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PTTRX vs. VSCSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTTRX vs. VSCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Total Return Fund Institutional Class (PTTRX) and Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX). The values are adjusted to include any dividend payments, if applicable.

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PTTRX vs. VSCSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTTRX
PIMCO Total Return Fund Institutional Class
-0.68%9.35%2.62%6.33%-14.72%-0.59%8.88%8.36%-0.24%5.13%
VSCSX
Vanguard Short-Term Corporate Bond Index Fund Admiral Shares
0.10%6.75%5.36%6.11%-5.72%-0.43%5.06%6.85%0.88%2.46%

Returns By Period

In the year-to-date period, PTTRX achieves a -0.68% return, which is significantly lower than VSCSX's 0.10% return. Over the past 10 years, PTTRX has underperformed VSCSX with an annualized return of 2.27%, while VSCSX has yielded a comparatively higher 2.75% annualized return.


PTTRX

1D
0.34%
1M
-2.24%
YTD
-0.68%
6M
0.80%
1Y
4.56%
3Y*
4.81%
5Y*
0.66%
10Y*
2.27%

VSCSX

1D
0.19%
1M
-0.64%
YTD
0.10%
6M
1.17%
1Y
4.76%
3Y*
5.51%
5Y*
2.43%
10Y*
2.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTTRX vs. VSCSX - Expense Ratio Comparison

PTTRX has a 0.47% expense ratio, which is higher than VSCSX's 0.07% expense ratio.


Return for Risk

PTTRX vs. VSCSX — Risk / Return Rank

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

PTTRX
PTTRX Risk / Return Rank: 4949
Overall Rank
PTTRX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PTTRX Sortino Ratio Rank: 4444
Sortino Ratio Rank
PTTRX Omega Ratio Rank: 3535
Omega Ratio Rank
PTTRX Calmar Ratio Rank: 7171
Calmar Ratio Rank
PTTRX Martin Ratio Rank: 4949
Martin Ratio Rank

VSCSX
VSCSX Risk / Return Rank: 9696
Overall Rank
VSCSX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VSCSX Sortino Ratio Rank: 9797
Sortino Ratio Rank
VSCSX Omega Ratio Rank: 9595
Omega Ratio Rank
VSCSX Calmar Ratio Rank: 9696
Calmar Ratio Rank
VSCSX Martin Ratio Rank: 9696
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. VSCSX - Risk-Adjusted Trends 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 Index Fund Admiral Shares (VSCSX). 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.


PTTRXVSCSXDifference

Sharpe ratio

Return per unit of total volatility

0.97

2.46

-1.49

Sortino ratio

Return per unit of downside risk

1.37

3.66

-2.29

Omega ratio

Gain probability vs. loss probability

1.18

1.51

-0.33

Calmar ratio

Return relative to maximum drawdown

1.69

3.63

-1.94

Martin ratio

Return relative to average drawdown

4.99

14.48

-9.50

PTTRX vs. VSCSX - Sharpe Ratio Comparison

The current PTTRX Sharpe Ratio is 0.97, which is lower than the VSCSX Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of PTTRX and VSCSX, 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


PTTRXVSCSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

2.46

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.91

-0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

1.17

-0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

1.36

-0.21

Correlation

The correlation between PTTRX and VSCSX is 0.79, 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.


Dividends

PTTRX vs. VSCSX - Dividend Comparison

PTTRX's dividend yield for the trailing twelve months is around 4.12%, more than VSCSX's 4.02% yield.


TTM20252024202320222021202020192018201720162015
PTTRX
PIMCO Total Return Fund Institutional Class
4.12%4.47%4.61%3.81%3.63%2.59%6.11%3.96%3.13%2.63%3.02%6.64%
VSCSX
Vanguard Short-Term Corporate Bond Index Fund Admiral Shares
4.02%4.32%4.27%3.07%1.98%1.78%2.25%2.85%2.66%2.26%1.93%2.21%

Drawdowns

PTTRX vs. VSCSX - Drawdown Comparison

The maximum PTTRX drawdown since its inception was -19.28%, which is greater than VSCSX's maximum drawdown of -9.36%. Use the drawdown chart below to compare losses from any high point for PTTRX and VSCSX.


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Drawdown Indicators


PTTRXVSCSXDifference

Max Drawdown

Largest peak-to-trough decline

-19.28%

-9.36%

-9.92%

Max Drawdown (1Y)

Largest decline over 1 year

-3.67%

-1.36%

-2.31%

Max Drawdown (5Y)

Largest decline over 5 years

-19.28%

-9.36%

-9.92%

Max Drawdown (10Y)

Largest decline over 10 years

-19.28%

-9.36%

-9.92%

Current Drawdown

Current decline from peak

-2.78%

-0.86%

-1.92%

Average Drawdown

Average peak-to-trough decline

-2.19%

-0.98%

-1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

0.34%

+0.90%

Volatility

PTTRX vs. VSCSX - Volatility Comparison

PIMCO Total Return Fund Institutional Class (PTTRX) has a higher volatility of 2.05% compared to Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) at 0.82%. This indicates that PTTRX's price experiences larger fluctuations and is considered to be riskier than VSCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTTRXVSCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

0.82%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

3.00%

1.20%

+1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

5.15%

1.99%

+3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.20%

2.70%

+3.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.19%

2.36%

+2.83%