PTTRX vs. SPY
Compare and contrast key facts about PIMCO Total Return Fund Institutional Class (PTTRX) and SPDR S&P 500 ETF (SPY).
PTTRX is managed by PIMCO. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTTRX or SPY.
Key characteristics
| PTTRX | SPY | |
|---|---|---|
| YTD Return | 2.53% | 26.77% |
| 1Y Return | 9.36% | 37.43% |
| 3Y Return (Ann) | -2.06% | 10.15% |
| 5Y Return (Ann) | -0.47% | 15.86% |
| 10Y Return (Ann) | 0.99% | 13.33% |
| Sharpe Ratio | 1.56 | 3.06 |
| Sortino Ratio | 2.33 | 4.08 |
| Omega Ratio | 1.29 | 1.58 |
| Calmar Ratio | 0.20 | 4.44 |
| Martin Ratio | 6.20 | 20.11 |
| Ulcer Index | 1.51% | 1.85% |
| Daily Std Dev | 5.98% | 12.18% |
| Max Drawdown | -90.27% | -55.19% |
| Current Drawdown | -42.21% | -0.31% |
Correlation
The correlation between PTTRX and SPY is -0.04. 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.
Performance
PTTRX vs. SPY - Performance Comparison
In the year-to-date period, PTTRX achieves a 2.53% return, which is significantly lower than SPY's 26.77% return. Over the past 10 years, PTTRX has underperformed SPY with an annualized return of 0.99%, while SPY has yielded a comparatively higher 13.33% 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. SPY - Expense Ratio Comparison
PTTRX has a 0.47% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
PTTRX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return Fund Institutional Class (PTTRX) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
PTTRX's dividend yield for the trailing twelve months is around 4.41%, more than SPY's 1.17% 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% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
PTTRX vs. SPY - Drawdown Comparison
The maximum PTTRX drawdown since its inception was -90.27%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PTTRX and SPY. For additional features, visit the drawdowns tool.
Volatility
PTTRX vs. SPY - Volatility Comparison
The current volatility for PIMCO Total Return Fund Institutional Class (PTTRX) is 1.71%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.88%. This indicates that PTTRX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.