NRFYX vs. PRRSX
NRFYX (Natixis Funds Trust IV AEW Global Focused Real Estate Fund) and PRRSX (PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund) are both REIT funds. Over the past 10 years, NRFYX returned 4.02%/yr vs 6.61%/yr for PRRSX. Their correlation of 0.92 suggests significant overlap in exposure. NRFYX charges 0.90%/yr vs 0.79%/yr for PRRSX.
Performance
NRFYX vs. PRRSX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NRFYX achieves a 7.15% return, which is significantly lower than PRRSX's 12.55% return. Over the past 10 years, NRFYX has underperformed PRRSX with an annualized return of 4.02%, while PRRSX has yielded a comparatively higher 6.61% annualized return.
NRFYX
- 1D
- -0.33%
- 1M
- -2.28%
- YTD
- 7.15%
- 6M
- 7.17%
- 1Y
- 10.27%
- 3Y*
- 9.13%
- 5Y*
- 1.49%
- 10Y*
- 4.02%
PRRSX
- 1D
- 0.23%
- 1M
- -0.85%
- YTD
- 12.55%
- 6M
- 10.90%
- 1Y
- 16.33%
- 3Y*
- 11.11%
- 5Y*
- 3.77%
- 10Y*
- 6.61%
NRFYX vs. PRRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NRFYX Natixis Funds Trust IV AEW Global Focused Real Estate Fund | 7.15% | 7.51% | 1.47% | 13.42% | -25.75% | 28.33% | -5.50% | 24.32% | -4.52% | 3.78% |
PRRSX PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund | 12.55% | 5.21% | 5.11% | 12.30% | -29.37% | 53.74% | -3.80% | 29.61% | -6.42% | 4.32% |
Correlation
The correlation between NRFYX and PRRSX 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 | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2003 | 0.92 |
The correlation between NRFYX and PRRSX shifts across timeframes, from 0.76 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NRFYX vs. PRRSX — Risk / Return Rank
NRFYX
PRRSX
NRFYX vs. PRRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natixis Funds Trust IV AEW Global Focused Real Estate Fund (NRFYX) and PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX). 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.
| NRFYX | PRRSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 1.85 | -0.59 |
| Martin ratioReturn relative to average drawdown | 4.62 | 6.34 | -1.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| NRFYX | PRRSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.17 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.19 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.30 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.35 | -0.02 |
Drawdowns
NRFYX vs. PRRSX - Drawdown Comparison
The maximum NRFYX drawdown since its inception was -73.64%, smaller than the maximum PRRSX drawdown of -77.82%. Use the drawdown chart below to compare losses from any high point for NRFYX and PRRSX.
Loading charts...
Drawdown Indicators
| NRFYX | PRRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.64% | -77.82% | +4.18% |
Max Drawdown (1Y)Largest decline over 1 year | -10.10% | -9.05% | -1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -18.91% | -17.77% | -1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -33.95% | -37.14% | +3.19% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -45.75% | +5.44% |
Current DrawdownCurrent decline from peak | -3.78% | -2.88% | -0.90% |
Average DrawdownAverage peak-to-trough decline | -12.47% | -13.09% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.62% | +0.26% |
Volatility
NRFYX vs. PRRSX - Volatility Comparison
The current volatility for Natixis Funds Trust IV AEW Global Focused Real Estate Fund (NRFYX) is 3.59%, while PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX) has a volatility of 4.28%. This indicates that NRFYX experiences smaller price fluctuations and is considered to be less risky than PRRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NRFYX | PRRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 4.28% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.63% | 10.17% | -0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.99% | 14.26% | -1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 20.20% | -2.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.38% | 21.86% | -3.48% |
NRFYX vs. PRRSX - Expense Ratio Comparison
NRFYX has a 0.90% expense ratio, which is higher than PRRSX's 0.79% expense ratio.
Dividends
NRFYX vs. PRRSX - Dividend Comparison
NRFYX's dividend yield for the trailing twelve months is around 3.03%, more than PRRSX's 0.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NRFYX Natixis Funds Trust IV AEW Global Focused Real Estate Fund | 3.03% | 2.24% | 4.51% | 2.66% | 3.05% | 5.98% | 3.81% | 17.61% | 10.05% | 10.64% | 11.02% | 9.66% |
PRRSX PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund | 0.79% | 2.19% | 0.61% | 0.00% | 18.62% | 34.01% | 7.21% | 7.99% | 0.81% | 1.67% | 0.66% | 8.38% |
Frequently Asked Questions
NRFYX and PRRSX 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.
PRRSX has higher volatility (4.28%) compared to NRFYX (3.59%). In terms of maximum drawdown, NRFYX dropped -73.64% vs PRRSX's -77.82%.
PRRSX currently has the higher Sharpe Ratio (1.17 vs 0.98), 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.
Find the right allocation for NRFYX and PRRSX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer