PTLDX vs. DFCFX
Compare and contrast key facts about PIMCO Low Duration Fund (PTLDX) and DFA Two-Year Fixed Income Portfolio (DFCFX).
PTLDX is managed by PIMCO. It was launched on May 11, 1987. DFCFX is managed by Dimensional. It was launched on Jun 6, 1996.
Performance
PTLDX vs. DFCFX - Performance Comparison
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PTLDX vs. DFCFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTLDX PIMCO Low Duration Fund | -0.43% | 5.58% | 4.85% | 5.32% | -5.69% | -0.70% | 3.42% | 4.49% | 0.52% | 1.84% |
DFCFX DFA Two-Year Fixed Income Portfolio | 0.89% | 2.28% | 5.33% | 4.92% | -3.28% | 8.60% | 0.57% | 2.65% | 1.78% | 0.92% |
Returns By Period
In the year-to-date period, PTLDX achieves a -0.43% return, which is significantly lower than DFCFX's 0.89% return. Over the past 10 years, PTLDX has underperformed DFCFX with an annualized return of 2.01%, while DFCFX has yielded a comparatively higher 2.44% annualized return.
PTLDX
- 1D
- 0.22%
- 1M
- -1.17%
- YTD
- -0.43%
- 6M
- 0.76%
- 1Y
- 3.38%
- 3Y*
- 4.55%
- 5Y*
- 1.68%
- 10Y*
- 2.01%
DFCFX
- 1D
- 0.06%
- 1M
- 0.26%
- YTD
- 0.89%
- 6M
- 1.87%
- 1Y
- 3.08%
- 3Y*
- 4.06%
- 5Y*
- 3.68%
- 10Y*
- 2.44%
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PTLDX vs. DFCFX - Expense Ratio Comparison
PTLDX has a 0.46% expense ratio, which is higher than DFCFX's 0.21% expense ratio.
Return for Risk
PTLDX vs. DFCFX — Risk / Return Rank
PTLDX
DFCFX
PTLDX vs. DFCFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Low Duration Fund (PTLDX) and DFA Two-Year Fixed Income Portfolio (DFCFX). 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.
| PTLDX | DFCFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 2.59 | -0.93 |
Sortino ratioReturn per unit of downside risk | 2.85 | 2.98 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.39 | 3.80 | -2.41 |
Calmar ratioReturn relative to maximum drawdown | 2.48 | 2.07 | +0.41 |
Martin ratioReturn relative to average drawdown | 10.46 | 5.56 | +4.90 |
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
| PTLDX | DFCFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 2.59 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.84 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.97 | 0.78 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.45 | 1.34 | +0.10 |
Correlation
The correlation between PTLDX and DFCFX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PTLDX vs. DFCFX - Dividend Comparison
PTLDX's dividend yield for the trailing twelve months is around 3.89%, more than DFCFX's 2.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTLDX PIMCO Low Duration Fund | 3.89% | 4.22% | 4.16% | 4.04% | 1.57% | 0.83% | 1.83% | 3.35% | 2.16% | 1.72% | 2.00% | 2.51% |
DFCFX DFA Two-Year Fixed Income Portfolio | 2.94% | 2.16% | 4.90% | 3.43% | 1.32% | 8.29% | 0.67% | 2.22% | 1.87% | 1.22% | 0.79% | 0.53% |
Drawdowns
PTLDX vs. DFCFX - Drawdown Comparison
The maximum PTLDX drawdown since its inception was -8.21%, which is greater than DFCFX's maximum drawdown of -4.27%. Use the drawdown chart below to compare losses from any high point for PTLDX and DFCFX.
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Drawdown Indicators
| PTLDX | DFCFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.21% | -4.27% | -3.94% |
Max Drawdown (1Y)Largest decline over 1 year | -1.60% | -1.03% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -8.21% | -4.27% | -3.94% |
Max Drawdown (10Y)Largest decline over 10 years | -8.21% | -4.27% | -3.94% |
Current DrawdownCurrent decline from peak | -1.17% | 0.00% | -1.17% |
Average DrawdownAverage peak-to-trough decline | -0.76% | -0.26% | -0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 0.38% | 0.00% |
Volatility
PTLDX vs. DFCFX - Volatility Comparison
PIMCO Low Duration Fund (PTLDX) has a higher volatility of 0.82% compared to DFA Two-Year Fixed Income Portfolio (DFCFX) at 0.15%. This indicates that PTLDX's price experiences larger fluctuations and is considered to be riskier than DFCFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTLDX | DFCFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.82% | 0.15% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 1.49% | 0.43% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.29% | 1.21% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.45% | 4.39% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.08% | 3.13% | -1.05% |