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PXTIX vs. PTTRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PXTIX vs. PTTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAE PLUS Fund (PXTIX) and PIMCO Total Return Fund Institutional Class (PTTRX). The values are adjusted to include any dividend payments, if applicable.

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PXTIX vs. PTTRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PXTIX
PIMCO RAE PLUS Fund
4.27%20.59%17.25%18.55%-8.62%27.45%4.32%26.57%-8.04%19.31%
PTTRX
PIMCO Total Return Fund Institutional Class
-1.02%9.35%2.62%6.33%-14.72%-0.59%8.88%8.36%-0.24%5.13%

Returns By Period

In the year-to-date period, PXTIX achieves a 4.27% return, which is significantly higher than PTTRX's -1.02% return. Over the past 10 years, PXTIX has outperformed PTTRX with an annualized return of 13.09%, while PTTRX has yielded a comparatively lower 2.24% annualized return.


PXTIX

1D
-0.58%
1M
-3.53%
YTD
4.27%
6M
8.55%
1Y
24.31%
3Y*
19.55%
5Y*
12.07%
10Y*
13.09%

PTTRX

1D
0.58%
1M
-3.11%
YTD
-1.02%
6M
0.68%
1Y
4.56%
3Y*
4.69%
5Y*
0.65%
10Y*
2.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PXTIX vs. PTTRX - Expense Ratio Comparison

PXTIX has a 0.80% expense ratio, which is higher than PTTRX's 0.47% expense ratio.


Return for Risk

PXTIX vs. PTTRX — Risk / Return Rank

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

PXTIX
PXTIX Risk / Return Rank: 7575
Overall Rank
PXTIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PXTIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
PXTIX Omega Ratio Rank: 7676
Omega Ratio Rank
PXTIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
PXTIX Martin Ratio Rank: 7676
Martin Ratio Rank

PTTRX
PTTRX Risk / Return Rank: 5353
Overall Rank
PTTRX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
PTTRX Sortino Ratio Rank: 5353
Sortino Ratio Rank
PTTRX Omega Ratio Rank: 4242
Omega Ratio Rank
PTTRX Calmar Ratio Rank: 6969
Calmar Ratio Rank
PTTRX Martin Ratio Rank: 4646
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.

PXTIX vs. PTTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE PLUS Fund (PXTIX) and PIMCO Total Return Fund Institutional Class (PTTRX). 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.


PXTIXPTTRXDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.00

+0.35

Sortino ratio

Return per unit of downside risk

1.90

1.41

+0.49

Omega ratio

Gain probability vs. loss probability

1.29

1.18

+0.11

Calmar ratio

Return relative to maximum drawdown

1.59

1.56

+0.03

Martin ratio

Return relative to average drawdown

7.30

4.64

+2.66

PXTIX vs. PTTRX - Sharpe Ratio Comparison

The current PXTIX Sharpe Ratio is 1.35, which is higher than the PTTRX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of PXTIX and PTTRX, 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


PXTIXPTTRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.00

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.11

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.43

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.15

-0.55

Correlation

The correlation between PXTIX and PTTRX is -0.02. 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.


Dividends

PXTIX vs. PTTRX - Dividend Comparison

PXTIX's dividend yield for the trailing twelve months is around 5.67%, more than PTTRX's 4.14% yield.


TTM20252024202320222021202020192018201720162015
PXTIX
PIMCO RAE PLUS Fund
5.67%6.65%12.78%2.58%19.25%17.53%7.42%15.90%14.04%7.34%0.00%6.60%
PTTRX
PIMCO Total Return Fund Institutional Class
4.14%4.47%4.61%3.81%3.63%2.59%6.11%3.96%3.13%2.63%3.02%6.64%

Drawdowns

PXTIX vs. PTTRX - Drawdown Comparison

The maximum PXTIX drawdown since its inception was -59.22%, which is greater than PTTRX's maximum drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for PXTIX and PTTRX.


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Drawdown Indicators


PXTIXPTTRXDifference

Max Drawdown

Largest peak-to-trough decline

-59.22%

-19.28%

-39.94%

Max Drawdown (1Y)

Largest decline over 1 year

-14.92%

-3.67%

-11.25%

Max Drawdown (5Y)

Largest decline over 5 years

-22.90%

-19.28%

-3.62%

Max Drawdown (10Y)

Largest decline over 10 years

-44.16%

-19.28%

-24.88%

Current Drawdown

Current decline from peak

-5.15%

-3.11%

-2.04%

Average Drawdown

Average peak-to-trough decline

-6.18%

-2.19%

-3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

1.23%

+2.01%

Volatility

PXTIX vs. PTTRX - Volatility Comparison

PIMCO RAE PLUS Fund (PXTIX) has a higher volatility of 3.81% compared to PIMCO Total Return Fund Institutional Class (PTTRX) at 2.04%. This indicates that PXTIX's price experiences larger fluctuations and is considered to be riskier than PTTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PXTIXPTTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

2.04%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

2.98%

+7.13%

Volatility (1Y)

Calculated over the trailing 1-year period

19.03%

5.15%

+13.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

6.20%

+11.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.35%

5.19%

+14.16%