VDC vs. PTTRX

Last updated Jun 13, 2026

VDC (Vanguard Consumer Staples ETF) and PTTRX (PIMCO Total Return Fund Institutional Class) are both funds - VDC is a Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index, while PTTRX is a Total Bond Market fund managed by PIMCO. Over the past 10 years, VDC returned 8.03%/yr vs 2.29%/yr for PTTRX. At a correlation of -0.02, they often move in opposite directions. VDC charges 0.09%/yr vs 0.47%/yr for PTTRX.

Performance

VDC vs. PTTRX - Performance Comparison

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

Returns By Period

In the year-to-date period, VDC achieves a 10.55% return, which is significantly higher than PTTRX's 0.64% return. Over the past 10 years, VDC has outperformed PTTRX with an annualized return of 8.03%, while PTTRX has yielded a comparatively lower 2.29% annualized return.

VDC

• 1D: 0.65%
• 1M: 0.44%
• YTD: 10.55%
• 6M: 8.59%
• 1Y: 7.31%
• 3Y*: 9.05%
• 5Y*: 7.16%
• 10Y*: 8.03%

PTTRX

• 1D: 0.69%
• 1M: 0.88%
• YTD: 0.64%
• 6M: 1.49%
• 1Y: 6.46%
• 3Y*: 5.45%
• 5Y*: 0.58%
• 10Y*: 2.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VDC vs. PTTRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VDC Vanguard Consumer Staples ETF	10.55%	2.17%	13.30%	2.38%	-1.79%	17.64%	10.86%	26.11%	-7.79%	11.85%
PTTRX PIMCO Total Return Fund Institutional Class	0.64%	9.35%	2.62%	6.33%	-14.72%	-0.59%	8.88%	8.36%	-0.24%	5.13%

Correlation

The correlation between VDC and PTTRX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.20
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (10Y) Calculated over the trailing 10-year period	0.10
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	-0.02

The correlation between VDC and PTTRX shifts across timeframes, from -0.02 (all time) to 0.20 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

VDC vs. PTTRX — Risk / Return Rank

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

VDC

VDC Risk / Return Rank: 19
VDC Sharpe Ratio Rank: 20
VDC Sortino Ratio Rank: 19
VDC Omega Ratio Rank: 18
VDC Calmar Ratio Rank: 20
VDC Martin Ratio Rank: 18

PTTRX

PTTRX Risk / Return Rank: 38
PTTRX Sharpe Ratio Rank: 41
PTTRX Sortino Ratio Rank: 43
PTTRX Omega Ratio Rank: 42
PTTRX Calmar Ratio Rank: 36
PTTRX Martin Ratio Rank: 30

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.

VDC vs. PTTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) 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.

	VDC	PTTRX	Difference
Sharpe ratio: Return per unit of total volatility	0.58	1.47	-0.88
Sortino ratio: Return per unit of downside risk	0.93	2.17	-1.24
Omega ratio: Gain probability vs. loss probability	1.11	1.27	-0.16
Calmar ratio: Return relative to maximum drawdown	0.79	1.83	-1.04
Martin ratio: Return relative to average drawdown	1.60	5.48	-3.87

VDC vs. PTTRX - Sharpe Ratio Comparison

The current VDC Sharpe Ratio is 0.58, which is lower than the PTTRX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of VDC and PTTRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VDC vs. PTTRX - Drawdown Comparison

The maximum VDC drawdown since its inception was -34.24%, which is greater than PTTRX's maximum drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for VDC and PTTRX.

Drawdown Indicators

	VDC	PTTRX	Difference
Max Drawdown Largest peak-to-trough decline	-34.24%	-19.28%	-14.96%
Max Drawdown (1Y) Largest decline over 1 year	-9.28%	-3.69%	-5.59%
Max Drawdown (3Y) Largest decline over 3 years	-11.78%	-6.18%	-5.60%
Max Drawdown (5Y) Largest decline over 5 years	-16.55%	-19.28%	+2.73%
Max Drawdown (10Y) Largest decline over 10 years	-25.31%	-19.28%	-6.03%
Current Drawdown Current decline from peak	-4.37%	-1.49%	-2.88%
Average Drawdown Average peak-to-trough decline	-3.73%	-2.19%	-1.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.57%	1.23%	+3.34%

Volatility

VDC vs. PTTRX - Volatility Comparison

Vanguard Consumer Staples ETF (VDC) has a higher volatility of 4.62% compared to PIMCO Total Return Fund Institutional Class (PTTRX) at 1.77%. This indicates that VDC'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.

Volatility by Period

	VDC	PTTRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.62%	1.77%	+2.85%
Volatility (6M) Calculated over the trailing 6-month period	10.02%	3.61%	+6.41%
Volatility (1Y) Calculated over the trailing 1-year period	12.57%	4.63%	+7.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.17%	6.28%	+6.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.66%	5.23%	+9.43%

VDC vs. PTTRX - Expense Ratio Comparison

VDC has a 0.09% expense ratio, which is lower than PTTRX's 0.47% expense ratio.

Dividends

VDC vs. PTTRX - Dividend Comparison

VDC's dividend yield for the trailing twelve months is around 2.08%, less than PTTRX's 4.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PTTRX PIMCO Total Return Fund Institutional Class	4.54%	4.47%	4.61%	3.81%	3.63%	2.59%	6.11%	3.96%	3.13%	2.63%	3.02%	6.64%
VDC Vanguard Consumer Staples ETF	2.08%	2.26%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%

Frequently Asked Questions

Can I hold both VDC and PTTRX in my portfolio?

VDC and PTTRX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VDC or PTTRX?

VDC has higher volatility (4.62%) compared to PTTRX (1.77%). In terms of maximum drawdown, VDC dropped -34.24% vs PTTRX's -19.28%.

Which has better risk-adjusted returns?

PTTRX currently has the higher Sharpe Ratio (1.47 vs 0.58), 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.