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XAGG.TO vs. PTTRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XAGG.TO vs. PTTRX

Last updated Jul 18, 2026
Documentation

XAGG.TO (iShares U.S. Aggregate Bond Index ETF) and PTTRX (PIMCO Total Return Fund Institutional Class) are both funds - XAGG.TO is a Total Bond Market fund tracking the Bloomberg US Aggregate Bond Index, while PTTRX is a Intermediate Core-Plus Bond fund actively managed by PIMCO. XAGG.TO is passively managed, while PTTRX is actively managed. Over the past 3 years, XAGG.TO returned 5.35%/yr vs 7.34%/yr for PTTRX. At a 0.26 correlation, their price movements are largely independent. XAGG.TO charges 0.10%/yr vs 0.53%/yr for PTTRX.

Performance

XAGG.TO vs. PTTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares U.S. Aggregate Bond Index ETF (XAGG.TO) and PIMCO Total Return Fund Institutional Class (PTTRX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XAGG.TO is traded in CAD, while PTTRX is traded in USD. To make them comparable, the PTTRX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XAGG.TO achieves a 2.48% return, which is significantly lower than PTTRX's 2.86% return.

XAGG.TO

1D
0.03%
1M
-0.68%
6M
0.83%
YTD
2.48%
1Y
6.31%
3Y*
5.35%
5Y*
—
10Y*
—

PTTRX

1D
-0.22%
1M
0.24%
6M
1.31%
YTD
2.86%
1Y
8.71%
3Y*
7.34%
5Y*
2.61%
10Y*
2.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAGG.TO vs. PTTRX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
XAGG.TO
iShares U.S. Aggregate Bond Index ETF		2.48%1.66%10.15%1.14%-6.66%1.36%
PTTRX
PIMCO Total Return Fund Institutional Class		2.86%4.36%11.31%3.80%-9.32%1.30%

Correlation

The correlation between XAGG.TO and PTTRX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2021

0.26

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iShares U.S. Aggregate Bond Index ETF

PIMCO Total Return Fund Institutional Class

Often compared with XAGG.TO:
XAGG.TO vs. DXBB.TOXAGG.TO vs. BTOTXAGG.TO vs. HBB.TOXAGG.TO vs. SGOVXAGG.TO vs. AGGXAGG.TO vs. OOSPXAGG.TO vs. GCOR
Often compared with PTTRX:
PTTRX vs. VBTIXPTTRX vs. VBTLXPTTRX vs. PRRIXPTTRX vs. PONAXPTTRX vs. DBLTXPTTRX vs. PDIIXPTTRX vs. VTHRX

Return for Risk

XAGG.TO vs. PTTRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XAGG.TO
XAGG.TO Risk / Return Rank: 4444
Overall Rank
XAGG.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XAGG.TO Sortino Ratio Rank: 4646
Sortino Ratio Rank
XAGG.TO Omega Ratio Rank: 5656
Omega Ratio Rank
XAGG.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
XAGG.TO Martin Ratio Rank: 3232
Martin Ratio Rank
PTTRX
PTTRX Risk / Return Rank: 2929
Overall Rank
PTTRX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PTTRX Sortino Ratio Rank: 3232
Sortino Ratio Rank
PTTRX Omega Ratio Rank: 3131
Omega Ratio Rank
PTTRX Calmar Ratio Rank: 2727
Calmar Ratio Rank
PTTRX Martin Ratio Rank: 2323
Martin Ratio Rank
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.

XAGG.TO vs. PTTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aggregate Bond Index ETF (XAGG.TO) 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.

XAGG.TOPTTRXDifference
Sharpe ratioReturn per unit of total volatility
1.26
1.36

-0.10

Sortino ratioReturn per unit of downside risk
1.83
2.04

-0.21

Omega ratioGain probability vs. loss probability

1.27

1.24

+0.03

Calmar ratioReturn relative to maximum drawdown

1.59

2.12

-0.53

Martin ratioReturn relative to average drawdown

3.58

4.72

-1.14

XAGG.TO vs. PTTRX - Sharpe Ratio Comparison

The current XAGG.TO Sharpe Ratio is 1.26, which is comparable to the PTTRX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of XAGG.TO 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.

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Drawdowns

XAGG.TO vs. PTTRX - Drawdown Comparison

The maximum XAGG.TO drawdown since its inception was -12.65%, smaller than the maximum PTTRX drawdown of -21.68%. Use the drawdown chart below to compare losses from any high point for XAGG.TO and PTTRX.

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Drawdown Indicators

XAGG.TOPTTRXDifference

Max Drawdown

Largest peak-to-trough decline

-12.65%

-21.68%

+9.03%

Max Drawdown (1Y)

Largest decline over 1 year

-4.32%

-4.03%

-0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-6.64%

-6.87%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

—

-14.46%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-18.95%

—

Current Drawdown

Current decline from peak

-2.01%

-2.01%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.22%

-5.93%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

1.81%

+0.11%

Volatility

XAGG.TO vs. PTTRX - Volatility Comparison

The current volatility for iShares U.S. Aggregate Bond Index ETF (XAGG.TO) is 1.46%, while PIMCO Total Return Fund Institutional Class (PTTRX) has a volatility of 1.82%. This indicates that XAGG.TO 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

XAGG.TOPTTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

1.82%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

4.17%

4.69%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

5.47%

6.32%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.03%

8.77%

-1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.03%

8.25%

-1.22%

XAGG.TO vs. PTTRX - Expense Ratio Comparison

XAGG.TO has a 0.10% expense ratio, which is lower than PTTRX's 0.53% expense ratio.

Dividends

XAGG.TO vs. PTTRX - Dividend Comparison

XAGG.TO's dividend yield for the trailing twelve months is around 4.10%, less than PTTRX's 4.62% yield.

PositionTTM20252024202320222021202020192018201720162015
PTTRX
PIMCO Total Return Fund Institutional Class		4.62%4.47%4.61%3.81%3.63%2.59%6.11%3.96%3.13%2.63%3.02%6.64%
XAGG.TO
iShares U.S. Aggregate Bond Index ETF		4.10%3.87%3.07%2.59%1.67%1.04%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XAGG.TO and PTTRX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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