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PLDIX vs. PTTRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLDIX vs. PTTRX - Performance Comparison

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

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PLDIX vs. PTTRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLDIX
PIMCO Low Duration ESG Fund
-0.42%5.30%4.98%4.81%-5.98%-0.63%3.30%4.25%0.32%1.69%
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, PLDIX achieves a -0.42% return, which is significantly higher than PTTRX's -1.02% return. Over the past 10 years, PLDIX has underperformed PTTRX with an annualized return of 1.84%, while PTTRX has yielded a comparatively higher 2.24% annualized return.


PLDIX

1D
0.11%
1M
-1.19%
YTD
-0.42%
6M
0.74%
1Y
3.15%
3Y*
4.30%
5Y*
1.54%
10Y*
1.84%

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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PLDIX vs. PTTRX - Expense Ratio Comparison

PLDIX has a 0.50% expense ratio, which is higher than PTTRX's 0.47% expense ratio.


Return for Risk

PLDIX vs. PTTRX — Risk / Return Rank

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

PLDIX
PLDIX Risk / Return Rank: 8888
Overall Rank
PLDIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PLDIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
PLDIX Omega Ratio Rank: 8484
Omega Ratio Rank
PLDIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
PLDIX Martin Ratio Rank: 8989
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.

PLDIX vs. PTTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Low Duration ESG Fund (PLDIX) 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.


PLDIXPTTRXDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.00

+0.62

Sortino ratio

Return per unit of downside risk

2.74

1.41

+1.32

Omega ratio

Gain probability vs. loss probability

1.35

1.18

+0.16

Calmar ratio

Return relative to maximum drawdown

2.44

1.56

+0.88

Martin ratio

Return relative to average drawdown

9.74

4.64

+5.09

PLDIX vs. PTTRX - Sharpe Ratio Comparison

The current PLDIX Sharpe Ratio is 1.62, which is higher than the PTTRX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of PLDIX 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


PLDIXPTTRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.00

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.11

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.43

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.32

1.15

+0.17

Correlation

The correlation between PLDIX and PTTRX is 0.75, 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

PLDIX vs. PTTRX - Dividend Comparison

PLDIX's dividend yield for the trailing twelve months is around 3.34%, less than PTTRX's 4.14% yield.


TTM20252024202320222021202020192018201720162015
PLDIX
PIMCO Low Duration ESG Fund
3.34%3.62%3.39%2.97%1.90%0.82%1.26%2.46%1.92%1.04%1.82%1.93%
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

PLDIX vs. PTTRX - Drawdown Comparison

The maximum PLDIX drawdown since its inception was -9.77%, smaller than the maximum PTTRX drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for PLDIX and PTTRX.


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Drawdown Indicators


PLDIXPTTRXDifference

Max Drawdown

Largest peak-to-trough decline

-9.77%

-19.28%

+9.51%

Max Drawdown (1Y)

Largest decline over 1 year

-1.51%

-3.67%

+2.16%

Max Drawdown (5Y)

Largest decline over 5 years

-8.34%

-19.28%

+10.94%

Max Drawdown (10Y)

Largest decline over 10 years

-8.34%

-19.28%

+10.94%

Current Drawdown

Current decline from peak

-1.19%

-3.11%

+1.92%

Average Drawdown

Average peak-to-trough decline

-0.84%

-2.19%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

1.23%

-0.85%

Volatility

PLDIX vs. PTTRX - Volatility Comparison

The current volatility for PIMCO Low Duration ESG Fund (PLDIX) is 0.73%, while PIMCO Total Return Fund Institutional Class (PTTRX) has a volatility of 2.04%. This indicates that PLDIX 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


PLDIXPTTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

2.04%

-1.31%

Volatility (6M)

Calculated over the trailing 6-month period

1.41%

2.98%

-1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

2.15%

5.15%

-3.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.31%

6.20%

-3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.97%

5.19%

-3.22%