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PTTRX vs. PDIIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.7

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.

80.00%100.00%120.00%140.00%160.00%180.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
75.18%
191.26%
PTTRX
PDIIX

Key characteristics

Sharpe Ratio

PTTRX:

0.47

PDIIX:

1.54

Sortino Ratio

PTTRX:

0.70

PDIIX:

2.24

Omega Ratio

PTTRX:

1.08

PDIIX:

1.29

Calmar Ratio

PTTRX:

0.06

PDIIX:

0.85

Martin Ratio

PTTRX:

1.49

PDIIX:

6.99

Ulcer Index

PTTRX:

1.77%

PDIIX:

0.86%

Daily Std Dev

PTTRX:

5.59%

PDIIX:

3.89%

Max Drawdown

PTTRX:

-90.27%

PDIIX:

-22.29%

Current Drawdown

PTTRX:

-42.46%

PDIIX:

-1.93%

Returns By Period

In the year-to-date period, PTTRX achieves a 2.08% return, which is significantly lower than PDIIX's 5.24% return. Over the past 10 years, PTTRX has underperformed PDIIX with an annualized return of 1.03%, while PDIIX has yielded a comparatively higher 3.83% annualized return.


PTTRX

YTD

2.08%

1M

-0.32%

6M

1.35%

1Y

2.63%

5Y*

-0.50%

10Y*

1.03%

PDIIX

YTD

5.24%

1M

-0.41%

6M

3.26%

1Y

5.90%

5Y*

1.46%

10Y*

3.83%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PTTRX vs. PDIIX - Expense Ratio Comparison

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


PDIIX
PIMCO Diversified Income Fund
Expense ratio chart for PDIIX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for PTTRX: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%

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.


Sharpe ratio
The chart of Sharpe ratio for PTTRX, currently valued at 0.47, compared to the broader market-1.000.001.002.003.004.000.471.54
The chart of Sortino ratio for PTTRX, currently valued at 0.70, compared to the broader market-2.000.002.004.006.008.0010.000.702.24
The chart of Omega ratio for PTTRX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.003.501.081.29
The chart of Calmar ratio for PTTRX, currently valued at 0.18, compared to the broader market0.002.004.006.008.0010.0012.0014.000.180.85
The chart of Martin ratio for PTTRX, currently valued at 1.49, compared to the broader market0.0020.0040.0060.001.496.99
PTTRX
PDIIX

The current PTTRX Sharpe Ratio is 0.47, which is lower than the PDIIX Sharpe Ratio of 1.54. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.47
1.54
PTTRX
PDIIX

Dividends

PTTRX vs. PDIIX - Dividend Comparison

PTTRX's dividend yield for the trailing twelve months is around 4.52%, less than PDIIX's 4.65% yield.


TTM20232022202120202019201820172016201520142013
PTTRX
PIMCO Total Return Fund Institutional Class
4.52%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
4.65%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.45%
-1.93%
PTTRX
PDIIX

Volatility

PTTRX vs. PDIIX - Volatility Comparison

PIMCO Total Return Fund Institutional Class (PTTRX) has a higher volatility of 1.79% compared to PIMCO Diversified Income Fund (PDIIX) at 1.15%. 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.


0.60%0.80%1.00%1.20%1.40%1.60%1.80%JulyAugustSeptemberOctoberNovemberDecember
1.79%
1.15%
PTTRX
PDIIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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