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PTLDX vs. GSSRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.6

Performance

PTLDX vs. GSSRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Low Duration Fund (PTLDX) and Goldman Sachs Short Duration Bond Fund (GSSRX). The values are adjusted to include any dividend payments, if applicable.

18.00%20.00%22.00%24.00%26.00%28.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
21.82%
28.62%
PTLDX
GSSRX

Key characteristics

Sharpe Ratio

PTLDX:

2.06

GSSRX:

2.04

Sortino Ratio

PTLDX:

3.42

GSSRX:

3.23

Omega Ratio

PTLDX:

1.48

GSSRX:

1.44

Calmar Ratio

PTLDX:

0.09

GSSRX:

4.11

Martin Ratio

PTLDX:

10.44

GSSRX:

10.28

Ulcer Index

PTLDX:

0.43%

GSSRX:

0.45%

Daily Std Dev

PTLDX:

2.18%

GSSRX:

2.27%

Max Drawdown

PTLDX:

-90.06%

GSSRX:

-8.53%

Current Drawdown

PTLDX:

-48.97%

GSSRX:

-0.89%

Returns By Period

In the year-to-date period, PTLDX achieves a 3.88% return, which is significantly lower than GSSRX's 4.10% return. Over the past 10 years, PTLDX has underperformed GSSRX with an annualized return of 1.59%, while GSSRX has yielded a comparatively higher 2.08% annualized return.


PTLDX

YTD

3.88%

1M

0.00%

6M

2.43%

1Y

4.37%

5Y*

1.35%

10Y*

1.59%

GSSRX

YTD

4.10%

1M

0.00%

6M

2.67%

1Y

4.50%

5Y*

1.90%

10Y*

2.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PTLDX vs. GSSRX - Expense Ratio Comparison

PTLDX has a 0.46% expense ratio, which is lower than GSSRX's 0.48% expense ratio.


GSSRX
Goldman Sachs Short Duration Bond Fund
Expense ratio chart for GSSRX: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for PTLDX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

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.


Sharpe ratio
The chart of Sharpe ratio for PTLDX, currently valued at 2.06, compared to the broader market-1.000.001.002.003.004.002.062.04
The chart of Sortino ratio for PTLDX, currently valued at 3.42, compared to the broader market-2.000.002.004.006.008.0010.003.423.23
The chart of Omega ratio for PTLDX, currently valued at 1.48, compared to the broader market0.501.001.502.002.503.003.501.481.44
The chart of Calmar ratio for PTLDX, currently valued at 2.92, compared to the broader market0.002.004.006.008.0010.0012.0014.002.924.11
The chart of Martin ratio for PTLDX, currently valued at 10.44, compared to the broader market0.0020.0040.0060.0010.4410.28
PTLDX
GSSRX

The current PTLDX Sharpe Ratio is 2.06, which is comparable to the GSSRX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of PTLDX and GSSRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.06
2.04
PTLDX
GSSRX

Dividends

PTLDX vs. GSSRX - Dividend Comparison

PTLDX's dividend yield for the trailing twelve months is around 3.81%, more than GSSRX's 3.55% yield.


TTM20232022202120202019201820172016201520142013
PTLDX
PIMCO Low Duration Fund
3.81%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
3.55%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.


-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.83%
-0.89%
PTLDX
GSSRX

Volatility

PTLDX vs. GSSRX - Volatility Comparison

PIMCO Low Duration Fund (PTLDX) and Goldman Sachs Short Duration Bond Fund (GSSRX) have volatilities of 0.50% and 0.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.50%0.60%0.70%0.80%0.90%1.00%JulyAugustSeptemberOctoberNovemberDecember
0.50%
0.50%
PTLDX
GSSRX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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