PNYIX vs. PTTRX
Compare and contrast key facts about PIMCO New York Municipal Fund (PNYIX) and PIMCO Total Return Fund Institutional Class (PTTRX).
PNYIX is managed by PIMCO. It was launched on Aug 8, 2004. PTTRX is managed by PIMCO.
Performance
PNYIX vs. PTTRX - Performance Comparison
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PNYIX vs. PTTRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PNYIX PIMCO New York Municipal Fund | 0.05% | 4.16% | 2.89% | 8.13% | -10.19% | 2.46% | 4.73% | 7.78% | 1.00% | 5.79% |
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, PNYIX achieves a 0.05% return, which is significantly higher than PTTRX's -0.68% return. Over the past 10 years, PNYIX has outperformed PTTRX with an annualized return of 2.43%, while PTTRX has yielded a comparatively lower 2.27% annualized return.
PNYIX
- 1D
- 0.19%
- 1M
- -1.75%
- YTD
- 0.05%
- 6M
- 1.29%
- 1Y
- 3.72%
- 3Y*
- 4.06%
- 5Y*
- 1.34%
- 10Y*
- 2.43%
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%
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PNYIX vs. PTTRX - Expense Ratio Comparison
PNYIX has a 0.46% expense ratio, which is lower than PTTRX's 0.47% expense ratio.
Return for Risk
PNYIX vs. PTTRX — Risk / Return Rank
PNYIX
PTTRX
PNYIX vs. PTTRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO New York Municipal Fund (PNYIX) 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.
| PNYIX | PTTRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 0.97 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.37 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.69 | -0.58 |
Martin ratioReturn relative to average drawdown | 3.40 | 4.99 | -1.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PNYIX | PTTRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 0.97 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.11 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.44 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.19 | 1.15 | +0.04 |
Correlation
The correlation between PNYIX and PTTRX is 0.49, 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
PNYIX vs. PTTRX - Dividend Comparison
PNYIX's dividend yield for the trailing twelve months is around 3.71%, less than PTTRX's 4.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PNYIX PIMCO New York Municipal Fund | 3.71% | 4.77% | 4.24% | 3.49% | 2.00% | 1.92% | 2.01% | 2.84% | 3.33% | 3.27% | 3.44% | 3.65% |
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
PNYIX vs. PTTRX - Drawdown Comparison
The maximum PNYIX drawdown since its inception was -15.33%, smaller than the maximum PTTRX drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for PNYIX and PTTRX.
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Drawdown Indicators
| PNYIX | PTTRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.33% | -19.28% | +3.95% |
Max Drawdown (1Y)Largest decline over 1 year | -4.74% | -3.67% | -1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -15.33% | -19.28% | +3.95% |
Max Drawdown (10Y)Largest decline over 10 years | -15.33% | -19.28% | +3.95% |
Current DrawdownCurrent decline from peak | -2.03% | -2.78% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -1.70% | -2.19% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 1.24% | +0.31% |
Volatility
PNYIX vs. PTTRX - Volatility Comparison
The current volatility for PIMCO New York Municipal Fund (PNYIX) is 0.96%, while PIMCO Total Return Fund Institutional Class (PTTRX) has a volatility of 2.05%. This indicates that PNYIX 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
| PNYIX | PTTRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.96% | 2.05% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 1.61% | 3.00% | -1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.85% | 5.15% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.09% | 6.20% | -2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.88% | 5.19% | -1.31% |