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PTTRX vs. EIBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTTRX vs. EIBAX - Performance Comparison

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

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PTTRX vs. EIBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTTRX
PIMCO Total Return Fund Institutional Class
-0.68%9.35%2.62%6.33%-14.72%-0.59%8.88%8.36%-0.24%5.13%
EIBAX
Eaton Vance Total Return Bond Fund
-0.62%9.15%4.38%5.59%-12.88%3.02%5.89%10.84%-0.84%7.72%

Returns By Period

In the year-to-date period, PTTRX achieves a -0.68% return, which is significantly lower than EIBAX's -0.62% return. Over the past 10 years, PTTRX has underperformed EIBAX with an annualized return of 2.27%, while EIBAX has yielded a comparatively higher 3.78% annualized return.


PTTRX

1D
0.34%
1M
-2.24%
YTD
-0.68%
6M
0.80%
1Y
4.56%
3Y*
4.81%
5Y*
0.66%
10Y*
2.27%

EIBAX

1D
0.29%
1M
-1.97%
YTD
-0.62%
6M
0.44%
1Y
5.14%
3Y*
5.11%
5Y*
1.39%
10Y*
3.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTTRX vs. EIBAX - Expense Ratio Comparison

PTTRX has a 0.47% expense ratio, which is lower than EIBAX's 0.49% expense ratio.


Return for Risk

PTTRX vs. EIBAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PTTRX
PTTRX Risk / Return Rank: 4949
Overall Rank
PTTRX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PTTRX Sortino Ratio Rank: 4444
Sortino Ratio Rank
PTTRX Omega Ratio Rank: 3535
Omega Ratio Rank
PTTRX Calmar Ratio Rank: 7171
Calmar Ratio Rank
PTTRX Martin Ratio Rank: 4949
Martin Ratio Rank

EIBAX
EIBAX Risk / Return Rank: 6767
Overall Rank
EIBAX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
EIBAX Sortino Ratio Rank: 7070
Sortino Ratio Rank
EIBAX Omega Ratio Rank: 5454
Omega Ratio Rank
EIBAX Calmar Ratio Rank: 7575
Calmar Ratio Rank
EIBAX Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PTTRX vs. EIBAX - Risk-Adjusted Trends Comparison

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


PTTRXEIBAXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.27

-0.30

Sortino ratio

Return per unit of downside risk

1.37

1.84

-0.47

Omega ratio

Gain probability vs. loss probability

1.18

1.23

-0.05

Calmar ratio

Return relative to maximum drawdown

1.69

1.84

-0.15

Martin ratio

Return relative to average drawdown

4.99

6.68

-1.69

PTTRX vs. EIBAX - Sharpe Ratio Comparison

The current PTTRX Sharpe Ratio is 0.97, which is comparable to the EIBAX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of PTTRX and EIBAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PTTRXEIBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.27

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.27

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.81

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.81

+0.34

Correlation

The correlation between PTTRX and EIBAX is 0.74, 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

PTTRX vs. EIBAX - Dividend Comparison

PTTRX's dividend yield for the trailing twelve months is around 4.12%, less than EIBAX's 4.76% yield.


TTM20252024202320222021202020192018201720162015
PTTRX
PIMCO Total Return Fund Institutional Class
4.12%4.47%4.61%3.81%3.63%2.59%6.11%3.96%3.13%2.63%3.02%6.64%
EIBAX
Eaton Vance Total Return Bond Fund
4.76%5.13%5.58%4.01%4.04%3.49%3.87%3.97%4.16%3.55%3.90%5.69%

Drawdowns

PTTRX vs. EIBAX - Drawdown Comparison

The maximum PTTRX drawdown since its inception was -19.28%, which is greater than EIBAX's maximum drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for PTTRX and EIBAX.


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Drawdown Indicators


PTTRXEIBAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.28%

-17.20%

-2.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.67%

-3.26%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-19.28%

-16.91%

-2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-19.28%

-17.20%

-2.08%

Current Drawdown

Current decline from peak

-2.78%

-2.52%

-0.26%

Average Drawdown

Average peak-to-trough decline

-2.19%

-3.53%

+1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

0.90%

+0.34%

Volatility

PTTRX vs. EIBAX - Volatility Comparison

PIMCO Total Return Fund Institutional Class (PTTRX) has a higher volatility of 2.05% compared to Eaton Vance Total Return Bond Fund (EIBAX) at 1.69%. This indicates that PTTRX's price experiences larger fluctuations and is considered to be riskier than EIBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTTRXEIBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

1.69%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

3.00%

2.70%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

5.15%

4.33%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.20%

5.26%

+0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.19%

4.69%

+0.50%