A set of optimally balanced tuning rules for fractional-order proportional-integral-derivative controllers is proposed. The control problem of minimizing at once the integrated absolute error for both the set-point step response and the load disturbance step response is addressed. Further, the maximum sensitivity is considered as a constraint for the optimization problem. The control problem is stated as a multi-objective optimization problem where a first-order-plus-dead-time process model has been considered. The Nash solution is chosen between the set of Pareto optimal solutions obtained for different normalized dead times. A curve fitting procedure has then eventually been applied in order to generate suitable tuning rules.