PTLDX vs. IWD
PTLDX (PIMCO Low Duration Fund) and IWD (iShares Russell 1000 Value ETF) are both funds - PTLDX is a Short-Term Bond fund managed by PIMCO, while IWD is a Large Cap Value Equities fund tracking the Russell 1000 Value Index. Over the past 10 years, PTLDX returned 2.05%/yr vs 11.23%/yr for IWD. At a correlation of -0.03, they often move in opposite directions. PTLDX charges 0.46%/yr vs 0.18%/yr for IWD.
Performance
PTLDX vs. IWD - Performance Comparison
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Returns By Period
In the year-to-date period, PTLDX achieves a 0.40% return, which is significantly lower than IWD's 14.20% return. Over the past 10 years, PTLDX has underperformed IWD with an annualized return of 2.05%, while IWD has yielded a comparatively higher 11.23% annualized return.
PTLDX
- 1D
- -0.11%
- 1M
- 0.15%
- YTD
- 0.40%
- 6M
- 0.87%
- 1Y
- 3.82%
- 3Y*
- 4.91%
- 5Y*
- 1.82%
- 10Y*
- 2.05%
IWD
- 1D
- -0.01%
- 1M
- 4.22%
- YTD
- 14.20%
- 6M
- 14.76%
- 1Y
- 28.16%
- 3Y*
- 18.40%
- 5Y*
- 10.17%
- 10Y*
- 11.23%
PTLDX vs. IWD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTLDX PIMCO Low Duration Fund | 0.40% | 5.58% | 4.85% | 5.32% | -5.69% | -0.70% | 3.42% | 4.49% | 0.52% | 1.84% |
IWD iShares Russell 1000 Value ETF | 14.20% | 15.68% | 14.17% | 11.34% | -7.75% | 24.95% | 2.73% | 26.12% | -8.45% | 13.45% |
Correlation
The correlation between PTLDX and IWD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since May 30, 2000 | -0.03 |
The correlation between PTLDX and IWD shifts across timeframes, from -0.03 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PTLDX vs. IWD — Risk / Return Rank
PTLDX
IWD
PTLDX vs. IWD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Low Duration Fund (PTLDX) and iShares Russell 1000 Value ETF (IWD). 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 | IWD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.47 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 4.17 | -1.76 |
| Martin ratioReturn relative to average drawdown | 9.55 | 17.46 | -7.91 |
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 | IWD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 2.63 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.69 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.98 | 0.65 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.45 | 0.43 | +1.02 |
Drawdowns
PTLDX vs. IWD - Drawdown Comparison
The maximum PTLDX drawdown since its inception was -8.21%, smaller than the maximum IWD drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for PTLDX and IWD.
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Drawdown Indicators
| PTLDX | IWD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.21% | -60.10% | +51.89% |
Max Drawdown (1Y)Largest decline over 1 year | -1.60% | -6.79% | +5.19% |
Max Drawdown (3Y)Largest decline over 3 years | -1.60% | -15.71% | +14.11% |
Max Drawdown (5Y)Largest decline over 5 years | -8.21% | -19.04% | +10.83% |
Max Drawdown (10Y)Largest decline over 10 years | -8.21% | -38.51% | +30.30% |
Current DrawdownCurrent decline from peak | -0.35% | -0.01% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -0.76% | -8.65% | +7.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.40% | 1.62% | -1.22% |
Volatility
PTLDX vs. IWD - Volatility Comparison
The current volatility for PIMCO Low Duration Fund (PTLDX) is 0.63%, while iShares Russell 1000 Value ETF (IWD) has a volatility of 2.90%. This indicates that PTLDX experiences smaller price fluctuations and is considered to be less risky than IWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTLDX | IWD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.63% | 2.90% | -2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 1.57% | 8.06% | -6.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.15% | 10.77% | -8.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.49% | 14.81% | -12.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.10% | 17.29% | -15.19% |
PTLDX vs. IWD - Expense Ratio Comparison
PTLDX has a 0.46% expense ratio, which is higher than IWD's 0.18% expense ratio.
Dividends
PTLDX vs. IWD - Dividend Comparison
PTLDX's dividend yield for the trailing twelve months is around 4.21%, more than IWD's 1.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWD iShares Russell 1000 Value ETF | 1.50% | 1.69% | 1.87% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% |
PTLDX PIMCO Low Duration Fund | 4.21% | 4.22% | 4.16% | 4.04% | 1.57% | 0.83% | 1.83% | 3.35% | 2.16% | 1.72% | 2.00% | 2.51% |
Frequently Asked Questions
PTLDX and IWD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IWD has higher volatility (2.90%) compared to PTLDX (0.63%). In terms of maximum drawdown, PTLDX dropped -8.21% vs IWD's -60.10%.
IWD currently has the higher Sharpe Ratio (2.63 vs 1.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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