PortfoliosLab logoPortfoliosLab logo
PIPNX vs. PTTRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIPNX vs. PTTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Income Fund Class I-3 (PIPNX) and PIMCO Total Return Fund Institutional Class (PTTRX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PIPNX vs. PTTRX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PIPNX
PIMCO Income Fund Class I-3
-1.01%10.91%5.32%8.08%-9.14%2.50%5.68%7.92%1.22%
PTTRX
PIMCO Total Return Fund Institutional Class
-0.68%9.35%2.62%6.33%-14.72%-0.59%8.88%8.36%1.95%

Returns By Period

In the year-to-date period, PIPNX achieves a -1.01% return, which is significantly lower than PTTRX's -0.68% return.


PIPNX

1D
0.37%
1M
-2.36%
YTD
-1.01%
6M
1.28%
1Y
6.12%
3Y*
6.81%
5Y*
3.09%
10Y*

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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PIPNX vs. PTTRX - Expense Ratio Comparison

PIPNX has a 0.77% expense ratio, which is higher than PTTRX's 0.47% expense ratio.


Return for Risk

PIPNX vs. PTTRX — Risk / Return Rank

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

PIPNX
PIPNX Risk / Return Rank: 7777
Overall Rank
PIPNX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
PIPNX Sortino Ratio Rank: 8181
Sortino Ratio Rank
PIPNX Omega Ratio Rank: 7272
Omega Ratio Rank
PIPNX Calmar Ratio Rank: 7979
Calmar Ratio Rank
PIPNX Martin Ratio Rank: 7676
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.

PIPNX vs. PTTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Fund Class I-3 (PIPNX) 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.


PIPNXPTTRXDifference

Sharpe ratio

Return per unit of total volatility

1.50

0.97

+0.53

Sortino ratio

Return per unit of downside risk

2.15

1.37

+0.78

Omega ratio

Gain probability vs. loss probability

1.28

1.18

+0.11

Calmar ratio

Return relative to maximum drawdown

1.96

1.69

+0.27

Martin ratio

Return relative to average drawdown

7.77

4.99

+2.78

PIPNX vs. PTTRX - Sharpe Ratio Comparison

The current PIPNX Sharpe Ratio is 1.50, which is higher than the PTTRX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of PIPNX 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.


Loading graphics...

Sharpe Ratios by Period


PIPNXPTTRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

0.97

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.11

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

1.15

-0.31

Correlation

The correlation between PIPNX and PTTRX is 0.73, 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

PIPNX vs. PTTRX - Dividend Comparison

PIPNX's dividend yield for the trailing twelve months is around 5.41%, more than PTTRX's 4.12% yield.


TTM20252024202320222021202020192018201720162015
PIPNX
PIMCO Income Fund Class I-3
5.41%5.86%6.15%5.08%4.89%3.91%4.73%5.66%3.66%0.00%0.00%0.00%
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

PIPNX vs. PTTRX - Drawdown Comparison

The maximum PIPNX drawdown since its inception was -13.42%, smaller than the maximum PTTRX drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for PIPNX and PTTRX.


Loading graphics...

Drawdown Indicators


PIPNXPTTRXDifference

Max Drawdown

Largest peak-to-trough decline

-13.42%

-19.28%

+5.86%

Max Drawdown (1Y)

Largest decline over 1 year

-3.69%

-3.67%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-13.42%

-19.28%

+5.86%

Max Drawdown (10Y)

Largest decline over 10 years

-19.28%

Current Drawdown

Current decline from peak

-2.88%

-2.78%

-0.10%

Average Drawdown

Average peak-to-trough decline

-2.42%

-2.19%

-0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

1.24%

-0.31%

Volatility

PIPNX vs. PTTRX - Volatility Comparison

The current volatility for PIMCO Income Fund Class I-3 (PIPNX) is 1.90%, while PIMCO Total Return Fund Institutional Class (PTTRX) has a volatility of 2.05%. This indicates that PIPNX 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.


Loading graphics...

Volatility by Period


PIPNXPTTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.90%

2.05%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

3.00%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

5.15%

-0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.73%

6.20%

-1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.54%

5.19%

-0.65%