PTTPX vs. BND
PTTPX (PIMCO Total Return Fund Class I-2) and BND (Vanguard Total Bond Market ETF) are both Total Bond Market funds. PTTPX is actively managed, while BND is passively managed. Over the past 10 years, PTTPX returned 1.85%/yr vs 1.36%/yr for BND. Their correlation of 0.84 means they have usually moved in the same direction. PTTPX charges 0.63%/yr vs 0.03%/yr for BND.
Performance
PTTPX vs. BND - Performance Comparison
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Returns By Period
In the year-to-date period, PTTPX achieves a -0.50% return, which is significantly higher than BND's -0.54% return. Over the past 10 years, PTTPX has outperformed BND with an annualized return of 1.85%, while BND has yielded a comparatively lower 1.36% annualized return.
PTTPX
- 1D
- 0.00%
- 1M
- -1.37%
- 6M
- -0.84%
- YTD
- -0.50%
- 1Y
- 3.09%
- 3Y*
- 4.77%
- 5Y*
- -0.10%
- 10Y*
- 1.85%
- ALL TIME*
- 3.43%
BND
- 1D
- -0.26%
- 1M
- -1.20%
- 6M
- -0.75%
- YTD
- -0.54%
- 1Y
- 1.75%
- 3Y*
- 3.92%
- 5Y*
- -0.42%
- 10Y*
- 1.36%
- ALL TIME*
- 2.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $451.00M | $507.49M | $592.68M | |
| $0.00 | $0.00 | $0.00 |
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 | -0.50% | 9.24% | 2.51% | 5.47% | -14.80% | -0.70% | 8.78% | 8.26% | -0.35% | 5.03% |
BND Vanguard Total Bond Market ETF | -0.54% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 3.57% |
Correlation
The correlation between PTTPX and BND is 0.90, 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. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since May 23, 2008 | 0.84 |
The correlation between PTTPX and BND shifts across timeframes, from 0.84 (all time) to 0.94 (5 years), reflecting how their relationship changes across market environments.
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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.
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.
| PTTPX | BND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.12 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 0.99 | +0.22 |
| Martin ratioReturn relative to average drawdown | 3.21 | 2.48 | +0.73 |
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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 | -3.70% | -2.68% | -1.02% |
Max Drawdown (3Y)Largest decline over 3 years | -5.39% | -4.81% | -0.58% |
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 | -2.59% | -3.15% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -3.15% | -3.06% | -0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 1.07% | +0.32% |
Volatility
PTTPX vs. BND - Volatility Comparison
PIMCO Total Return Fund Class I-2 (PTTPX) has a higher volatility of 1.22% compared to Vanguard Total Bond Market ETF (BND) at 0.98%. 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 | 1.22% | 0.98% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 3.76% | 2.90% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.58% | 3.70% | +0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.28% | 6.03% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.22% | 5.53% | -0.31% |
PTTPX vs. BND - Expense Ratio Comparison
PTTPX has a 0.63% expense ratio, which is higher than BND's 0.03% expense ratio.
Dividends
PTTPX vs. BND - Dividend Comparison
PTTPX's dividend yield for the trailing twelve months is around 4.17%, more than BND's 4.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 3.69% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
PTTPX PIMCO Total Return Fund Class I-2 | 4.17% | 4.37% | 4.51% | 3.04% | 3.53% | 2.48% | 6.01% | 3.87% | 3.02% | 2.53% | 2.92% | 6.54% |
Frequently Asked Questions
With a correlation of 0.90, PTTPX and BND 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.
PTTPX has higher volatility (1.22%) compared to BND (0.98%). In terms of maximum drawdown, PTTPX dropped -19.36% vs BND's -18.58%.
PTTPX currently has the higher Sharpe Ratio (0.98 vs 0.72), 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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