PTTRX vs. EDEN
PTTRX (PIMCO Total Return Fund Institutional Class) and EDEN (iShares MSCI Denmark ETF) are both funds - PTTRX is a Total Bond Market fund managed by PIMCO, while EDEN is a Europe Equities fund tracking the MSCI Denmark IMI 25/50 Index. Over the past 10 years, PTTRX returned 2.29%/yr vs 9.22%/yr for EDEN. At a 0.06 correlation, their price movements are largely independent. PTTRX charges 0.47%/yr vs 0.53%/yr for EDEN.
Performance
PTTRX vs. EDEN - Performance Comparison
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Returns By Period
In the year-to-date period, PTTRX achieves a 0.64% return, which is significantly higher than EDEN's -3.05% return. Over the past 10 years, PTTRX has underperformed EDEN with an annualized return of 2.29%, while EDEN has yielded a comparatively higher 9.22% annualized return.
PTTRX
- 1D
- 0.69%
- 1M
- 0.88%
- YTD
- 0.64%
- 6M
- 1.49%
- 1Y
- 6.46%
- 3Y*
- 5.45%
- 5Y*
- 0.58%
- 10Y*
- 2.29%
EDEN
- 1D
- -0.01%
- 1M
- -1.61%
- YTD
- -3.05%
- 6M
- -2.55%
- 1Y
- -6.97%
- 3Y*
- 2.87%
- 5Y*
- 2.08%
- 10Y*
- 9.22%
PTTRX vs. EDEN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTTRX PIMCO Total Return Fund Institutional Class | 0.64% | 9.35% | 2.62% | 6.33% | -14.72% | -0.59% | 8.88% | 8.36% | -0.24% | 5.13% |
EDEN iShares MSCI Denmark ETF | -3.05% | 10.58% | -3.94% | 17.99% | -11.47% | 14.81% | 42.56% | 24.37% | -14.43% | 35.39% |
Correlation
The correlation between PTTRX and EDEN is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2012 | 0.06 |
Over the past year, PTTRX and EDEN have become more correlated (0.32) than their long-term average of 0.06, meaning their price movements have been converging.
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Return for Risk
PTTRX vs. EDEN — Risk / Return Rank
PTTRX
EDEN
PTTRX vs. EDEN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return Fund Institutional Class (PTTRX) and iShares MSCI Denmark ETF (EDEN). 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.
| PTTRX | EDEN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.80 | ||
| Sortino ratioReturn per unit of downside risk | +2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 0.96 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | -0.33 | +2.16 |
| Martin ratioReturn relative to average drawdown | 5.48 | -0.72 | +6.20 |
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Drawdowns
PTTRX vs. EDEN - Drawdown Comparison
The maximum PTTRX drawdown since its inception was -19.28%, smaller than the maximum EDEN drawdown of -36.61%. Use the drawdown chart below to compare losses from any high point for PTTRX and EDEN.
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Drawdown Indicators
| PTTRX | EDEN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.28% | -36.61% | +17.33% |
Max Drawdown (1Y)Largest decline over 1 year | -3.69% | -21.17% | +17.48% |
Max Drawdown (3Y)Largest decline over 3 years | -6.18% | -29.31% | +23.13% |
Max Drawdown (5Y)Largest decline over 5 years | -19.28% | -36.61% | +17.33% |
Max Drawdown (10Y)Largest decline over 10 years | -19.28% | -36.61% | +17.33% |
Current DrawdownCurrent decline from peak | -1.49% | -13.55% | +12.06% |
Average DrawdownAverage peak-to-trough decline | -2.19% | -7.37% | +5.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 10.27% | -9.04% |
Volatility
PTTRX vs. EDEN - Volatility Comparison
The current volatility for PIMCO Total Return Fund Institutional Class (PTTRX) is 1.77%, while iShares MSCI Denmark ETF (EDEN) has a volatility of 4.93%. This indicates that PTTRX experiences smaller price fluctuations and is considered to be less risky than EDEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTTRX | EDEN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 4.93% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 3.61% | 15.72% | -12.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.63% | 20.90% | -16.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.28% | 20.25% | -13.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.23% | 19.41% | -14.18% |
PTTRX vs. EDEN - Expense Ratio Comparison
PTTRX has a 0.47% expense ratio, which is lower than EDEN's 0.53% expense ratio.
Dividends
PTTRX vs. EDEN - Dividend Comparison
PTTRX's dividend yield for the trailing twelve months is around 4.54%, more than EDEN's 2.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDEN iShares MSCI Denmark ETF | 2.87% | 2.79% | 1.50% | 1.92% | 1.47% | 0.74% | 0.42% | 2.36% | 2.01% | 2.03% | 1.28% | 1.46% |
PTTRX PIMCO Total Return Fund Institutional Class | 4.54% | 4.47% | 4.61% | 3.81% | 3.63% | 2.59% | 6.11% | 3.96% | 3.13% | 2.63% | 3.02% | 6.64% |
Frequently Asked Questions
PTTRX and EDEN have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EDEN has higher volatility (4.93%) compared to PTTRX (1.77%). In terms of maximum drawdown, PTTRX dropped -19.28% vs EDEN's -36.61%.
PTTRX currently has the higher Sharpe Ratio (1.47 vs -0.34), 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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