Correlation
The correlation between PTSAX and DVY is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
PTSAX vs. DVY
Compare and contrast key facts about PIMCO Total Return ESG Fund (PTSAX) and iShares Select Dividend ETF (DVY).
PTSAX is managed by PIMCO. It was launched on May 1, 1991. DVY is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Dividend Index. It was launched on Nov 3, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTSAX or DVY.
Performance
PTSAX vs. DVY - Performance Comparison
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Key characteristics
PTSAX:
1.05
DVY:
0.70
PTSAX:
1.52
DVY:
1.04
PTSAX:
1.18
DVY:
1.14
PTSAX:
0.43
DVY:
0.71
PTSAX:
2.89
DVY:
2.25
PTSAX:
2.00%
DVY:
5.06%
PTSAX:
5.58%
DVY:
16.51%
PTSAX:
-20.57%
DVY:
-62.59%
PTSAX:
-7.99%
DVY:
-6.92%
Returns By Period
In the year-to-date period, PTSAX achieves a 2.12% return, which is significantly higher than DVY's 0.69% return. Over the past 10 years, PTSAX has underperformed DVY with an annualized return of 1.56%, while DVY has yielded a comparatively higher 9.12% annualized return.
PTSAX
2.12%
-0.78%
0.34%
5.02%
1.28%
-0.79%
1.56%
DVY
0.69%
2.43%
-6.92%
9.32%
4.07%
13.76%
9.12%
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PTSAX vs. DVY - Expense Ratio Comparison
PTSAX has a 0.51% expense ratio, which is higher than DVY's 0.39% expense ratio.
Risk-Adjusted Performance
PTSAX vs. DVY — Risk-Adjusted Performance Rank
PTSAX
DVY
PTSAX vs. DVY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return ESG Fund (PTSAX) and iShares Select Dividend ETF (DVY). 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.
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Dividends
PTSAX vs. DVY - Dividend Comparison
PTSAX's dividend yield for the trailing twelve months is around 3.60%, less than DVY's 3.69% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTSAX PIMCO Total Return ESG Fund | 3.60% | 3.88% | 3.57% | 4.41% | 2.95% | 4.60% | 3.49% | 2.56% | 2.05% | 2.96% | 4.72% | 5.42% |
DVY iShares Select Dividend ETF | 3.69% | 3.65% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% | 3.03% |
Drawdowns
PTSAX vs. DVY - Drawdown Comparison
The maximum PTSAX drawdown since its inception was -20.57%, smaller than the maximum DVY drawdown of -62.59%. Use the drawdown chart below to compare losses from any high point for PTSAX and DVY.
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Volatility
PTSAX vs. DVY - Volatility Comparison
The current volatility for PIMCO Total Return ESG Fund (PTSAX) is 1.59%, while iShares Select Dividend ETF (DVY) has a volatility of 4.39%. This indicates that PTSAX experiences smaller price fluctuations and is considered to be less risky than DVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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