VGSBX vs. PTSAX
VGSBX (VY BrandywineGLOBAL - Bond Portfolio) and PTSAX (PIMCO Total Return ESG Fund) are both Intermediate Core-Plus Bond funds. Over the past 10 years, VGSBX returned 2.79%/yr vs 1.81%/yr for PTSAX. Their correlation of 0.82 suggests significant overlap in exposure. VGSBX charges 0.55%/yr vs 0.51%/yr for PTSAX.
Performance
VGSBX vs. PTSAX - Performance Comparison
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Returns By Period
In the year-to-date period, VGSBX achieves a 0.96% return, which is significantly higher than PTSAX's 0.25% return. Over the past 10 years, VGSBX has outperformed PTSAX with an annualized return of 2.79%, while PTSAX has yielded a comparatively lower 1.81% annualized return.
VGSBX
- 1D
- -0.21%
- 1M
- 0.42%
- YTD
- 0.96%
- 6M
- 1.06%
- 1Y
- 4.53%
- 3Y*
- 3.32%
- 5Y*
- 0.09%
- 10Y*
- 2.79%
PTSAX
- 1D
- -0.26%
- 1M
- 0.76%
- YTD
- 0.25%
- 6M
- 0.71%
- 1Y
- 5.51%
- 3Y*
- 4.89%
- 5Y*
- -0.26%
- 10Y*
- 1.81%
VGSBX vs. PTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGSBX VY BrandywineGLOBAL - Bond Portfolio | 0.96% | 6.12% | 0.68% | 5.65% | -11.86% | 1.15% | 17.48% | 10.01% | -1.55% | 2.93% |
PTSAX PIMCO Total Return ESG Fund | 0.25% | 8.56% | 2.31% | 5.50% | -16.17% | -1.07% | 8.98% | 8.97% | -0.78% | 4.46% |
Correlation
The correlation between VGSBX and PTSAX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.82 |
The correlation between VGSBX and PTSAX shifts across timeframes, from 0.76 (1 year) to 0.88 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VGSBX vs. PTSAX — Risk / Return Rank
VGSBX
PTSAX
VGSBX vs. PTSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY BrandywineGLOBAL - Bond Portfolio (VGSBX) and PIMCO Total Return ESG Fund (PTSAX). 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.
| VGSBX | PTSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.24 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 1.57 | +1.50 |
| Martin ratioReturn relative to average drawdown | 9.75 | 4.50 | +5.25 |
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Drawdowns
VGSBX vs. PTSAX - Drawdown Comparison
The maximum VGSBX drawdown since its inception was -18.20%, smaller than the maximum PTSAX drawdown of -21.12%. Use the drawdown chart below to compare losses from any high point for VGSBX and PTSAX.
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Drawdown Indicators
| VGSBX | PTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.20% | -21.12% | +2.92% |
Max Drawdown (1Y)Largest decline over 1 year | -1.79% | -3.63% | +1.84% |
Max Drawdown (3Y)Largest decline over 3 years | -10.28% | -6.23% | -4.05% |
Max Drawdown (5Y)Largest decline over 5 years | -18.20% | -21.12% | +2.92% |
Max Drawdown (10Y)Largest decline over 10 years | -18.20% | -21.12% | +2.92% |
Current DrawdownCurrent decline from peak | -0.21% | -2.86% | +2.65% |
Average DrawdownAverage peak-to-trough decline | -3.43% | -2.47% | -0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 1.26% | -0.71% |
Volatility
VGSBX vs. PTSAX - Volatility Comparison
The current volatility for VY BrandywineGLOBAL - Bond Portfolio (VGSBX) is 0.65%, while PIMCO Total Return ESG Fund (PTSAX) has a volatility of 1.33%. This indicates that VGSBX experiences smaller price fluctuations and is considered to be less risky than PTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGSBX | PTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.65% | 1.33% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 3.46% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.62% | 4.36% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.94% | 6.12% | +1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.25% | 5.10% | +1.15% |
VGSBX vs. PTSAX - Expense Ratio Comparison
VGSBX has a 0.55% expense ratio, which is higher than PTSAX's 0.51% expense ratio.
Dividends
VGSBX vs. PTSAX - Dividend Comparison
VGSBX's dividend yield for the trailing twelve months is around 3.89%, less than PTSAX's 3.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTSAX PIMCO Total Return ESG Fund | 3.96% | 3.87% | 3.89% | 3.32% | 3.68% | 2.96% | 4.60% | 3.48% | 2.56% | 2.03% | 2.96% | 4.71% |
VGSBX VY BrandywineGLOBAL - Bond Portfolio | 3.89% | 3.93% | 4.56% | 2.18% | 6.85% | 8.48% | 2.48% | 1.89% | 2.29% | 2.31% | 2.34% | 0.00% |
Frequently Asked Questions
VGSBX and PTSAX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PTSAX has higher volatility (1.33%) compared to VGSBX (0.65%). In terms of maximum drawdown, VGSBX dropped -18.20% vs PTSAX's -21.12%.
PTSAX currently has the higher Sharpe Ratio (1.31 vs 1.19), 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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