SSFDX vs. PTTRX
SSFDX (State Street Aggregate Bond Index Fund) and PTTRX (PIMCO Total Return Fund Institutional Class) are both mutual funds - SSFDX is a Intermediate Core Bond fund managed by State Street, while PTTRX is a Intermediate Core-Plus Bond fund actively managed by PIMCO. Over the past 10 years, SSFDX returned 1.24%/yr vs 2.02%/yr for PTTRX. Their correlation of 0.88 means they have usually moved in the same direction. SSFDX charges 0.23%/yr vs 0.53%/yr for PTTRX.
Performance
SSFDX vs. PTTRX - Performance Comparison
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Returns By Period
In the year-to-date period, SSFDX achieves a -0.34% return, which is significantly higher than PTTRX's -0.45% return. Over the past 10 years, SSFDX has underperformed PTTRX with an annualized return of 1.24%, while PTTRX has yielded a comparatively higher 2.02% annualized return.
SSFDX
- 1D
- 0.06%
- 1M
- -0.87%
- 6M
- -0.53%
- YTD
- -0.34%
- 1Y
- 2.14%
- 3Y*
- 3.65%
- 5Y*
- -0.54%
- 10Y*
- 1.24%
- ALL TIME*
- 1.72%
PTTRX
- 1D
- 0.00%
- 1M
- -1.37%
- 6M
- -0.80%
- YTD
- -0.45%
- 1Y
- 3.18%
- 3Y*
- 5.00%
- 5Y*
- 0.14%
- 10Y*
- 2.02%
- ALL TIME*
- 5.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SSFDX vs. PTTRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSFDX State Street Aggregate Bond Index Fund | -0.34% | 6.80% | 1.36% | 5.39% | -13.36% | -1.98% | 7.57% | 8.98% | -0.20% | 3.29% |
PTTRX PIMCO Total Return Fund Institutional Class | -0.45% | 9.35% | 2.62% | 6.33% | -14.72% | -0.59% | 8.88% | 8.36% | -0.24% | 5.13% |
Correlation
The correlation between SSFDX and PTTRX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2014 | 0.88 |
The correlation between SSFDX and PTTRX has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
SSFDX vs. PTTRX — Risk / Return Rank
SSFDX
PTTRX
SSFDX vs. PTTRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Aggregate Bond Index Fund (SSFDX) 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.
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.
| SSFDX | PTTRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.18 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.24 | -0.15 |
| Martin ratioReturn relative to average drawdown | 2.76 | 3.31 | -0.55 |
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Drawdowns
SSFDX vs. PTTRX - Drawdown Comparison
The maximum SSFDX drawdown since its inception was -26.93%, which is greater than PTTRX's maximum drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for SSFDX and PTTRX.
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Drawdown Indicators
| SSFDX | PTTRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.93% | -19.28% | -7.65% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -3.69% | +0.94% |
Max Drawdown (3Y)Largest decline over 3 years | -5.00% | -5.36% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -18.18% | -19.28% | +1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -26.93% | -19.28% | -7.65% |
Current DrawdownCurrent decline from peak | -3.98% | -2.56% | -1.42% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -2.19% | -2.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 1.38% | -0.29% |
Volatility
SSFDX vs. PTTRX - Volatility Comparison
The current volatility for State Street Aggregate Bond Index Fund (SSFDX) is 0.97%, while PIMCO Total Return Fund Institutional Class (PTTRX) has a volatility of 1.22%. This indicates that SSFDX experiences smaller price fluctuations and is considered to be less risky 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
| SSFDX | PTTRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 1.22% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 2.87% | 3.76% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.67% | 4.59% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.93% | 6.29% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.11% | 5.24% | +8.87% |
SSFDX vs. PTTRX - Expense Ratio Comparison
SSFDX has a 0.23% expense ratio, which is lower than PTTRX's 0.53% expense ratio.
Dividends
SSFDX vs. PTTRX - Dividend Comparison
SSFDX's dividend yield for the trailing twelve months is around 4.15%, less than PTTRX's 4.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTTRX PIMCO Total Return Fund Institutional Class | 4.26% | 4.47% | 4.61% | 3.81% | 3.63% | 2.59% | 6.11% | 3.96% | 3.13% | 2.63% | 3.02% | 6.64% |
SSFDX State Street Aggregate Bond Index Fund | 4.15% | 3.64% | 3.59% | 2.95% | 2.27% | 3.12% | 3.00% | 3.15% | 2.79% | 2.43% | 2.19% | 4.63% |
Frequently Asked Questions
SSFDX and PTTRX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PTTRX has higher volatility (1.22%) compared to SSFDX (0.97%). In terms of maximum drawdown, SSFDX dropped -26.93% vs PTTRX's -19.28%.
PTTRX currently has the higher Sharpe Ratio (1.00 vs 0.82), 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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