PTSAX vs. TIBDX
PTSAX (PIMCO Total Return ESG Fund) and TIBDX (TIAA-CREF Core Bond Fund) are both Intermediate Core-Plus Bond funds. Over the past 10 years, PTSAX returned 1.59%/yr vs 1.72%/yr for TIBDX. Their correlation of 0.87 means they have usually moved in the same direction. PTSAX charges 0.51%/yr vs 0.29%/yr for TIBDX.
Performance
PTSAX vs. TIBDX - Performance Comparison
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Returns By Period
In the year-to-date period, PTSAX achieves a -0.55% return, which is significantly lower than TIBDX's -0.38% return. Over the past 10 years, PTSAX has underperformed TIBDX with an annualized return of 1.59%, while TIBDX has yielded a comparatively higher 1.72% annualized return.
PTSAX
- 1D
- 0.39%
- 1M
- -1.41%
- 6M
- -0.85%
- YTD
- -0.55%
- 1Y
- 2.52%
- 3Y*
- 4.75%
- 5Y*
- -0.74%
- 10Y*
- 1.59%
- ALL TIME*
- 5.06%
TIBDX
- 1D
- 0.22%
- 1M
- -1.31%
- 6M
- -0.63%
- YTD
- -0.38%
- 1Y
- 2.34%
- 3Y*
- 4.12%
- 5Y*
- -0.35%
- 10Y*
- 1.72%
- ALL TIME*
- 3.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PTSAX vs. TIBDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTSAX PIMCO Total Return ESG Fund | -0.55% | 8.56% | 2.31% | 5.50% | -16.17% | -1.07% | 8.98% | 8.97% | -0.78% | 4.46% |
TIBDX TIAA-CREF Core Bond Fund | -0.38% | 7.38% | 1.95% | 5.63% | -13.68% | -0.95% | 8.10% | 9.57% | -0.64% | 4.48% |
Correlation
The correlation between PTSAX and TIBDX is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 1999 | 0.87 |
The correlation between PTSAX and TIBDX has been stable across timeframes, ranging from 0.87 to 0.96 - a consistent structural relationship.
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Return for Risk
PTSAX vs. TIBDX — Risk / Return Rank
PTSAX
TIBDX
PTSAX vs. TIBDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return ESG Fund (PTSAX) and TIAA-CREF Core Bond Fund (TIBDX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PTSAX | TIBDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.12 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 0.83 | -0.09 |
| Martin ratioReturn relative to average drawdown | 1.85 | 2.17 | -0.31 |
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Drawdowns
PTSAX vs. TIBDX - Drawdown Comparison
The maximum PTSAX drawdown since its inception was -21.12%, which is greater than TIBDX's maximum drawdown of -18.82%. Use the drawdown chart below to compare losses from any high point for PTSAX and TIBDX.
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Drawdown Indicators
| PTSAX | TIBDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.12% | -18.82% | -2.30% |
Max Drawdown (1Y)Largest decline over 1 year | -3.63% | -2.98% | -0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -5.36% | -5.35% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -21.09% | -18.82% | -2.27% |
Max Drawdown (10Y)Largest decline over 10 years | -21.12% | -18.82% | -2.30% |
Current DrawdownCurrent decline from peak | -3.64% | -2.25% | -1.39% |
Average DrawdownAverage peak-to-trough decline | -2.47% | -2.30% | -0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 1.14% | +0.30% |
Volatility
PTSAX vs. TIBDX - Volatility Comparison
PIMCO Total Return ESG Fund (PTSAX) has a higher volatility of 1.31% compared to TIAA-CREF Core Bond Fund (TIBDX) at 0.91%. This indicates that PTSAX's price experiences larger fluctuations and is considered to be riskier than TIBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTSAX | TIBDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.31% | 0.91% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 3.64% | 3.00% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.26% | 3.68% | +0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.14% | 5.65% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.10% | 4.74% | +0.36% |
PTSAX vs. TIBDX - Expense Ratio Comparison
PTSAX has a 0.51% expense ratio, which is higher than TIBDX's 0.29% expense ratio.
Dividends
PTSAX vs. TIBDX - Dividend Comparison
PTSAX's dividend yield for the trailing twelve months is around 3.73%, less than TIBDX's 4.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTSAX PIMCO Total Return ESG Fund | 3.73% | 3.87% | 3.89% | 3.32% | 3.68% | 2.96% | 4.60% | 3.48% | 2.56% | 2.03% | 2.96% | 4.71% |
TIBDX TIAA-CREF Core Bond Fund | 4.15% | 4.34% | 3.60% | 3.22% | 2.44% | 2.39% | 4.45% | 3.09% | 2.88% | 2.93% | 3.80% | 4.68% |
Frequently Asked Questions
With a correlation of 0.94, PTSAX and TIBDX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PTSAX has higher volatility (1.31%) compared to TIBDX (0.91%). In terms of maximum drawdown, PTSAX dropped -21.12% vs TIBDX's -18.82%.
TIBDX currently has the higher Sharpe Ratio (0.67 vs 0.63), 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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