PTUIX vs. WFBIX
PTUIX (PIMCO Total Return Fund IV) and WFBIX (iShares U.S. Aggregate Bond Index Fund) are both Intermediate Core Bond funds. Over the past 10 years, PTUIX returned 1.97%/yr vs 1.87%/yr for WFBIX. Their correlation of 0.90 suggests significant overlap in exposure. PTUIX charges 0.50%/yr vs 0.05%/yr for WFBIX.
Performance
PTUIX vs. WFBIX - Performance Comparison
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Returns By Period
In the year-to-date period, PTUIX achieves a 0.16% return, which is significantly higher than WFBIX's 0.10% return. Over the past 10 years, PTUIX has outperformed WFBIX with an annualized return of 1.97%, while WFBIX has yielded a comparatively lower 1.87% annualized return.
PTUIX
- 1D
- -0.31%
- 1M
- 0.79%
- YTD
- 0.16%
- 6M
- 0.63%
- 1Y
- 5.12%
- 3Y*
- 4.70%
- 5Y*
- 0.24%
- 10Y*
- 1.97%
WFBIX
- 1D
- -0.33%
- 1M
- 0.56%
- YTD
- 0.10%
- 6M
- 0.42%
- 1Y
- 4.19%
- 3Y*
- 5.22%
- 5Y*
- 0.77%
- 10Y*
- 1.87%
PTUIX vs. WFBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTUIX PIMCO Total Return Fund IV | 0.16% | 8.16% | 2.19% | 5.90% | -13.84% | -1.12% | 7.33% | 9.67% | -0.76% | 4.57% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 0.10% | 7.16% | 1.43% | 9.65% | -13.03% | -1.79% | 7.40% | 8.72% | -0.08% | 3.39% |
Correlation
The correlation between PTUIX and WFBIX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since May 27, 2011 | 0.90 |
The correlation between PTUIX and WFBIX has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.
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Return for Risk
PTUIX vs. WFBIX — Risk / Return Rank
PTUIX
WFBIX
PTUIX vs. WFBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return Fund IV (PTUIX) and iShares U.S. Aggregate Bond Index Fund (WFBIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PTUIX | WFBIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.20 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.47 | +0.13 |
| Martin ratioReturn relative to average drawdown | 4.66 | 4.11 | +0.55 |
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Drawdowns
PTUIX vs. WFBIX - Drawdown Comparison
The maximum PTUIX drawdown since its inception was -19.19%, roughly equal to the maximum WFBIX drawdown of -18.68%. Use the drawdown chart below to compare losses from any high point for PTUIX and WFBIX.
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Drawdown Indicators
| PTUIX | WFBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.19% | -18.68% | -0.51% |
Max Drawdown (1Y)Largest decline over 1 year | -3.38% | -3.02% | -0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -5.99% | -6.09% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -19.19% | -17.84% | -1.35% |
Max Drawdown (10Y)Largest decline over 10 years | -19.19% | -18.68% | -0.51% |
Current DrawdownCurrent decline from peak | -1.68% | -1.82% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -3.54% | -2.26% | -1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 1.08% | +0.07% |
Volatility
PTUIX vs. WFBIX - Volatility Comparison
PIMCO Total Return Fund IV (PTUIX) and iShares U.S. Aggregate Bond Index Fund (WFBIX) have volatilities of 1.20% and 1.17%, 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.
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Volatility by Period
| PTUIX | WFBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.20% | 1.17% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 3.27% | 2.89% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.15% | 3.93% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.06% | 6.41% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.15% | 5.18% | -0.03% |
PTUIX vs. WFBIX - Expense Ratio Comparison
PTUIX has a 0.50% expense ratio, which is higher than WFBIX's 0.05% expense ratio.
Dividends
PTUIX vs. WFBIX - Dividend Comparison
PTUIX's dividend yield for the trailing twelve months is around 4.18%, more than WFBIX's 3.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTUIX PIMCO Total Return Fund IV | 4.18% | 4.09% | 4.21% | 2.78% | 2.74% | 1.84% | 2.24% | 2.78% | 2.53% | 1.75% | 2.96% | 3.60% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 3.92% | 3.78% | 3.68% | 6.82% | 2.60% | 2.04% | 2.43% | 2.88% | 2.71% | 2.24% | 2.25% | 2.20% |
Frequently Asked Questions
With a correlation of 0.94, PTUIX and WFBIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PTUIX has higher volatility (1.20%) compared to WFBIX (1.17%). In terms of maximum drawdown, PTUIX dropped -19.19% vs WFBIX's -18.68%.
PTUIX currently has the higher Sharpe Ratio (1.30 vs 1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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