SSFDX vs. PTTRX
Compare and contrast key facts about State Street Aggregate Bond Index Fund (SSFDX) and PIMCO Total Return Fund Institutional Class (PTTRX).
SSFDX is managed by State Street. It was launched on Sep 19, 2014. PTTRX is managed by PIMCO.
Performance
SSFDX vs. PTTRX - Performance Comparison
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SSFDX vs. PTTRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSFDX State Street Aggregate Bond Index Fund | -0.18% | 6.80% | 1.36% | 5.39% | -13.36% | -1.98% | -89.24% | 8.98% | -0.20% | 3.29% |
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, SSFDX achieves a -0.18% return, which is significantly higher than PTTRX's -1.02% return. Over the past 10 years, SSFDX has underperformed PTTRX with an annualized return of -19.37%, while PTTRX has yielded a comparatively higher 2.24% annualized return.
SSFDX
- 1D
- 0.52%
- 1M
- -1.98%
- YTD
- -0.18%
- 6M
- 0.81%
- 1Y
- 4.11%
- 3Y*
- 3.37%
- 5Y*
- 0.06%
- 10Y*
- -19.37%
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%
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SSFDX vs. PTTRX - Expense Ratio Comparison
SSFDX has a 0.23% expense ratio, which is lower than PTTRX's 0.47% expense ratio.
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.
| SSFDX | PTTRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.00 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.41 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 1.56 | +0.40 |
Martin ratioReturn relative to average drawdown | 5.41 | 4.64 | +0.76 |
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
| SSFDX | PTTRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.00 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.11 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.61 | 0.43 | -1.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.56 | 1.15 | -1.71 |
Correlation
The correlation between SSFDX and PTTRX is 0.88, 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
SSFDX vs. PTTRX - Dividend Comparison
SSFDX's dividend yield for the trailing twelve months is around 4.03%, less than PTTRX's 4.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSFDX State Street Aggregate Bond Index Fund | 4.03% | 3.64% | 3.59% | 2.95% | 2.27% | 3.12% | 8.84% | 3.15% | 2.79% | 2.43% | 2.19% | 4.63% |
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
SSFDX vs. PTTRX - Drawdown Comparison
The maximum SSFDX drawdown since its inception was -92.69%, 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 | -92.69% | -19.28% | -73.41% |
Max Drawdown (1Y)Largest decline over 1 year | -2.53% | -3.67% | +1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -18.19% | -19.28% | +1.09% |
Max Drawdown (10Y)Largest decline over 10 years | -92.69% | -19.28% | -73.41% |
Current DrawdownCurrent decline from peak | -90.19% | -3.11% | -87.08% |
Average DrawdownAverage peak-to-trough decline | -47.39% | -2.19% | -45.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 1.23% | -0.32% |
Volatility
SSFDX vs. PTTRX - Volatility Comparison
The current volatility for State Street Aggregate Bond Index Fund (SSFDX) is 1.60%, while PIMCO Total Return Fund Institutional Class (PTTRX) has a volatility of 2.04%. 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 | 1.60% | 2.04% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 2.50% | 2.98% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.20% | 5.15% | -0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.91% | 6.20% | -0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.81% | 5.19% | +26.62% |