PTTRX vs. JSOSX
Compare and contrast key facts about PIMCO Total Return Fund Institutional Class (PTTRX) and JPMorgan Strategic Income Opportunities Fund Class I (JSOSX).
PTTRX is managed by PIMCO. JSOSX is managed by JPMorgan. It was launched on Oct 10, 2008.
Performance
PTTRX vs. JSOSX - Performance Comparison
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PTTRX vs. JSOSX - 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% | 5.13% |
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 0.50% | 3.70% | 5.45% | 5.25% | 0.46% | 0.64% | 1.55% | 3.97% | 0.77% | 3.34% |
Returns By Period
In the year-to-date period, PTTRX achieves a -0.68% return, which is significantly lower than JSOSX's 0.50% return. Over the past 10 years, PTTRX has underperformed JSOSX with an annualized return of 2.27%, while JSOSX has yielded a comparatively higher 3.33% 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%
JSOSX
- 1D
- 0.09%
- 1M
- -0.09%
- YTD
- 0.50%
- 6M
- 1.41%
- 1Y
- 3.52%
- 3Y*
- 4.69%
- 5Y*
- 3.12%
- 10Y*
- 3.33%
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PTTRX vs. JSOSX - Expense Ratio Comparison
PTTRX has a 0.47% expense ratio, which is lower than JSOSX's 0.77% expense ratio.
Return for Risk
PTTRX vs. JSOSX — Risk / Return Rank
PTTRX
JSOSX
PTTRX vs. JSOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return Fund Institutional Class (PTTRX) and JPMorgan Strategic Income Opportunities Fund Class I (JSOSX). 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 | JSOSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 5.17 | -4.20 |
Sortino ratioReturn per unit of downside risk | 1.37 | 10.21 | -8.85 |
Omega ratioGain probability vs. loss probability | 1.18 | 3.93 | -2.75 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 13.42 | -11.73 |
Martin ratioReturn relative to average drawdown | 4.99 | 90.13 | -85.14 |
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 | JSOSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 5.17 | -4.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 4.01 | -3.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 2.59 | -2.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 1.98 | -0.84 |
Correlation
The correlation between PTTRX and JSOSX 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
PTTRX vs. JSOSX - Dividend Comparison
PTTRX's dividend yield for the trailing twelve months is around 4.12%, more than JSOSX's 3.74% 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% |
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 3.74% | 3.82% | 5.05% | 4.77% | 1.69% | 0.55% | 1.26% | 2.85% | 3.00% | 3.21% | 4.30% | 3.44% |
Drawdowns
PTTRX vs. JSOSX - Drawdown Comparison
The maximum PTTRX drawdown since its inception was -19.28%, which is greater than JSOSX's maximum drawdown of -6.40%. Use the drawdown chart below to compare losses from any high point for PTTRX and JSOSX.
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Drawdown Indicators
| PTTRX | JSOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.28% | -6.40% | -12.88% |
Max Drawdown (1Y)Largest decline over 1 year | -3.67% | -0.26% | -3.41% |
Max Drawdown (5Y)Largest decline over 5 years | -19.28% | -0.98% | -18.30% |
Max Drawdown (10Y)Largest decline over 10 years | -19.28% | -6.19% | -13.09% |
Current DrawdownCurrent decline from peak | -2.78% | -0.17% | -2.61% |
Average DrawdownAverage peak-to-trough decline | -2.19% | -0.47% | -1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 0.04% | +1.20% |
Volatility
PTTRX vs. JSOSX - Volatility Comparison
PIMCO Total Return Fund Institutional Class (PTTRX) has a higher volatility of 2.05% compared to JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) at 0.35%. This indicates that PTTRX's price experiences larger fluctuations and is considered to be riskier than JSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTTRX | JSOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 0.35% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 3.00% | 0.51% | +2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.15% | 0.68% | +4.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.20% | 0.78% | +5.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.19% | 1.29% | +3.90% |