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PTCIX vs. DODLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTCIX vs. DODLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Long-Term Credit Bond Fund (PTCIX) and Dodge & Cox Global Bond Fund (DODLX). The values are adjusted to include any dividend payments, if applicable.

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PTCIX vs. DODLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTCIX
PIMCO Long-Term Credit Bond Fund
-2.23%8.56%-0.06%9.20%-27.04%-1.00%13.28%24.99%-5.92%13.56%
DODLX
Dodge & Cox Global Bond Fund
-0.65%11.51%0.55%12.30%-8.21%-0.85%11.87%12.23%-1.45%8.31%

Returns By Period

In the year-to-date period, PTCIX achieves a -2.23% return, which is significantly lower than DODLX's -0.65% return. Over the past 10 years, PTCIX has underperformed DODLX with an annualized return of 2.83%, while DODLX has yielded a comparatively higher 4.83% annualized return.


PTCIX

1D
1.06%
1M
-4.96%
YTD
-2.23%
6M
-1.93%
1Y
2.78%
3Y*
3.06%
5Y*
-1.82%
10Y*
2.83%

DODLX

1D
0.36%
1M
-3.32%
YTD
-0.65%
6M
0.39%
1Y
6.74%
3Y*
6.53%
5Y*
3.13%
10Y*
4.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTCIX vs. DODLX - Expense Ratio Comparison

PTCIX has a 0.55% expense ratio, which is higher than DODLX's 0.45% expense ratio.


Return for Risk

PTCIX vs. DODLX — Risk / Return Rank

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

PTCIX
PTCIX Risk / Return Rank: 1717
Overall Rank
PTCIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PTCIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
PTCIX Omega Ratio Rank: 1212
Omega Ratio Rank
PTCIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
PTCIX Martin Ratio Rank: 1818
Martin Ratio Rank

DODLX
DODLX Risk / Return Rank: 8282
Overall Rank
DODLX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DODLX Sortino Ratio Rank: 8585
Sortino Ratio Rank
DODLX Omega Ratio Rank: 7777
Omega Ratio Rank
DODLX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DODLX Martin Ratio Rank: 8181
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.

PTCIX vs. DODLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Long-Term Credit Bond Fund (PTCIX) and Dodge & Cox Global Bond Fund (DODLX). 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.


PTCIXDODLXDifference

Sharpe ratio

Return per unit of total volatility

0.40

1.57

-1.16

Sortino ratio

Return per unit of downside risk

0.60

2.23

-1.63

Omega ratio

Gain probability vs. loss probability

1.08

1.29

-0.22

Calmar ratio

Return relative to maximum drawdown

0.72

2.00

-1.28

Martin ratio

Return relative to average drawdown

1.86

8.06

-6.20

PTCIX vs. DODLX - Sharpe Ratio Comparison

The current PTCIX Sharpe Ratio is 0.40, which is lower than the DODLX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of PTCIX and DODLX, 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


PTCIXDODLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

1.57

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.61

-0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

1.02

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.77

-0.22

Correlation

The correlation between PTCIX and DODLX is 0.61, 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

PTCIX vs. DODLX - Dividend Comparison

PTCIX's dividend yield for the trailing twelve months is around 5.41%, more than DODLX's 4.11% yield.


TTM20252024202320222021202020192018201720162015
PTCIX
PIMCO Long-Term Credit Bond Fund
5.41%5.67%5.23%3.83%4.86%7.39%7.72%5.14%6.51%4.81%5.75%14.97%
DODLX
Dodge & Cox Global Bond Fund
4.11%4.07%4.73%3.31%5.05%3.86%2.66%3.40%5.19%2.45%1.69%0.00%

Drawdowns

PTCIX vs. DODLX - Drawdown Comparison

The maximum PTCIX drawdown since its inception was -35.64%, which is greater than DODLX's maximum drawdown of -16.30%. Use the drawdown chart below to compare losses from any high point for PTCIX and DODLX.


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Drawdown Indicators


PTCIXDODLXDifference

Max Drawdown

Largest peak-to-trough decline

-35.64%

-16.30%

-19.34%

Max Drawdown (1Y)

Largest decline over 1 year

-5.95%

-3.67%

-2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-35.64%

-16.30%

-19.34%

Max Drawdown (10Y)

Largest decline over 10 years

-35.64%

-16.30%

-19.34%

Current Drawdown

Current decline from peak

-17.32%

-3.32%

-14.00%

Average Drawdown

Average peak-to-trough decline

-8.14%

-3.06%

-5.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

0.91%

+1.40%

Volatility

PTCIX vs. DODLX - Volatility Comparison

PIMCO Long-Term Credit Bond Fund (PTCIX) has a higher volatility of 3.71% compared to Dodge & Cox Global Bond Fund (DODLX) at 1.99%. This indicates that PTCIX's price experiences larger fluctuations and is considered to be riskier than DODLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTCIXDODLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

1.99%

+1.72%

Volatility (6M)

Calculated over the trailing 6-month period

5.41%

2.77%

+2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

9.29%

4.45%

+4.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.51%

5.17%

+6.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.44%

4.77%

+5.67%