PTTRX vs. VBTIX
Compare and contrast key facts about PIMCO Total Return Fund Institutional Class (PTTRX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX).
PTTRX is managed by PIMCO. VBTIX is managed by Vanguard. It was launched on Sep 18, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTTRX or VBTIX.
Key characteristics
| PTTRX | VBTIX | |
|---|---|---|
| YTD Return | 2.53% | 1.37% |
| 1Y Return | 9.36% | 7.85% |
| 3Y Return (Ann) | -2.06% | -2.40% |
| 5Y Return (Ann) | -0.47% | -0.28% |
| 10Y Return (Ann) | 0.99% | 1.36% |
| Sharpe Ratio | 1.56 | 1.36 |
| Sortino Ratio | 2.33 | 2.02 |
| Omega Ratio | 1.29 | 1.24 |
| Calmar Ratio | 0.20 | 0.50 |
| Martin Ratio | 6.20 | 4.71 |
| Ulcer Index | 1.51% | 1.67% |
| Daily Std Dev | 5.98% | 5.79% |
| Max Drawdown | -90.27% | -19.01% |
| Current Drawdown | -42.21% | -9.20% |
Correlation
The correlation between PTTRX and VBTIX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PTTRX vs. VBTIX - Performance Comparison
In the year-to-date period, PTTRX achieves a 2.53% return, which is significantly higher than VBTIX's 1.37% return. Over the past 10 years, PTTRX has underperformed VBTIX with an annualized return of 0.99%, while VBTIX has yielded a comparatively higher 1.36% 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. VBTIX - Expense Ratio Comparison
PTTRX has a 0.47% expense ratio, which is higher than VBTIX's 0.04% expense ratio.
Risk-Adjusted Performance
PTTRX vs. VBTIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return Fund Institutional Class (PTTRX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX). 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. VBTIX - Dividend Comparison
PTTRX's dividend yield for the trailing twelve months is around 4.41%, more than VBTIX's 3.61% 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% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 3.61% | 3.12% | 2.54% | 1.91% | 2.25% | 2.74% | 2.78% | 2.53% | 2.49% | 2.51% | 2.57% | 2.56% |
Drawdowns
PTTRX vs. VBTIX - Drawdown Comparison
The maximum PTTRX drawdown since its inception was -90.27%, which is greater than VBTIX's maximum drawdown of -19.01%. Use the drawdown chart below to compare losses from any high point for PTTRX and VBTIX. For additional features, visit the drawdowns tool.
Volatility
PTTRX vs. VBTIX - Volatility Comparison
PIMCO Total Return Fund Institutional Class (PTTRX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) have volatilities of 1.71% and 1.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.