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SPLB vs. PTCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPLB vs. PTCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Long Term Corporate Bond ETF (SPLB) and PIMCO Long-Term Credit Bond Fund (PTCIX). The values are adjusted to include any dividend payments, if applicable.

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SPLB vs. PTCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPLB
SPDR Portfolio Long Term Corporate Bond ETF
-0.71%7.05%-1.74%11.20%-25.68%-1.99%13.47%23.49%-7.35%12.26%
PTCIX
PIMCO Long-Term Credit Bond Fund
-2.23%8.56%-0.06%9.20%-27.04%-1.00%13.28%24.99%-5.92%13.56%

Returns By Period

In the year-to-date period, SPLB achieves a -0.71% return, which is significantly higher than PTCIX's -2.23% return. Over the past 10 years, SPLB has underperformed PTCIX with an annualized return of 2.39%, while PTCIX has yielded a comparatively higher 2.83% annualized return.


SPLB

1D
0.77%
1M
-3.01%
YTD
-0.71%
6M
-1.36%
1Y
3.79%
3Y*
3.08%
5Y*
-1.80%
10Y*
2.39%

PTCIX

1D
1.06%
1M
-4.96%
YTD
-2.23%
6M
-1.93%
1Y
2.78%
3Y*
3.06%
5Y*
-1.82%
10Y*
2.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPLB vs. PTCIX - Expense Ratio Comparison

SPLB has a 0.07% expense ratio, which is lower than PTCIX's 0.55% expense ratio.


Return for Risk

SPLB vs. PTCIX — Risk / Return Rank

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

SPLB
SPLB Risk / Return Rank: 2525
Overall Rank
SPLB Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SPLB Sortino Ratio Rank: 2222
Sortino Ratio Rank
SPLB Omega Ratio Rank: 2121
Omega Ratio Rank
SPLB Calmar Ratio Rank: 3333
Calmar Ratio Rank
SPLB Martin Ratio Rank: 2525
Martin Ratio Rank

PTCIX
PTCIX Risk / Return Rank: 1717
Overall Rank
PTCIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PTCIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
PTCIX Omega Ratio Rank: 1212
Omega Ratio Rank
PTCIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
PTCIX Martin Ratio Rank: 1818
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.

SPLB vs. PTCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Long Term Corporate Bond ETF (SPLB) and PIMCO Long-Term Credit Bond Fund (PTCIX). 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.


SPLBPTCIXDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.40

-0.03

Sortino ratio

Return per unit of downside risk

0.57

0.60

-0.03

Omega ratio

Gain probability vs. loss probability

1.08

1.08

0.00

Calmar ratio

Return relative to maximum drawdown

0.78

0.72

+0.06

Martin ratio

Return relative to average drawdown

1.80

1.86

-0.06

SPLB vs. PTCIX - Sharpe Ratio Comparison

The current SPLB Sharpe Ratio is 0.38, which is comparable to the PTCIX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SPLB and PTCIX, 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


SPLBPTCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.40

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

-0.16

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.27

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.56

-0.12

Correlation

The correlation between SPLB and PTCIX is 0.85, 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

SPLB vs. PTCIX - Dividend Comparison

SPLB's dividend yield for the trailing twelve months is around 5.37%, which matches PTCIX's 5.41% yield.


TTM20252024202320222021202020192018201720162015
SPLB
SPDR Portfolio Long Term Corporate Bond ETF
5.37%5.25%5.20%4.60%4.53%3.00%3.01%3.79%4.50%4.06%4.34%4.70%
PTCIX
PIMCO Long-Term Credit Bond Fund
5.41%5.67%5.23%3.83%4.86%7.39%7.72%5.14%6.51%4.81%5.75%14.97%

Drawdowns

SPLB vs. PTCIX - Drawdown Comparison

The maximum SPLB drawdown since its inception was -34.46%, roughly equal to the maximum PTCIX drawdown of -35.64%. Use the drawdown chart below to compare losses from any high point for SPLB and PTCIX.


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Drawdown Indicators


SPLBPTCIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.46%

-35.64%

+1.18%

Max Drawdown (1Y)

Largest decline over 1 year

-5.43%

-5.95%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-34.46%

-35.64%

+1.18%

Max Drawdown (10Y)

Largest decline over 10 years

-34.46%

-35.64%

+1.18%

Current Drawdown

Current decline from peak

-15.92%

-17.32%

+1.40%

Average Drawdown

Average peak-to-trough decline

-7.93%

-8.14%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

2.31%

+0.05%

Volatility

SPLB vs. PTCIX - Volatility Comparison

SPDR Portfolio Long Term Corporate Bond ETF (SPLB) has a higher volatility of 4.02% compared to PIMCO Long-Term Credit Bond Fund (PTCIX) at 3.71%. This indicates that SPLB's price experiences larger fluctuations and is considered to be riskier than PTCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPLBPTCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

3.71%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

5.67%

5.41%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

10.14%

9.29%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.74%

11.51%

+1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.95%

10.44%

+2.51%