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PTTRX vs. DBLTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PTTRX and DBLTX is 0.82, 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.


-0.50.00.51.00.8

Performance

PTTRX vs. DBLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Total Return Fund Institutional Class (PTTRX) and DoubleLine Total Return Bond Fund Class I (DBLTX). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
26.23%
71.74%
PTTRX
DBLTX

Key characteristics

Sharpe Ratio

PTTRX:

0.47

DBLTX:

0.55

Sortino Ratio

PTTRX:

0.70

DBLTX:

0.81

Omega Ratio

PTTRX:

1.08

DBLTX:

1.10

Calmar Ratio

PTTRX:

0.06

DBLTX:

0.27

Martin Ratio

PTTRX:

1.49

DBLTX:

1.62

Ulcer Index

PTTRX:

1.77%

DBLTX:

1.88%

Daily Std Dev

PTTRX:

5.59%

DBLTX:

5.48%

Max Drawdown

PTTRX:

-90.27%

DBLTX:

-16.49%

Current Drawdown

PTTRX:

-42.46%

DBLTX:

-6.28%

Returns By Period

In the year-to-date period, PTTRX achieves a 2.08% return, which is significantly lower than DBLTX's 2.69% return. Over the past 10 years, PTTRX has underperformed DBLTX with an annualized return of 1.03%, while DBLTX has yielded a comparatively higher 1.48% annualized return.


PTTRX

YTD

2.08%

1M

-0.32%

6M

1.35%

1Y

2.63%

5Y*

-0.50%

10Y*

1.03%

DBLTX

YTD

2.69%

1M

-0.34%

6M

1.76%

1Y

3.03%

5Y*

-0.25%

10Y*

1.48%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PTTRX vs. DBLTX - Expense Ratio Comparison

PTTRX has a 0.47% expense ratio, which is lower than DBLTX's 0.50% expense ratio.


DBLTX
DoubleLine Total Return Bond Fund Class I
Expense ratio chart for DBLTX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for PTTRX: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%

Risk-Adjusted Performance

PTTRX vs. DBLTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return Fund Institutional Class (PTTRX) and DoubleLine Total Return Bond Fund Class I (DBLTX). 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.


Sharpe ratio
The chart of Sharpe ratio for PTTRX, currently valued at 0.47, compared to the broader market-1.000.001.002.003.004.000.470.55
The chart of Sortino ratio for PTTRX, currently valued at 0.70, compared to the broader market-2.000.002.004.006.008.0010.000.700.81
The chart of Omega ratio for PTTRX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.003.501.081.10
The chart of Calmar ratio for PTTRX, currently valued at 0.18, compared to the broader market0.002.004.006.008.0010.0012.0014.000.180.27
The chart of Martin ratio for PTTRX, currently valued at 1.49, compared to the broader market0.0020.0040.0060.001.491.62
PTTRX
DBLTX

The current PTTRX Sharpe Ratio is 0.47, which is comparable to the DBLTX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of PTTRX and DBLTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.47
0.55
PTTRX
DBLTX

Dividends

PTTRX vs. DBLTX - Dividend Comparison

PTTRX's dividend yield for the trailing twelve months is around 4.52%, less than DBLTX's 4.62% yield.


TTM20232022202120202019201820172016201520142013
PTTRX
PIMCO Total Return Fund Institutional Class
4.52%3.82%4.41%2.35%2.53%3.79%3.12%2.63%3.04%3.06%4.17%2.50%
DBLTX
DoubleLine Total Return Bond Fund Class I
4.62%4.36%3.84%3.13%3.39%3.67%3.74%3.66%3.72%4.11%4.77%5.16%

Drawdowns

PTTRX vs. DBLTX - Drawdown Comparison

The maximum PTTRX drawdown since its inception was -90.27%, which is greater than DBLTX's maximum drawdown of -16.49%. Use the drawdown chart below to compare losses from any high point for PTTRX and DBLTX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-10.45%
-6.28%
PTTRX
DBLTX

Volatility

PTTRX vs. DBLTX - Volatility Comparison

PIMCO Total Return Fund Institutional Class (PTTRX) has a higher volatility of 1.79% compared to DoubleLine Total Return Bond Fund Class I (DBLTX) at 1.43%. This indicates that PTTRX's price experiences larger fluctuations and is considered to be riskier than DBLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.79%
1.43%
PTTRX
DBLTX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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