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PTIMX vs. PTIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTIMX vs. PTIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Performance Trust Municipal Bond Fund (PTIMX) and Performance Trust Strategic Bond Fund (PTIAX). The values are adjusted to include any dividend payments, if applicable.

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PTIMX vs. PTIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTIMX
Performance Trust Municipal Bond Fund
-0.21%4.03%1.63%8.66%-12.14%2.26%6.34%8.62%0.55%7.28%
PTIAX
Performance Trust Strategic Bond Fund
-0.17%6.92%3.52%7.48%-12.84%1.15%5.73%7.36%2.01%7.08%

Returns By Period

In the year-to-date period, PTIMX achieves a -0.21% return, which is significantly lower than PTIAX's -0.17% return. Over the past 10 years, PTIMX has underperformed PTIAX with an annualized return of 2.30%, while PTIAX has yielded a comparatively higher 2.95% annualized return.


PTIMX

1D
0.31%
1M
-2.69%
YTD
-0.21%
6M
1.83%
1Y
4.95%
3Y*
3.59%
5Y*
0.81%
10Y*
2.30%

PTIAX

1D
0.61%
1M
-2.39%
YTD
-0.17%
6M
0.81%
1Y
4.38%
3Y*
4.87%
5Y*
1.17%
10Y*
2.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTIMX vs. PTIAX - Expense Ratio Comparison

PTIMX has a 0.48% expense ratio, which is lower than PTIAX's 0.76% expense ratio.


Return for Risk

PTIMX vs. PTIAX — Risk / Return Rank

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

PTIMX
PTIMX Risk / Return Rank: 5555
Overall Rank
PTIMX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PTIMX Sortino Ratio Rank: 5454
Sortino Ratio Rank
PTIMX Omega Ratio Rank: 7777
Omega Ratio Rank
PTIMX Calmar Ratio Rank: 4949
Calmar Ratio Rank
PTIMX Martin Ratio Rank: 3535
Martin Ratio Rank

PTIAX
PTIAX Risk / Return Rank: 5454
Overall Rank
PTIAX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
PTIAX Sortino Ratio Rank: 5555
Sortino Ratio Rank
PTIAX Omega Ratio Rank: 4040
Omega Ratio Rank
PTIAX Calmar Ratio Rank: 7272
Calmar Ratio Rank
PTIAX Martin Ratio Rank: 4848
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.

PTIMX vs. PTIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Performance Trust Municipal Bond Fund (PTIMX) and Performance Trust Strategic Bond Fund (PTIAX). 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.


PTIMXPTIAXDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.01

+0.10

Sortino ratio

Return per unit of downside risk

1.47

1.46

+0.01

Omega ratio

Gain probability vs. loss probability

1.29

1.18

+0.12

Calmar ratio

Return relative to maximum drawdown

1.21

1.65

-0.44

Martin ratio

Return relative to average drawdown

3.76

4.77

-1.01

PTIMX vs. PTIAX - Sharpe Ratio Comparison

The current PTIMX Sharpe Ratio is 1.11, which is comparable to the PTIAX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of PTIMX and PTIAX, 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


PTIMXPTIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.01

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.24

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.74

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

1.22

-0.30

Correlation

The correlation between PTIMX and PTIAX is 0.68, 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

PTIMX vs. PTIAX - Dividend Comparison

PTIMX's dividend yield for the trailing twelve months is around 3.97%, less than PTIAX's 4.71% yield.


TTM20252024202320222021202020192018201720162015
PTIMX
Performance Trust Municipal Bond Fund
3.97%4.02%3.66%3.68%2.46%2.35%2.71%3.08%2.87%2.58%2.41%2.46%
PTIAX
Performance Trust Strategic Bond Fund
4.71%4.68%4.44%4.03%3.96%3.01%3.86%4.11%4.47%5.51%5.49%4.87%

Drawdowns

PTIMX vs. PTIAX - Drawdown Comparison

The maximum PTIMX drawdown since its inception was -16.69%, roughly equal to the maximum PTIAX drawdown of -16.90%. Use the drawdown chart below to compare losses from any high point for PTIMX and PTIAX.


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Drawdown Indicators


PTIMXPTIAXDifference

Max Drawdown

Largest peak-to-trough decline

-16.69%

-16.90%

+0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-4.63%

-3.11%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-16.69%

-16.90%

+0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-16.69%

-16.90%

+0.21%

Current Drawdown

Current decline from peak

-2.69%

-2.39%

-0.30%

Average Drawdown

Average peak-to-trough decline

-2.99%

-2.44%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

1.07%

+0.42%

Volatility

PTIMX vs. PTIAX - Volatility Comparison

The current volatility for Performance Trust Municipal Bond Fund (PTIMX) is 1.20%, while Performance Trust Strategic Bond Fund (PTIAX) has a volatility of 1.60%. This indicates that PTIMX experiences smaller price fluctuations and is considered to be less risky than PTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTIMXPTIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.60%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

1.71%

2.70%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

4.70%

4.52%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.42%

4.93%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.47%

4.01%

+0.46%