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PTCIX vs. SPLB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTCIX vs. SPLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Long-Term Credit Bond Fund (PTCIX) and SPDR Portfolio Long Term Corporate Bond ETF (SPLB). The values are adjusted to include any dividend payments, if applicable.

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PTCIX vs. SPLB - 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%
SPLB
SPDR Portfolio Long Term Corporate Bond ETF
-0.71%7.05%-1.74%11.20%-25.68%-1.99%13.47%23.49%-7.35%12.26%

Returns By Period

In the year-to-date period, PTCIX achieves a -2.23% return, which is significantly lower than SPLB's -0.71% return. Over the past 10 years, PTCIX has outperformed SPLB with an annualized return of 2.83%, while SPLB has yielded a comparatively lower 2.39% 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%

SPLB

1D
0.77%
1M
-3.01%
YTD
-0.71%
6M
-1.36%
1Y
3.79%
3Y*
3.08%
5Y*
-1.80%
10Y*
2.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTCIX vs. SPLB - Expense Ratio Comparison

PTCIX has a 0.55% expense ratio, which is higher than SPLB's 0.07% expense ratio.


Return for Risk

PTCIX vs. SPLB — 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

SPLB
SPLB Risk / Return Rank: 2525
Overall Rank
SPLB Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SPLB Sortino Ratio Rank: 2222
Sortino Ratio Rank
SPLB Omega Ratio Rank: 2121
Omega Ratio Rank
SPLB Calmar Ratio Rank: 3333
Calmar Ratio Rank
SPLB Martin Ratio Rank: 2525
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. SPLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Long-Term Credit Bond Fund (PTCIX) and SPDR Portfolio Long Term Corporate Bond ETF (SPLB). 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.


PTCIXSPLBDifference

Sharpe ratio

Return per unit of total volatility

0.40

0.38

+0.03

Sortino ratio

Return per unit of downside risk

0.60

0.57

+0.03

Omega ratio

Gain probability vs. loss probability

1.08

1.08

0.00

Calmar ratio

Return relative to maximum drawdown

0.72

0.78

-0.06

Martin ratio

Return relative to average drawdown

1.86

1.80

+0.06

PTCIX vs. SPLB - Sharpe Ratio Comparison

The current PTCIX Sharpe Ratio is 0.40, which is comparable to the SPLB Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of PTCIX and SPLB, 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


PTCIXSPLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.38

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

-0.14

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.19

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.44

+0.12

Correlation

The correlation between PTCIX and SPLB is 0.85, 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

PTCIX vs. SPLB - Dividend Comparison

PTCIX's dividend yield for the trailing twelve months is around 5.41%, which matches SPLB's 5.37% 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%
SPLB
SPDR Portfolio Long Term Corporate Bond ETF
5.37%5.25%5.20%4.60%4.53%3.00%3.01%3.79%4.50%4.06%4.34%4.70%

Drawdowns

PTCIX vs. SPLB - Drawdown Comparison

The maximum PTCIX drawdown since its inception was -35.64%, roughly equal to the maximum SPLB drawdown of -34.46%. Use the drawdown chart below to compare losses from any high point for PTCIX and SPLB.


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Drawdown Indicators


PTCIXSPLBDifference

Max Drawdown

Largest peak-to-trough decline

-35.64%

-34.46%

-1.18%

Max Drawdown (1Y)

Largest decline over 1 year

-5.95%

-5.43%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-35.64%

-34.46%

-1.18%

Max Drawdown (10Y)

Largest decline over 10 years

-35.64%

-34.46%

-1.18%

Current Drawdown

Current decline from peak

-17.32%

-15.92%

-1.40%

Average Drawdown

Average peak-to-trough decline

-8.14%

-7.93%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

2.36%

-0.05%

Volatility

PTCIX vs. SPLB - Volatility Comparison

The current volatility for PIMCO Long-Term Credit Bond Fund (PTCIX) is 3.71%, while SPDR Portfolio Long Term Corporate Bond ETF (SPLB) has a volatility of 4.02%. This indicates that PTCIX experiences smaller price fluctuations and is considered to be less risky than SPLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTCIXSPLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

4.02%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

5.41%

5.67%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

9.29%

10.14%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.51%

12.74%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.44%

12.95%

-2.51%