PTTPX vs. FNSOX
Compare and contrast key facts about PIMCO Total Return Fund Class I-2 (PTTPX) and Fidelity Short-Term Bond Index Fund (FNSOX).
PTTPX is an actively managed fund by PIMCO. It was launched on Apr 30, 2008. FNSOX is managed by Fidelity. It was launched on Oct 18, 2017.
Performance
PTTPX vs. FNSOX - Performance Comparison
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PTTPX vs. FNSOX - 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% | 0.29% |
FNSOX Fidelity Short-Term Bond Index Fund | -0.12% | 6.01% | 3.90% | 4.90% | -5.76% | -1.25% | 4.28% | 4.95% | 1.14% | -0.22% |
Returns By Period
In the year-to-date period, PTTPX achieves a -1.03% return, which is significantly lower than FNSOX's -0.12% return.
PTTPX
- 1D
- 0.58%
- 1M
- -2.57%
- YTD
- -1.03%
- 6M
- 0.41%
- 1Y
- 4.11%
- 3Y*
- 4.34%
- 5Y*
- 0.41%
- 10Y*
- 2.06%
FNSOX
- 1D
- 0.10%
- 1M
- -0.79%
- YTD
- -0.12%
- 6M
- 0.91%
- 1Y
- 3.80%
- 3Y*
- 4.25%
- 5Y*
- 1.58%
- 10Y*
- —
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PTTPX vs. FNSOX - Expense Ratio Comparison
PTTPX has a 0.63% expense ratio, which is higher than FNSOX's 0.03% expense ratio.
Return for Risk
PTTPX vs. FNSOX — Risk / Return Rank
PTTPX
FNSOX
PTTPX vs. FNSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return Fund Class I-2 (PTTPX) and Fidelity Short-Term Bond Index Fund (FNSOX). 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 | FNSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.74 | -0.76 |
Sortino ratioReturn per unit of downside risk | 1.39 | 2.68 | -1.30 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.35 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 2.79 | -1.26 |
Martin ratioReturn relative to average drawdown | 4.55 | 10.34 | -5.79 |
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 | FNSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.74 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.56 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.83 | -0.12 |
Correlation
The correlation between PTTPX and FNSOX is 0.83, 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. FNSOX - Dividend Comparison
PTTPX's dividend yield for the trailing twelve months is around 4.04%, more than FNSOX's 3.14% 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% |
FNSOX Fidelity Short-Term Bond Index Fund | 3.14% | 3.22% | 2.80% | 1.74% | 0.81% | 0.80% | 1.54% | 2.61% | 2.04% | 0.34% | 0.00% | 0.00% |
Drawdowns
PTTPX vs. FNSOX - Drawdown Comparison
The maximum PTTPX drawdown since its inception was -19.36%, which is greater than FNSOX's maximum drawdown of -8.92%. Use the drawdown chart below to compare losses from any high point for PTTPX and FNSOX.
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Drawdown Indicators
| PTTPX | FNSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.36% | -8.92% | -10.44% |
Max Drawdown (1Y)Largest decline over 1 year | -3.67% | -1.47% | -2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -19.36% | -8.77% | -10.59% |
Max Drawdown (10Y)Largest decline over 10 years | -19.36% | — | — |
Current DrawdownCurrent decline from peak | -3.11% | -1.08% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -3.18% | -1.75% | -1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 0.40% | +0.83% |
Volatility
PTTPX vs. FNSOX - Volatility Comparison
PIMCO Total Return Fund Class I-2 (PTTPX) has a higher volatility of 2.04% compared to Fidelity Short-Term Bond Index Fund (FNSOX) at 0.75%. This indicates that PTTPX's price experiences larger fluctuations and is considered to be riskier than FNSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTTPX | FNSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.04% | 0.75% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 2.98% | 1.37% | +1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.14% | 2.21% | +2.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.19% | 2.86% | +3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.17% | 2.48% | +2.69% |