PTTRX vs. PDIIX
Compare and contrast key facts about PIMCO Total Return Fund Institutional Class (PTTRX) and PIMCO Diversified Income Fund (PDIIX).
PTTRX is managed by PIMCO. PDIIX is managed by PIMCO. It was launched on Jul 30, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTTRX or PDIIX.
Key characteristics
| PTTRX | PDIIX | |
|---|---|---|
| YTD Return | 2.41% | 5.20% |
| 1Y Return | 7.78% | 11.57% |
| 3Y Return (Ann) | -2.10% | 0.12% |
| 5Y Return (Ann) | -0.49% | 1.61% |
| 10Y Return (Ann) | 0.97% | 3.13% |
| Sharpe Ratio | 1.54 | 2.99 |
| Sortino Ratio | 2.30 | 4.73 |
| Omega Ratio | 1.28 | 1.61 |
| Calmar Ratio | 0.20 | 1.11 |
| Martin Ratio | 6.05 | 15.32 |
| Ulcer Index | 1.53% | 0.83% |
| Daily Std Dev | 5.99% | 4.24% |
| Max Drawdown | -90.27% | -22.29% |
| Current Drawdown | -42.27% | -1.83% |
Correlation
The correlation between PTTRX and PDIIX is 0.67, 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.
Performance
PTTRX vs. PDIIX - Performance Comparison
In the year-to-date period, PTTRX achieves a 2.41% return, which is significantly lower than PDIIX's 5.20% return. Over the past 10 years, PTTRX has underperformed PDIIX with an annualized return of 0.97%, while PDIIX has yielded a comparatively higher 3.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
PTTRX vs. PDIIX - Risk-Adjusted Performance 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.
Dividends
PTTRX vs. PDIIX - Dividend Comparison
PTTRX's dividend yield for the trailing twelve months is around 4.41%, less than PDIIX's 4.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTTRX PIMCO Total Return Fund Institutional Class | 4.41% | 3.82% | 4.41% | 2.35% | 2.53% | 3.79% | 3.12% | 2.63% | 3.04% | 3.06% | 4.17% | 2.50% |
PDIIX PIMCO Diversified Income Fund | 4.58% | 4.65% | 5.02% | 3.57% | 3.68% | 4.62% | 4.46% | 4.87% | 4.94% | 7.14% | 6.03% | 4.81% |
Drawdowns
PTTRX vs. PDIIX - Drawdown Comparison
The maximum PTTRX drawdown since its inception was -90.27%, which is greater than PDIIX's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for PTTRX and PDIIX. For additional features, visit the drawdowns tool.
Volatility
PTTRX vs. PDIIX - Volatility Comparison
PIMCO Total Return Fund Institutional Class (PTTRX) has a higher volatility of 1.66% compared to PIMCO Diversified Income Fund (PDIIX) at 1.09%. 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.