PTTPX vs. PMJIX
Compare and contrast key facts about PIMCO Total Return Fund Class I-2 (PTTPX) and PIMCO RAE US Small Fund (PMJIX).
PTTPX is an actively managed fund by PIMCO. It was launched on Apr 30, 2008. PMJIX is managed by PIMCO. It was launched on Jun 5, 2015.
Performance
PTTPX vs. PMJIX - Performance Comparison
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PTTPX vs. PMJIX - 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% |
PMJIX PIMCO RAE US Small Fund | -0.95% | 5.11% | 22.05% | 19.77% | -4.62% | 39.15% | 6.95% | 20.22% | -11.69% | 9.22% |
Returns By Period
In the year-to-date period, PTTPX achieves a -1.03% return, which is significantly lower than PMJIX's -0.95% return. Over the past 10 years, PTTPX has underperformed PMJIX with an annualized return of 2.06%, while PMJIX has yielded a comparatively higher 12.04% 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%
PMJIX
- 1D
- -1.12%
- 1M
- -6.04%
- YTD
- -0.95%
- 6M
- 1.54%
- 1Y
- 13.70%
- 3Y*
- 14.79%
- 5Y*
- 9.83%
- 10Y*
- 12.04%
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PTTPX vs. PMJIX - Expense Ratio Comparison
PTTPX has a 0.63% expense ratio, which is higher than PMJIX's 0.50% expense ratio.
Return for Risk
PTTPX vs. PMJIX — Risk / Return Rank
PTTPX
PMJIX
PTTPX vs. PMJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return Fund Class I-2 (PTTPX) and PIMCO RAE US Small Fund (PMJIX). 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 | PMJIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.63 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.39 | 1.03 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.14 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 0.79 | +0.74 |
Martin ratioReturn relative to average drawdown | 4.55 | 3.17 | +1.38 |
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 | PMJIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.63 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.25 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.37 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.32 | +0.39 |
Correlation
The correlation between PTTPX and PMJIX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
PTTPX vs. PMJIX - Dividend Comparison
PTTPX's dividend yield for the trailing twelve months is around 4.04%, more than PMJIX's 3.18% 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% |
PMJIX PIMCO RAE US Small Fund | 3.18% | 3.15% | 3.26% | 1.25% | 9.91% | 65.79% | 9.46% | 1.55% | 7.65% | 4.69% | 1.24% | 1.67% |
Drawdowns
PTTPX vs. PMJIX - Drawdown Comparison
The maximum PTTPX drawdown since its inception was -19.36%, smaller than the maximum PMJIX drawdown of -49.75%. Use the drawdown chart below to compare losses from any high point for PTTPX and PMJIX.
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Drawdown Indicators
| PTTPX | PMJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.36% | -49.75% | +30.39% |
Max Drawdown (1Y)Largest decline over 1 year | -3.67% | -14.85% | +11.18% |
Max Drawdown (5Y)Largest decline over 5 years | -19.36% | -49.75% | +30.39% |
Max Drawdown (10Y)Largest decline over 10 years | -19.36% | -49.75% | +30.39% |
Current DrawdownCurrent decline from peak | -3.11% | -11.67% | +8.56% |
Average DrawdownAverage peak-to-trough decline | -3.18% | -16.44% | +13.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 3.68% | -2.45% |
Volatility
PTTPX vs. PMJIX - Volatility Comparison
The current volatility for PIMCO Total Return Fund Class I-2 (PTTPX) is 2.04%, while PIMCO RAE US Small Fund (PMJIX) has a volatility of 4.81%. This indicates that PTTPX experiences smaller price fluctuations and is considered to be less risky than PMJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTTPX | PMJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.04% | 4.81% | -2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 2.98% | 12.39% | -9.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.14% | 22.25% | -17.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.19% | 39.62% | -33.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.17% | 33.08% | -27.91% |