VBTIX vs. PTTRX
Compare and contrast key facts about Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) and PIMCO Total Return Fund Institutional Class (PTTRX).
VBTIX is managed by Vanguard. It was launched on Sep 18, 1995. PTTRX is managed by PIMCO.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBTIX or PTTRX.
Key characteristics
| VBTIX | PTTRX | |
|---|---|---|
| YTD Return | -1.21% | -0.19% |
| 1Y Return | 1.73% | 3.34% |
| 3Y Return (Ann) | -2.78% | -2.47% |
| 5Y Return (Ann) | 0.22% | 0.65% |
| 10Y Return (Ann) | 1.31% | 1.67% |
| Sharpe Ratio | 0.20 | 0.44 |
| Daily Std Dev | 6.53% | 7.01% |
| Max Drawdown | -18.66% | -90.27% |
| Current Drawdown | -11.16% | -22.06% |
Correlation
The correlation between VBTIX and PTTRX is 0.90, 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.
Performance
VBTIX vs. PTTRX - Performance Comparison
In the year-to-date period, VBTIX achieves a -1.21% return, which is significantly lower than PTTRX's -0.19% return. Over the past 10 years, VBTIX has underperformed PTTRX with an annualized return of 1.31%, while PTTRX has yielded a comparatively higher 1.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VBTIX vs. PTTRX - Expense Ratio Comparison
VBTIX has a 0.04% expense ratio, which is lower than PTTRX's 0.47% expense ratio.
Risk-Adjusted Performance
VBTIX vs. PTTRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) 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.
Dividends
VBTIX vs. PTTRX - Dividend Comparison
VBTIX's dividend yield for the trailing twelve months is around 3.37%, less than PTTRX's 4.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 3.37% | 3.10% | 2.61% | 2.12% | 2.41% | 2.75% | 2.58% | 2.57% | 2.53% | 2.39% | 2.61% | 2.59% |
PTTRX PIMCO Total Return Fund Institutional Class | 4.06% | 4.14% | 4.39% | 2.33% | 6.10% | 3.87% | 3.10% | 2.60% | 3.03% | 6.61% | 4.93% | 3.15% |
Drawdowns
VBTIX vs. PTTRX - Drawdown Comparison
The maximum VBTIX drawdown since its inception was -18.66%, smaller than the maximum PTTRX drawdown of -90.27%. Use the drawdown chart below to compare losses from any high point for VBTIX and PTTRX. For additional features, visit the drawdowns tool.
Volatility
VBTIX vs. PTTRX - Volatility Comparison
The current volatility for Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) is 1.25%, while PIMCO Total Return Fund Institutional Class (PTTRX) has a volatility of 1.47%. This indicates that VBTIX 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.