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PTRIX vs. SSASX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTRIX vs. SSASX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Mortgage-Backed Securities Fund (PTRIX) and State Street Income Fund (SSASX). The values are adjusted to include any dividend payments, if applicable.

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PTRIX vs. SSASX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PTRIX
PIMCO Mortgage-Backed Securities Fund
0.00%0.00%5.87%5.25%-14.13%1.01%
SSASX
State Street Income Fund
-0.61%7.49%-0.95%4.83%-13.74%0.59%

Returns By Period


PTRIX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

SSASX

1D
0.51%
1M
-2.48%
YTD
-0.61%
6M
0.37%
1Y
3.71%
3Y*
2.41%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTRIX vs. SSASX - Expense Ratio Comparison

PTRIX has a 0.50% expense ratio, which is higher than SSASX's 0.20% expense ratio.


Return for Risk

PTRIX vs. SSASX — Risk / Return Rank

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

PTRIX

SSASX
SSASX Risk / Return Rank: 4444
Overall Rank
SSASX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SSASX Sortino Ratio Rank: 4040
Sortino Ratio Rank
SSASX Omega Ratio Rank: 3030
Omega Ratio Rank
SSASX Calmar Ratio Rank: 6767
Calmar Ratio Rank
SSASX Martin Ratio Rank: 4242
Martin Ratio Rank
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. SSASX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Mortgage-Backed Securities Fund (PTRIX) and State Street Income Fund (SSASX). 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.

PTRIX vs. SSASX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PTRIXSSASXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

Correlation

The correlation between PTRIX and SSASX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PTRIX vs. SSASX - Dividend Comparison

PTRIX has not paid dividends to shareholders, while SSASX's dividend yield for the trailing twelve months is around 3.66%.


TTM20252024202320222021202020192018201720162015
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%
SSASX
State Street Income Fund
3.66%4.01%2.76%2.86%2.48%3.77%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PTRIX vs. SSASX - Drawdown Comparison


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Drawdown Indicators


PTRIXSSASXDifference

Max Drawdown

Largest peak-to-trough decline

-19.65%

Max Drawdown (1Y)

Largest decline over 1 year

-3.12%

Current Drawdown

Current decline from peak

-5.84%

Average Drawdown

Average peak-to-trough decline

-9.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

Volatility

PTRIX vs. SSASX - Volatility Comparison


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Volatility by Period


PTRIXSSASXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

4.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.56%