PTSAX vs. PIMIX
Compare and contrast key facts about PIMCO Total Return ESG Fund (PTSAX) and PIMCO Income Fund Institutional Class (PIMIX).
PTSAX is managed by PIMCO. It was launched on May 1, 1991. PIMIX is managed by PIMCO. It was launched on Mar 30, 2007.
Performance
PTSAX vs. PIMIX - Performance Comparison
Loading graphics...
PTSAX vs. PIMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTSAX PIMCO Total Return ESG Fund | -1.05% | 8.56% | 2.31% | 5.50% | -16.17% | -1.07% | 8.98% | 8.97% | -0.78% | 4.46% |
PIMIX PIMCO Income Fund Institutional Class | -1.36% | 11.08% | 5.45% | 9.36% | -9.07% | 2.62% | 5.84% | 8.10% | 0.63% | 8.63% |
Returns By Period
In the year-to-date period, PTSAX achieves a -1.05% return, which is significantly higher than PIMIX's -1.36% return. Over the past 10 years, PTSAX has underperformed PIMIX with an annualized return of 1.79%, while PIMIX has yielded a comparatively higher 4.66% annualized return.
PTSAX
- 1D
- 0.52%
- 1M
- -3.12%
- YTD
- -1.05%
- 6M
- 0.44%
- 1Y
- 3.91%
- 3Y*
- 4.08%
- 5Y*
- -0.15%
- 10Y*
- 1.79%
PIMIX
- 1D
- 0.47%
- 1M
- -3.24%
- YTD
- -1.36%
- 6M
- 1.15%
- 1Y
- 6.07%
- 3Y*
- 7.20%
- 5Y*
- 3.38%
- 10Y*
- 4.66%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PTSAX vs. PIMIX - Expense Ratio Comparison
PTSAX has a 0.51% expense ratio, which is lower than PIMIX's 0.62% expense ratio.
Return for Risk
PTSAX vs. PIMIX — Risk / Return Rank
PTSAX
PIMIX
PTSAX vs. PIMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return ESG Fund (PTSAX) and PIMCO Income Fund Institutional Class (PIMIX). 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.
| PTSAX | PIMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.56 | -0.62 |
Sortino ratioReturn per unit of downside risk | 1.32 | 2.25 | -0.93 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.29 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.87 | -0.51 |
Martin ratioReturn relative to average drawdown | 4.13 | 7.56 | -3.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PTSAX | PIMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.56 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.72 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 1.11 | -0.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 1.56 | -0.46 |
Correlation
The correlation between PTSAX and PIMIX is 0.68, 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.
Dividends
PTSAX vs. PIMIX - Dividend Comparison
PTSAX's dividend yield for the trailing twelve months is around 3.60%, less than PIMIX's 5.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTSAX PIMCO Total Return ESG Fund | 3.60% | 3.87% | 3.89% | 3.32% | 3.68% | 2.96% | 4.60% | 3.48% | 2.56% | 2.03% | 2.96% | 4.71% |
PIMIX PIMCO Income Fund Institutional Class | 5.57% | 6.01% | 6.27% | 6.21% | 4.98% | 4.02% | 4.88% | 5.83% | 5.66% | 5.37% | 5.52% | 7.88% |
Drawdowns
PTSAX vs. PIMIX - Drawdown Comparison
The maximum PTSAX drawdown since its inception was -21.12%, which is greater than PIMIX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for PTSAX and PIMIX.
Loading graphics...
Drawdown Indicators
| PTSAX | PIMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.12% | -13.39% | -7.73% |
Max Drawdown (1Y)Largest decline over 1 year | -3.63% | -3.69% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -13.34% | -7.78% |
Max Drawdown (10Y)Largest decline over 10 years | -21.12% | -13.39% | -7.73% |
Current DrawdownCurrent decline from peak | -4.12% | -3.24% | -0.88% |
Average DrawdownAverage peak-to-trough decline | -2.47% | -1.69% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 0.92% | +0.27% |
Volatility
PTSAX vs. PIMIX - Volatility Comparison
PIMCO Total Return ESG Fund (PTSAX) and PIMCO Income Fund Institutional Class (PIMIX) have volatilities of 1.95% and 1.88%, 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.
Loading graphics...
Volatility by Period
| PTSAX | PIMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.95% | 1.88% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.90% | 2.64% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.84% | 4.28% | +0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.05% | 4.75% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.05% | 4.20% | +0.85% |