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PLRIX vs. RPLCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLRIX vs. RPLCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Long Duration Total Return Fund (PLRIX) and T. Rowe Price Institutional Long Duration Credit Fund (RPLCX). The values are adjusted to include any dividend payments, if applicable.

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PLRIX vs. RPLCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLRIX
PIMCO Long Duration Total Return Fund
-1.66%8.78%-2.18%7.24%-28.32%-1.53%17.77%18.62%-3.83%12.79%
RPLCX
T. Rowe Price Institutional Long Duration Credit Fund
-2.19%7.65%-1.84%9.05%-27.00%-0.19%16.73%23.72%-6.27%11.03%

Returns By Period

In the year-to-date period, PLRIX achieves a -1.66% return, which is significantly higher than RPLCX's -2.19% return. Over the past 10 years, PLRIX has underperformed RPLCX with an annualized return of 1.87%, while RPLCX has yielded a comparatively higher 2.24% annualized return.


PLRIX

1D
1.14%
1M
-5.22%
YTD
-1.66%
6M
-1.21%
1Y
1.96%
3Y*
1.84%
5Y*
-2.56%
10Y*
1.87%

RPLCX

1D
0.82%
1M
-4.42%
YTD
-2.19%
6M
-2.05%
1Y
2.64%
3Y*
2.11%
5Y*
-2.19%
10Y*
2.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLRIX vs. RPLCX - Expense Ratio Comparison

PLRIX has a 0.50% expense ratio, which is higher than RPLCX's 0.45% expense ratio.


Return for Risk

PLRIX vs. RPLCX — Risk / Return Rank

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

PLRIX
PLRIX Risk / Return Rank: 1313
Overall Rank
PLRIX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
PLRIX Sortino Ratio Rank: 1111
Sortino Ratio Rank
PLRIX Omega Ratio Rank: 1010
Omega Ratio Rank
PLRIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
PLRIX Martin Ratio Rank: 1414
Martin Ratio Rank

RPLCX
RPLCX Risk / Return Rank: 1717
Overall Rank
RPLCX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
RPLCX Sortino Ratio Rank: 1313
Sortino Ratio Rank
RPLCX Omega Ratio Rank: 1212
Omega Ratio Rank
RPLCX Calmar Ratio Rank: 2626
Calmar Ratio Rank
RPLCX Martin Ratio Rank: 1919
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.

PLRIX vs. RPLCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Long Duration Total Return Fund (PLRIX) and T. Rowe Price Institutional Long Duration Credit Fund (RPLCX). 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.


PLRIXRPLCXDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.40

-0.09

Sortino ratio

Return per unit of downside risk

0.49

0.61

-0.12

Omega ratio

Gain probability vs. loss probability

1.06

1.08

-0.01

Calmar ratio

Return relative to maximum drawdown

0.55

0.77

-0.22

Martin ratio

Return relative to average drawdown

1.35

1.99

-0.64

PLRIX vs. RPLCX - Sharpe Ratio Comparison

The current PLRIX Sharpe Ratio is 0.32, which is comparable to the RPLCX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of PLRIX and RPLCX, 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


PLRIXRPLCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.40

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

-0.19

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.21

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.33

+0.11

Correlation

The correlation between PLRIX and RPLCX is 0.96, 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

PLRIX vs. RPLCX - Dividend Comparison

PLRIX's dividend yield for the trailing twelve months is around 4.24%, less than RPLCX's 5.00% yield.


TTM20252024202320222021202020192018201720162015
PLRIX
PIMCO Long Duration Total Return Fund
4.24%4.57%3.75%3.19%3.32%6.55%13.35%11.38%5.19%6.51%9.97%8.51%
RPLCX
T. Rowe Price Institutional Long Duration Credit Fund
5.00%5.32%5.17%4.15%3.54%6.09%7.16%13.58%4.33%4.07%3.79%4.70%

Drawdowns

PLRIX vs. RPLCX - Drawdown Comparison

The maximum PLRIX drawdown since its inception was -37.41%, which is greater than RPLCX's maximum drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for PLRIX and RPLCX.


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Drawdown Indicators


PLRIXRPLCXDifference

Max Drawdown

Largest peak-to-trough decline

-37.41%

-35.21%

-2.20%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-5.80%

-1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-36.81%

-35.21%

-1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-37.41%

-35.21%

-2.20%

Current Drawdown

Current decline from peak

-22.03%

-19.31%

-2.72%

Average Drawdown

Average peak-to-trough decline

-8.31%

-10.01%

+1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.25%

+0.66%

Volatility

PLRIX vs. RPLCX - Volatility Comparison

PIMCO Long Duration Total Return Fund (PLRIX) has a higher volatility of 3.74% compared to T. Rowe Price Institutional Long Duration Credit Fund (RPLCX) at 3.32%. This indicates that PLRIX's price experiences larger fluctuations and is considered to be riskier than RPLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLRIXRPLCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

3.32%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

5.77%

5.32%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

9.85%

8.79%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.45%

11.64%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.45%

10.59%

+0.86%