PTSAX vs. TIBDX
Compare and contrast key facts about PIMCO Total Return ESG Fund (PTSAX) and TIAA-CREF Core Bond Fund (TIBDX).
PTSAX is managed by PIMCO. It was launched on May 1, 1991. TIBDX is managed by TIAA Investments. It was launched on Jul 1, 1999.
Performance
PTSAX vs. TIBDX - Performance Comparison
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PTSAX vs. TIBDX - 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% |
TIBDX TIAA-CREF Core Bond Fund | -0.69% | 7.38% | 1.95% | 5.63% | -13.68% | -0.95% | 8.10% | 9.57% | -0.64% | 4.48% |
Returns By Period
In the year-to-date period, PTSAX achieves a -1.05% return, which is significantly lower than TIBDX's -0.69% return. Over the past 10 years, PTSAX has underperformed TIBDX with an annualized return of 1.79%, while TIBDX has yielded a comparatively higher 1.99% 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%
TIBDX
- 1D
- 0.44%
- 1M
- -2.56%
- YTD
- -0.69%
- 6M
- 0.40%
- 1Y
- 3.86%
- 3Y*
- 3.62%
- 5Y*
- 0.19%
- 10Y*
- 1.99%
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PTSAX vs. TIBDX - Expense Ratio Comparison
PTSAX has a 0.51% expense ratio, which is higher than TIBDX's 0.29% expense ratio.
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.
| PTSAX | TIBDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.06 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.51 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.19 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.62 | -0.26 |
Martin ratioReturn relative to average drawdown | 4.13 | 5.07 | -0.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PTSAX | TIBDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.06 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.03 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.42 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.95 | +0.15 |
Correlation
The correlation between PTSAX and TIBDX is 0.87, 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
PTSAX vs. TIBDX - Dividend Comparison
PTSAX's dividend yield for the trailing twelve months is around 3.60%, less than TIBDX's 4.04% 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% |
TIBDX TIAA-CREF Core Bond Fund | 4.04% | 4.34% | 3.60% | 3.22% | 2.44% | 2.39% | 4.45% | 3.09% | 2.88% | 2.93% | 3.80% | 4.68% |
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 (5Y)Largest decline over 5 years | -21.12% | -18.82% | -2.30% |
Max Drawdown (10Y)Largest decline over 10 years | -21.12% | -18.82% | -2.30% |
Current DrawdownCurrent decline from peak | -4.12% | -2.56% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -2.47% | -2.31% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 0.95% | +0.24% |
Volatility
PTSAX vs. TIBDX - Volatility Comparison
PIMCO Total Return ESG Fund (PTSAX) has a higher volatility of 1.95% compared to TIAA-CREF Core Bond Fund (TIBDX) at 1.57%. 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 | 1.95% | 1.57% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 2.90% | 2.55% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.84% | 4.26% | +0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.05% | 5.59% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.05% | 4.71% | +0.34% |