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PTTRX vs. PDIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTTRX vs. PDIIX - Performance Comparison

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

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PTTRX vs. PDIIX - 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%
PDIIX
PIMCO Diversified Income Fund
-1.40%10.42%6.38%10.41%-14.70%0.42%6.43%13.05%-0.97%8.87%

Returns By Period

In the year-to-date period, PTTRX achieves a -0.68% return, which is significantly higher than PDIIX's -1.40% return. Over the past 10 years, PTTRX has underperformed PDIIX with an annualized return of 2.27%, while PDIIX has yielded a comparatively higher 4.38% 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%

PDIIX

1D
0.41%
1M
-2.57%
YTD
-1.40%
6M
0.67%
1Y
6.51%
3Y*
7.62%
5Y*
2.29%
10Y*
4.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTTRX vs. PDIIX - Expense Ratio Comparison

PTTRX has a 0.47% expense ratio, which is lower than PDIIX's 0.75% expense ratio.


Return for Risk

PTTRX vs. PDIIX — 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

PDIIX
PDIIX Risk / Return Rank: 8484
Overall Rank
PDIIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PDIIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
PDIIX Omega Ratio Rank: 8282
Omega Ratio Rank
PDIIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
PDIIX Martin Ratio Rank: 8282
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. PDIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return Fund Institutional Class (PTTRX) and PIMCO Diversified Income Fund (PDIIX). 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.


PTTRXPDIIXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.71

-0.75

Sortino ratio

Return per unit of downside risk

1.37

2.43

-1.06

Omega ratio

Gain probability vs. loss probability

1.18

1.34

-0.16

Calmar ratio

Return relative to maximum drawdown

1.69

2.09

-0.40

Martin ratio

Return relative to average drawdown

4.99

8.55

-3.56

PTTRX vs. PDIIX - Sharpe Ratio Comparison

The current PTTRX Sharpe Ratio is 0.97, which is lower than the PDIIX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of PTTRX and PDIIX, 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


PTTRXPDIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.71

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.47

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.90

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

1.20

-0.05

Correlation

The correlation between PTTRX and PDIIX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PTTRX vs. PDIIX - Dividend Comparison

PTTRX's dividend yield for the trailing twelve months is around 4.12%, less than PDIIX's 5.12% 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%
PDIIX
PIMCO Diversified Income Fund
5.12%5.42%5.21%4.66%3.91%3.65%3.68%5.04%4.46%4.84%4.94%7.68%

Drawdowns

PTTRX vs. PDIIX - Drawdown Comparison

The maximum PTTRX drawdown since its inception was -19.28%, smaller than the maximum PDIIX drawdown of -21.96%. Use the drawdown chart below to compare losses from any high point for PTTRX and PDIIX.


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Drawdown Indicators


PTTRXPDIIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.28%

-21.96%

+2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.67%

-3.55%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-19.28%

-20.50%

+1.22%

Max Drawdown (10Y)

Largest decline over 10 years

-19.28%

-20.50%

+1.22%

Current Drawdown

Current decline from peak

-2.78%

-2.96%

+0.18%

Average Drawdown

Average peak-to-trough decline

-2.19%

-2.83%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

0.87%

+0.37%

Volatility

PTTRX vs. PDIIX - Volatility Comparison

PIMCO Total Return Fund Institutional Class (PTTRX) has a higher volatility of 2.05% compared to PIMCO Diversified Income Fund (PDIIX) at 1.79%. This indicates that PTTRX's price experiences larger fluctuations and is considered to be riskier than PDIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTTRXPDIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

1.79%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

3.00%

2.55%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

5.15%

3.98%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.20%

4.93%

+1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.19%

4.86%

+0.33%