PTTRX vs. FNSOX
Compare and contrast key facts about PIMCO Total Return Fund Institutional Class (PTTRX) and Fidelity Short-Term Bond Index Fund (FNSOX).
PTTRX is managed by PIMCO. FNSOX is managed by Fidelity. It was launched on Oct 18, 2017.
Performance
PTTRX vs. FNSOX - Performance Comparison
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PTTRX vs. FNSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.30% |
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, PTTRX achieves a -0.68% return, which is significantly lower than FNSOX's -0.12% 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%
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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PTTRX vs. FNSOX - Expense Ratio Comparison
PTTRX has a 0.47% expense ratio, which is higher than FNSOX's 0.03% expense ratio.
Return for Risk
PTTRX vs. FNSOX — Risk / Return Rank
PTTRX
FNSOX
PTTRX vs. FNSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return Fund Institutional Class (PTTRX) 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.
| PTTRX | FNSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.74 | -0.77 |
Sortino ratioReturn per unit of downside risk | 1.37 | 2.68 | -1.32 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.35 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 2.79 | -1.10 |
Martin ratioReturn relative to average drawdown | 4.99 | 10.34 | -5.35 |
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
| PTTRX | FNSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.74 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.56 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 0.83 | +0.32 |
Correlation
The correlation between PTTRX 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
PTTRX vs. FNSOX - Dividend Comparison
PTTRX's dividend yield for the trailing twelve months is around 4.12%, more than FNSOX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
PTTRX vs. FNSOX - Drawdown Comparison
The maximum PTTRX drawdown since its inception was -19.28%, which is greater than FNSOX's maximum drawdown of -8.92%. Use the drawdown chart below to compare losses from any high point for PTTRX and FNSOX.
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Drawdown Indicators
| PTTRX | FNSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.28% | -8.92% | -10.36% |
Max Drawdown (1Y)Largest decline over 1 year | -3.67% | -1.47% | -2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -19.28% | -8.77% | -10.51% |
Max Drawdown (10Y)Largest decline over 10 years | -19.28% | — | — |
Current DrawdownCurrent decline from peak | -2.78% | -1.08% | -1.70% |
Average DrawdownAverage peak-to-trough decline | -2.19% | -1.75% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 0.40% | +0.84% |
Volatility
PTTRX vs. FNSOX - Volatility Comparison
PIMCO Total Return Fund Institutional Class (PTTRX) has a higher volatility of 2.05% compared to Fidelity Short-Term Bond Index Fund (FNSOX) at 0.75%. This indicates that PTTRX'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
| PTTRX | FNSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 0.75% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 3.00% | 1.37% | +1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.15% | 2.21% | +2.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.20% | 2.86% | +3.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.19% | 2.48% | +2.71% |