PTLDX vs. GSSRX
Compare and contrast key facts about PIMCO Low Duration Fund (PTLDX) and Goldman Sachs Short Duration Bond Fund (GSSRX).
PTLDX is managed by PIMCO. It was launched on May 11, 1987. GSSRX is managed by Goldman Sachs. It was launched on Feb 29, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTLDX or GSSRX.
Key characteristics
| PTLDX | GSSRX | |
|---|---|---|
| YTD Return | 3.99% | 4.21% |
| 1Y Return | 6.00% | 6.68% |
| 3Y Return (Ann) | 1.22% | 1.48% |
| 5Y Return (Ann) | 1.38% | 1.96% |
| 10Y Return (Ann) | 1.55% | 2.05% |
| Sharpe Ratio | 2.77 | 2.94 |
| Sortino Ratio | 4.88 | 4.89 |
| Omega Ratio | 1.67 | 1.67 |
| Calmar Ratio | 0.12 | 2.25 |
| Martin Ratio | 17.60 | 18.09 |
| Ulcer Index | 0.37% | 0.39% |
| Daily Std Dev | 2.34% | 2.43% |
| Max Drawdown | -90.06% | -8.53% |
| Current Drawdown | -48.91% | -0.79% |
Correlation
The correlation between PTLDX and GSSRX is 0.64, 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.
Performance
PTLDX vs. GSSRX - Performance Comparison
In the year-to-date period, PTLDX achieves a 3.99% return, which is significantly lower than GSSRX's 4.21% return. Over the past 10 years, PTLDX has underperformed GSSRX with an annualized return of 1.55%, while GSSRX has yielded a comparatively higher 2.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PTLDX vs. GSSRX - Expense Ratio Comparison
PTLDX has a 0.46% expense ratio, which is lower than GSSRX's 0.48% expense ratio.
Risk-Adjusted Performance
PTLDX vs. GSSRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Low Duration Fund (PTLDX) and Goldman Sachs Short Duration Bond Fund (GSSRX). 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.
Dividends
PTLDX vs. GSSRX - Dividend Comparison
PTLDX's dividend yield for the trailing twelve months is around 4.16%, more than GSSRX's 3.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTLDX PIMCO Low Duration Fund | 4.16% | 4.03% | 2.12% | 0.83% | 1.83% | 3.36% | 2.14% | 1.72% | 1.99% | 2.51% | 3.69% | 1.78% |
GSSRX Goldman Sachs Short Duration Bond Fund | 3.82% | 3.15% | 2.18% | 1.36% | 2.16% | 2.86% | 2.55% | 2.21% | 2.08% | 2.43% | 1.61% | 1.44% |
Drawdowns
PTLDX vs. GSSRX - Drawdown Comparison
The maximum PTLDX drawdown since its inception was -90.06%, which is greater than GSSRX's maximum drawdown of -8.53%. Use the drawdown chart below to compare losses from any high point for PTLDX and GSSRX. For additional features, visit the drawdowns tool.
Volatility
PTLDX vs. GSSRX - Volatility Comparison
The current volatility for PIMCO Low Duration Fund (PTLDX) is 0.43%, while Goldman Sachs Short Duration Bond Fund (GSSRX) has a volatility of 0.61%. This indicates that PTLDX experiences smaller price fluctuations and is considered to be less risky than GSSRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.