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

1.56

1.15

+0.41

Correlation

The correlation between PIMIX and PTTRX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PIMIX vs. PTTRX - Dividend Comparison

PIMIX's dividend yield for the trailing twelve months is around 5.57%, more than PTTRX's 4.14% yield.


TTM20252024202320222021202020192018201720162015
PIMIX
PIMCO Income Fund Institutional Class
5.57%6.01%6.27%6.21%4.98%4.02%4.88%5.83%5.66%5.37%5.52%7.88%
PTTRX
PIMCO Total Return Fund Institutional Class
4.14%4.47%4.61%3.81%3.63%2.59%6.11%3.96%3.13%2.63%3.02%6.64%

Drawdowns

PIMIX vs. PTTRX - Drawdown Comparison

The maximum PIMIX drawdown since its inception was -13.39%, smaller than the maximum PTTRX drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for PIMIX and PTTRX.


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Drawdown Indicators


PIMIXPTTRXDifference

Max Drawdown

Largest peak-to-trough decline

-13.39%

-19.28%

+5.89%

Max Drawdown (1Y)

Largest decline over 1 year

-3.69%

-3.67%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-13.34%

-19.28%

+5.94%

Max Drawdown (10Y)

Largest decline over 10 years

-13.39%

-19.28%

+5.89%

Current Drawdown

Current decline from peak

-3.24%

-3.11%

-0.13%

Average Drawdown

Average peak-to-trough decline

-1.69%

-2.19%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.23%

-0.31%

Volatility

PIMIX vs. PTTRX - Volatility Comparison

The current volatility for PIMCO Income Fund Institutional Class (PIMIX) is 1.88%, while PIMCO Total Return Fund Institutional Class (PTTRX) has a volatility of 2.04%. This indicates that PIMIX 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


PIMIXPTTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.88%

2.04%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

2.98%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

5.15%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.75%

6.20%

-1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.20%

5.19%

-0.99%