PTTPX vs. BND
Compare and contrast key facts about PIMCO Total Return Fund Class I-2 (PTTPX) and Vanguard Total Bond Market ETF (BND).
PTTPX is an actively managed fund by PIMCO. It was launched on Apr 30, 2008. BND is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Aggregate Float Adjusted Index. It was launched on Apr 3, 2007.
Performance
PTTPX vs. BND - Performance Comparison
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PTTPX vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTTPX PIMCO Total Return Fund Class I-2 | -1.03% | 9.24% | 2.51% | 5.47% | -14.80% | -0.70% | 8.78% | 8.26% | -0.35% | 5.03% |
BND Vanguard Total Bond Market ETF | 0.09% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 3.57% |
Returns By Period
In the year-to-date period, PTTPX achieves a -1.03% return, which is significantly lower than BND's 0.09% return. Over the past 10 years, PTTPX has outperformed BND with an annualized return of 2.06%, while BND has yielded a comparatively lower 1.68% annualized return.
PTTPX
- 1D
- 0.58%
- 1M
- -3.11%
- YTD
- -1.03%
- 6M
- 0.64%
- 1Y
- 4.47%
- 3Y*
- 4.34%
- 5Y*
- 0.41%
- 10Y*
- 2.06%
BND
- 1D
- 0.04%
- 1M
- -1.30%
- YTD
- 0.09%
- 6M
- 0.74%
- 1Y
- 3.96%
- 3Y*
- 3.60%
- 5Y*
- 0.25%
- 10Y*
- 1.68%
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PTTPX vs. BND - Expense Ratio Comparison
PTTPX has a 0.63% expense ratio, which is higher than BND's 0.03% expense ratio.
Return for Risk
PTTPX vs. BND — Risk / Return Rank
PTTPX
BND
PTTPX vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return Fund Class I-2 (PTTPX) and Vanguard Total Bond Market ETF (BND). 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.
| PTTPX | BND | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.93 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.39 | 1.32 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.16 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.75 | -0.22 |
Martin ratioReturn relative to average drawdown | 4.55 | 4.78 | -0.24 |
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
| PTTPX | BND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.93 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.04 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.30 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.59 | +0.12 |
Correlation
The correlation between PTTPX and BND is 0.84, 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
PTTPX vs. BND - Dividend Comparison
PTTPX's dividend yield for the trailing twelve months is around 4.04%, more than BND's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTTPX PIMCO Total Return Fund Class I-2 | 4.04% | 4.37% | 4.51% | 3.04% | 3.53% | 2.48% | 6.01% | 3.87% | 3.02% | 2.53% | 2.92% | 6.54% |
BND Vanguard Total Bond Market ETF | 3.93% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
Drawdowns
PTTPX vs. BND - Drawdown Comparison
The maximum PTTPX drawdown since its inception was -19.36%, roughly equal to the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for PTTPX and BND.
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Drawdown Indicators
| PTTPX | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.36% | -18.58% | -0.78% |
Max Drawdown (1Y)Largest decline over 1 year | -3.67% | -2.44% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -19.36% | -17.91% | -1.45% |
Max Drawdown (10Y)Largest decline over 10 years | -19.36% | -18.58% | -0.78% |
Current DrawdownCurrent decline from peak | -3.11% | -2.54% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -3.18% | -3.07% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 0.90% | +0.33% |
Volatility
PTTPX vs. BND - Volatility Comparison
PIMCO Total Return Fund Class I-2 (PTTPX) has a higher volatility of 2.04% compared to Vanguard Total Bond Market ETF (BND) at 1.63%. This indicates that PTTPX's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTTPX | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.04% | 1.63% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 2.98% | 2.52% | +0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.14% | 4.30% | +0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.19% | 6.00% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.17% | 5.52% | -0.35% |