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PTTRX vs. PONAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTTRX vs. PONAX - Performance Comparison

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

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PTTRX vs. PONAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTTRX
PIMCO Total Return Fund Institutional Class
-1.02%9.35%2.62%6.33%-14.72%-0.59%8.88%8.36%-0.24%5.13%
PONAX
PIMCO Income Fund Class A
-1.42%10.63%5.02%8.96%-9.34%2.21%5.40%7.65%0.21%8.19%

Returns By Period

In the year-to-date period, PTTRX achieves a -1.02% return, which is significantly higher than PONAX's -1.42% return. Over the past 10 years, PTTRX has underperformed PONAX with an annualized return of 2.24%, while PONAX has yielded a comparatively higher 4.25% annualized return.


PTTRX

1D
0.58%
1M
-3.11%
YTD
-1.02%
6M
0.68%
1Y
4.56%
3Y*
4.69%
5Y*
0.65%
10Y*
2.24%

PONAX

1D
0.47%
1M
-3.24%
YTD
-1.42%
6M
0.98%
1Y
5.68%
3Y*
6.79%
5Y*
3.00%
10Y*
4.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTTRX vs. PONAX - Expense Ratio Comparison

PTTRX has a 0.47% expense ratio, which is lower than PONAX's 1.02% expense ratio.


Return for Risk

PTTRX vs. PONAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PTTRX
PTTRX Risk / Return Rank: 5353
Overall Rank
PTTRX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
PTTRX Sortino Ratio Rank: 5353
Sortino Ratio Rank
PTTRX Omega Ratio Rank: 4242
Omega Ratio Rank
PTTRX Calmar Ratio Rank: 6969
Calmar Ratio Rank
PTTRX Martin Ratio Rank: 4646
Martin Ratio Rank

PONAX
PONAX Risk / Return Rank: 7878
Overall Rank
PONAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PONAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
PONAX Omega Ratio Rank: 7474
Omega Ratio Rank
PONAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PONAX Martin Ratio Rank: 7474
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. PONAX - Risk-Adjusted Trends Comparison

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


PTTRXPONAXDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.48

-0.47

Sortino ratio

Return per unit of downside risk

1.41

2.11

-0.69

Omega ratio

Gain probability vs. loss probability

1.18

1.28

-0.09

Calmar ratio

Return relative to maximum drawdown

1.56

1.76

-0.20

Martin ratio

Return relative to average drawdown

4.64

7.07

-2.43

PTTRX vs. PONAX - Sharpe Ratio Comparison

The current PTTRX Sharpe Ratio is 1.00, which is lower than the PONAX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of PTTRX and PONAX, 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


PTTRXPONAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.48

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.64

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

1.03

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

1.47

-0.33

Correlation

The correlation between PTTRX and PONAX 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. PONAX - Dividend Comparison

PTTRX's dividend yield for the trailing twelve months is around 4.14%, less than PONAX's 5.20% yield.


TTM20252024202320222021202020192018201720162015
PTTRX
PIMCO Total Return Fund Institutional Class
4.14%4.47%4.61%3.81%3.63%2.59%6.11%3.96%3.13%2.63%3.02%6.64%
PONAX
PIMCO Income Fund Class A
5.20%5.61%5.86%5.86%4.66%3.62%4.48%5.42%5.24%4.97%5.13%7.45%

Drawdowns

PTTRX vs. PONAX - Drawdown Comparison

The maximum PTTRX drawdown since its inception was -19.28%, which is greater than PONAX's maximum drawdown of -13.64%. Use the drawdown chart below to compare losses from any high point for PTTRX and PONAX.


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Drawdown Indicators


PTTRXPONAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.28%

-13.64%

-5.64%

Max Drawdown (1Y)

Largest decline over 1 year

-3.67%

-3.69%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-19.28%

-13.64%

-5.64%

Max Drawdown (10Y)

Largest decline over 10 years

-19.28%

-13.64%

-5.64%

Current Drawdown

Current decline from peak

-3.11%

-3.24%

+0.13%

Average Drawdown

Average peak-to-trough decline

-2.19%

-1.80%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

0.92%

+0.31%

Volatility

PTTRX vs. PONAX - Volatility Comparison

PIMCO Total Return Fund Institutional Class (PTTRX) has a higher volatility of 2.04% compared to PIMCO Income Fund Class A (PONAX) at 1.88%. This indicates that PTTRX's price experiences larger fluctuations and is considered to be riskier than PONAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTTRXPONAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.04%

1.88%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

2.61%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

5.15%

4.24%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.20%

4.72%

+1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.19%

4.16%

+1.03%