PTRIX vs. FUTY

Last updated Apr 2, 2026

Compare and contrast key facts about PIMCO Mortgage-Backed Securities Fund (PTRIX) and Fidelity MSCI Utilities Index ETF (FUTY).

PTRIX is managed by PIMCO. It was launched on Jul 31, 1997. FUTY is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Utilities Index. It was launched on Oct 21, 2013.

Performance

PTRIX vs. FUTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Mortgage-Backed Securities Fund (PTRIX) and Fidelity MSCI Utilities Index ETF (FUTY). The values are adjusted to include any dividend payments, if applicable.

PTRIX vs. FUTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PTRIX PIMCO Mortgage-Backed Securities Fund	0.00%	0.00%	5.87%	5.25%	-14.13%	1.04%	5.30%	6.44%	1.35%	4.38%
FUTY Fidelity MSCI Utilities Index ETF	8.19%	16.40%	23.20%	-7.46%	1.12%	17.53%	-0.80%	24.89%	4.36%	12.52%

Returns By Period

PTRIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FUTY

• 1D: 0.49%
• 1M: -2.11%
• YTD: 8.19%
• 6M: 5.65%
• 1Y: 19.31%
• 3Y*: 13.99%
• 5Y*: 10.62%
• 10Y*: 9.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PTRIX vs. FUTY - Expense Ratio Comparison

PTRIX has a 0.50% expense ratio, which is higher than FUTY's 0.08% expense ratio.

PTRIX

PIMCO Mortgage-Backed Securities Fund

FUTY

Fidelity MSCI Utilities Index ETF

Return for Risk

PTRIX vs. FUTY — Risk / Return Rank

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

FUTY

FUTY Risk / Return Rank: 65
FUTY Sharpe Ratio Rank: 69
FUTY Sortino Ratio Rank: 65
FUTY Omega Ratio Rank: 60
FUTY Calmar Ratio Rank: 79
FUTY Martin Ratio Rank: 52

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.

PTRIX vs. FUTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Mortgage-Backed Securities Fund (PTRIX) and Fidelity MSCI Utilities Index ETF (FUTY). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	PTRIX	FUTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.25	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.63	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.51	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.58	—

Correlation

The correlation between PTRIX and FUTY is 0.20, 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

PTRIX vs. FUTY - Dividend Comparison

PTRIX has not paid dividends to shareholders, while FUTY's dividend yield for the trailing twelve months is around 2.49%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PTRIX PIMCO Mortgage-Backed Securities Fund	0.00%	0.00%	4.07%	5.32%	3.82%	3.02%	2.89%	3.73%	3.54%	3.04%	3.18%	2.43%
FUTY Fidelity MSCI Utilities Index ETF	2.49%	2.67%	2.96%	3.31%	2.72%	2.70%	3.07%	2.82%	3.11%	3.03%	3.35%	4.33%

Drawdowns

Drawdown Indicators

	PTRIX	FUTY	Difference
Max Drawdown Largest peak-to-trough decline	—	-36.44%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.93%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.11%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.44%	—
Current Drawdown Current decline from peak	—	-2.76%	—
Average Drawdown Average peak-to-trough decline	—	-6.06%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.75%	—

Volatility

Volatility by Period

	PTRIX	FUTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.03%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.15%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	15.52%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	16.93%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	18.99%	—