PTTRX vs. VTHRX
Compare and contrast key facts about PIMCO Total Return Fund Institutional Class (PTTRX) and Vanguard Target Retirement 2030 Fund (VTHRX).
PTTRX is managed by PIMCO. VTHRX is managed by Vanguard. It was launched on Jun 7, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTTRX or VTHRX.
Key characteristics
| PTTRX | VTHRX | |
|---|---|---|
| YTD Return | 3.13% | 12.49% |
| 1Y Return | 10.00% | 22.01% |
| 3Y Return (Ann) | -1.87% | 2.92% |
| 5Y Return (Ann) | -0.30% | 7.53% |
| 10Y Return (Ann) | 1.05% | 7.17% |
| Sharpe Ratio | 1.70 | 2.65 |
| Sortino Ratio | 2.53 | 3.84 |
| Omega Ratio | 1.31 | 1.53 |
| Calmar Ratio | 0.22 | 2.09 |
| Martin Ratio | 6.79 | 16.06 |
| Ulcer Index | 1.49% | 1.43% |
| Daily Std Dev | 5.96% | 8.62% |
| Max Drawdown | -90.27% | -49.57% |
| Current Drawdown | -41.87% | 0.00% |
Correlation
The correlation between PTTRX and VTHRX is -0.03. 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. VTHRX - Performance Comparison
In the year-to-date period, PTTRX achieves a 3.13% return, which is significantly lower than VTHRX's 12.49% return. Over the past 10 years, PTTRX has underperformed VTHRX with an annualized return of 1.05%, while VTHRX has yielded a comparatively higher 7.17% 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. VTHRX - Expense Ratio Comparison
PTTRX has a 0.47% expense ratio, which is higher than VTHRX's 0.08% expense ratio.
Risk-Adjusted Performance
PTTRX vs. VTHRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return Fund Institutional Class (PTTRX) and Vanguard Target Retirement 2030 Fund (VTHRX). 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. VTHRX - Dividend Comparison
PTTRX's dividend yield for the trailing twelve months is around 4.38%, more than VTHRX's 2.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTTRX PIMCO Total Return Fund Institutional Class | 4.38% | 3.82% | 4.41% | 2.35% | 2.53% | 3.79% | 3.12% | 2.63% | 3.04% | 3.06% | 4.17% | 2.50% |
VTHRX Vanguard Target Retirement 2030 Fund | 2.30% | 2.59% | 2.05% | 2.14% | 1.63% | 2.38% | 2.49% | 1.99% | 1.97% | 2.15% | 1.92% | 1.78% |
Drawdowns
PTTRX vs. VTHRX - Drawdown Comparison
The maximum PTTRX drawdown since its inception was -90.27%, which is greater than VTHRX's maximum drawdown of -49.57%. Use the drawdown chart below to compare losses from any high point for PTTRX and VTHRX. For additional features, visit the drawdowns tool.
Volatility
PTTRX vs. VTHRX - Volatility Comparison
The current volatility for PIMCO Total Return Fund Institutional Class (PTTRX) is 1.63%, while Vanguard Target Retirement 2030 Fund (VTHRX) has a volatility of 2.02%. This indicates that PTTRX experiences smaller price fluctuations and is considered to be less risky than VTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.