PTTRX vs. VCSH
Compare and contrast key facts about PIMCO Total Return Fund Institutional Class (PTTRX) and Vanguard Short-Term Corporate Bond ETF (VCSH).
PTTRX is managed by PIMCO. VCSH is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. 1-5 Year Corporate Index. It was launched on Nov 19, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTTRX or VCSH.
Key characteristics
| PTTRX | VCSH | |
|---|---|---|
| YTD Return | 3.37% | 4.66% |
| 1Y Return | 10.40% | 8.41% |
| 3Y Return (Ann) | -2.04% | 1.45% |
| 5Y Return (Ann) | -0.19% | 2.01% |
| 10Y Return (Ann) | 1.08% | 2.33% |
| Sharpe Ratio | 1.57 | 3.20 |
| Sortino Ratio | 2.32 | 5.21 |
| Omega Ratio | 1.29 | 1.67 |
| Calmar Ratio | 0.20 | 1.91 |
| Martin Ratio | 6.38 | 19.82 |
| Ulcer Index | 1.48% | 0.41% |
| Daily Std Dev | 6.01% | 2.55% |
| Max Drawdown | -90.27% | -12.86% |
| Current Drawdown | -41.73% | -0.80% |
Correlation
The correlation between PTTRX and VCSH is 0.69, 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. VCSH - Performance Comparison
In the year-to-date period, PTTRX achieves a 3.37% return, which is significantly lower than VCSH's 4.66% return. Over the past 10 years, PTTRX has underperformed VCSH with an annualized return of 1.08%, while VCSH has yielded a comparatively higher 2.33% 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. VCSH - Expense Ratio Comparison
PTTRX has a 0.47% expense ratio, which is higher than VCSH's 0.04% expense ratio.
Risk-Adjusted Performance
PTTRX vs. VCSH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return Fund Institutional Class (PTTRX) and Vanguard Short-Term Corporate Bond ETF (VCSH). 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. VCSH - Dividend Comparison
PTTRX's dividend yield for the trailing twelve months is around 4.37%, more than VCSH's 3.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTTRX PIMCO Total Return Fund Institutional Class | 4.37% | 3.82% | 4.41% | 2.35% | 2.53% | 3.79% | 3.12% | 2.63% | 3.04% | 3.06% | 4.17% | 2.50% |
VCSH Vanguard Short-Term Corporate Bond ETF | 3.81% | 3.09% | 2.01% | 1.81% | 2.27% | 2.87% | 2.65% | 2.25% | 2.10% | 2.08% | 2.01% | 2.05% |
Drawdowns
PTTRX vs. VCSH - Drawdown Comparison
The maximum PTTRX drawdown since its inception was -90.27%, which is greater than VCSH's maximum drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for PTTRX and VCSH. For additional features, visit the drawdowns tool.
Volatility
PTTRX vs. VCSH - Volatility Comparison
PIMCO Total Return Fund Institutional Class (PTTRX) has a higher volatility of 1.61% compared to Vanguard Short-Term Corporate Bond ETF (VCSH) at 0.64%. This indicates that PTTRX's price experiences larger fluctuations and is considered to be riskier than VCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.