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

Performance

PSAIX vs. PTTRX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, PSAIX achieves a 0.51% return, which is significantly higher than PTTRX's 0.30% return. Over the past 10 years, PSAIX has outperformed PTTRX with an annualized return of 3.50%, while PTTRX has yielded a comparatively lower 2.27% annualized return.


PSAIX

1D
-0.19%
1M
1.15%
YTD
0.51%
6M
1.11%
1Y
5.49%
3Y*
6.03%
5Y*
2.00%
10Y*
3.50%

PTTRX

1D
-0.34%
1M
0.88%
YTD
0.30%
6M
0.80%
1Y
6.09%
3Y*
5.37%
5Y*
0.57%
10Y*
2.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSAIX vs. PTTRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSAIX
PIMCO Global Advantage Strategy Bond Fund
0.51%8.87%3.21%7.91%-11.07%1.11%7.76%8.94%-0.60%7.86%
PTTRX
PIMCO Total Return Fund Institutional Class
0.30%9.35%2.62%6.33%-14.72%-0.59%8.88%8.36%-0.24%5.13%

Correlation

The correlation between PSAIX and PTTRX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2009

0.57

Over the past year, PSAIX and PTTRX have become more correlated (0.83) than their long-term average of 0.57, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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


Return for Risk

PSAIX vs. PTTRX — Risk / Return Rank

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

PSAIX
PSAIX Risk / Return Rank: 2222
Overall Rank
PSAIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
PSAIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
PSAIX Omega Ratio Rank: 3030
Omega Ratio Rank
PSAIX Calmar Ratio Rank: 1515
Calmar Ratio Rank
PSAIX Martin Ratio Rank: 1616
Martin Ratio Rank

PTTRX
PTTRX Risk / Return Rank: 2626
Overall Rank
PTTRX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PTTRX Sortino Ratio Rank: 2828
Sortino Ratio Rank
PTTRX Omega Ratio Rank: 2727
Omega Ratio Rank
PTTRX Calmar Ratio Rank: 2525
Calmar Ratio Rank
PTTRX Martin Ratio Rank: 2222
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.

PSAIX vs. PTTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Global Advantage Strategy Bond Fund (PSAIX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PSAIXPTTRXDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.27

1.25

+0.01

Calmar ratioReturn relative to maximum drawdown

1.25

1.73

-0.49

Martin ratioReturn relative to average drawdown

4.01

5.09

-1.08

PSAIX vs. PTTRX - Sharpe Ratio Comparison

The current PSAIX Sharpe Ratio is 1.33, which is comparable to the PTTRX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of PSAIX and PTTRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PSAIX vs. PTTRX - Drawdown Comparison

The maximum PSAIX drawdown since its inception was -15.35%, smaller than the maximum PTTRX drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for PSAIX and PTTRX.


Loading charts...

Drawdown Indicators


PSAIXPTTRXDifference

Max Drawdown

Largest peak-to-trough decline

-15.35%

-19.28%

+3.93%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

-3.69%

-0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-4.61%

-6.18%

+1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-15.35%

-19.28%

+3.93%

Max Drawdown (10Y)

Largest decline over 10 years

-15.35%

-19.28%

+3.93%

Current Drawdown

Current decline from peak

-1.59%

-1.82%

+0.23%

Average Drawdown

Average peak-to-trough decline

-3.31%

-2.19%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

1.25%

+0.18%

Volatility

PSAIX vs. PTTRX - Volatility Comparison

The current volatility for PIMCO Global Advantage Strategy Bond Fund (PSAIX) is 1.26%, while PIMCO Total Return Fund Institutional Class (PTTRX) has a volatility of 1.39%. This indicates that PSAIX 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 charts...

Volatility by Period


PSAIXPTTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

1.39%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

3.85%

3.63%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

4.33%

4.63%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.99%

6.28%

-2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.67%

5.24%

-1.57%

PSAIX vs. PTTRX - Expense Ratio Comparison

PSAIX has a 0.65% expense ratio, which is higher than PTTRX's 0.53% expense ratio.


Dividends

PSAIX vs. PTTRX - Dividend Comparison

PSAIX's dividend yield for the trailing twelve months is around 4.28%, less than PTTRX's 4.56% yield.


PositionTTM20252024202320222021202020192018201720162015
PSAIX
PIMCO Global Advantage Strategy Bond Fund
4.28%4.22%3.66%3.14%4.10%4.61%2.20%2.79%2.43%1.83%2.03%2.52%
PTTRX
PIMCO Total Return Fund Institutional Class
4.56%4.47%4.61%3.81%3.63%2.59%6.11%3.96%3.13%2.63%3.02%6.64%

Frequently Asked Questions


PSAIX and PTTRX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PTTRX has higher volatility (1.39%) compared to PSAIX (1.26%). In terms of maximum drawdown, PSAIX dropped -15.35% vs PTTRX's -19.28%.

PTTRX currently has the higher Sharpe Ratio (1.38 vs 1.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PSAIX and PTTRX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer