PTTRX vs. VWETX
Compare and contrast key facts about PIMCO Total Return Fund Institutional Class (PTTRX) and Vanguard Long-Term Investment-Grade Fund Admiral Shares (VWETX).
PTTRX is managed by PIMCO. VWETX is managed by Vanguard. It was launched on Feb 12, 2001.
Performance
PTTRX vs. VWETX - Performance Comparison
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PTTRX vs. VWETX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VWETX Vanguard Long-Term Investment-Grade Fund Admiral Shares | -1.25% | 7.31% | -2.70% | 8.92% | -25.54% | -2.79% | 15.50% | 20.56% | -6.17% | 12.08% |
Returns By Period
In the year-to-date period, PTTRX achieves a -0.68% return, which is significantly higher than VWETX's -1.25% return. Over the past 10 years, PTTRX has outperformed VWETX with an annualized return of 2.27%, while VWETX has yielded a comparatively lower 1.83% 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%
VWETX
- 1D
- 0.40%
- 1M
- -2.97%
- YTD
- -1.25%
- 6M
- -1.80%
- 1Y
- 2.59%
- 3Y*
- 2.04%
- 5Y*
- -2.27%
- 10Y*
- 1.83%
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PTTRX vs. VWETX - Expense Ratio Comparison
PTTRX has a 0.47% expense ratio, which is higher than VWETX's 0.12% expense ratio.
Return for Risk
PTTRX vs. VWETX — Risk / Return Rank
PTTRX
VWETX
PTTRX vs. VWETX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return Fund Institutional Class (PTTRX) and Vanguard Long-Term Investment-Grade Fund Admiral Shares (VWETX). 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.
| PTTRX | VWETX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.35 | +0.62 |
Sortino ratioReturn per unit of downside risk | 1.37 | 0.53 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.07 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 0.73 | +0.96 |
Martin ratioReturn relative to average drawdown | 4.99 | 1.77 | +3.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PTTRX | VWETX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.35 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | -0.19 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.17 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 0.48 | +0.66 |
Correlation
The correlation between PTTRX and VWETX is 0.82, 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. VWETX - Dividend Comparison
PTTRX's dividend yield for the trailing twelve months is around 4.12%, less than VWETX's 4.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VWETX Vanguard Long-Term Investment-Grade Fund Admiral Shares | 4.76% | 5.06% | 5.10% | 4.26% | 4.54% | 4.86% | 6.99% | 5.11% | 4.40% | 5.60% | 6.25% | 7.49% |
Drawdowns
PTTRX vs. VWETX - Drawdown Comparison
The maximum PTTRX drawdown since its inception was -19.28%, smaller than the maximum VWETX drawdown of -36.04%. Use the drawdown chart below to compare losses from any high point for PTTRX and VWETX.
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Drawdown Indicators
| PTTRX | VWETX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.28% | -36.04% | +16.76% |
Max Drawdown (1Y)Largest decline over 1 year | -3.67% | -5.44% | +1.77% |
Max Drawdown (5Y)Largest decline over 5 years | -19.28% | -34.42% | +15.14% |
Max Drawdown (10Y)Largest decline over 10 years | -19.28% | -36.04% | +16.76% |
Current DrawdownCurrent decline from peak | -2.78% | -20.25% | +17.47% |
Average DrawdownAverage peak-to-trough decline | -2.19% | -7.12% | +4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 2.25% | -1.01% |
Volatility
PTTRX vs. VWETX - Volatility Comparison
The current volatility for PIMCO Total Return Fund Institutional Class (PTTRX) is 2.05%, while Vanguard Long-Term Investment-Grade Fund Admiral Shares (VWETX) has a volatility of 3.42%. This indicates that PTTRX experiences smaller price fluctuations and is considered to be less risky than VWETX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTTRX | VWETX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 3.42% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 3.00% | 5.29% | -2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.15% | 8.97% | -3.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.20% | 12.10% | -5.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.19% | 10.85% | -5.66% |