PortfoliosLab logoPortfoliosLab logo
PCFIX vs. VSMVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCFIX vs. VSMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAE PLUS Small Fund (PCFIX) and Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PCFIX vs. VSMVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCFIX
PIMCO RAE PLUS Small Fund
-2.10%6.78%20.88%18.04%-12.46%-36.92%9.77%21.53%-12.19%12.90%
VSMVX
Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares
2.15%6.38%7.53%14.85%-11.12%30.85%2.79%24.47%-12.67%11.64%

Returns By Period

In the year-to-date period, PCFIX achieves a -2.10% return, which is significantly lower than VSMVX's 2.15% return. Over the past 10 years, PCFIX has underperformed VSMVX with an annualized return of 3.59%, while VSMVX has yielded a comparatively higher 9.29% annualized return.


PCFIX

1D
-0.95%
1M
-7.45%
YTD
-2.10%
6M
1.30%
1Y
14.37%
3Y*
14.75%
5Y*
-8.08%
10Y*
3.59%

VSMVX

1D
-0.48%
1M
-5.37%
YTD
2.15%
6M
5.65%
1Y
21.03%
3Y*
9.21%
5Y*
4.68%
10Y*
9.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PCFIX vs. VSMVX - Expense Ratio Comparison

PCFIX has a 0.85% expense ratio, which is higher than VSMVX's 0.08% expense ratio.


Return for Risk

PCFIX vs. VSMVX — Risk / Return Rank

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

PCFIX
PCFIX Risk / Return Rank: 2828
Overall Rank
PCFIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PCFIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
PCFIX Omega Ratio Rank: 2626
Omega Ratio Rank
PCFIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PCFIX Martin Ratio Rank: 3030
Martin Ratio Rank

VSMVX
VSMVX Risk / Return Rank: 4646
Overall Rank
VSMVX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VSMVX Sortino Ratio Rank: 5050
Sortino Ratio Rank
VSMVX Omega Ratio Rank: 4343
Omega Ratio Rank
VSMVX Calmar Ratio Rank: 4848
Calmar Ratio Rank
VSMVX Martin Ratio Rank: 4545
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.

PCFIX vs. VSMVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE PLUS Small Fund (PCFIX) and Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX). 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.


PCFIXVSMVXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.90

-0.24

Sortino ratio

Return per unit of downside risk

1.07

1.39

-0.32

Omega ratio

Gain probability vs. loss probability

1.14

1.18

-0.04

Calmar ratio

Return relative to maximum drawdown

0.80

1.18

-0.38

Martin ratio

Return relative to average drawdown

3.22

4.50

-1.28

PCFIX vs. VSMVX - Sharpe Ratio Comparison

The current PCFIX Sharpe Ratio is 0.66, which is comparable to the VSMVX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of PCFIX and VSMVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PCFIXVSMVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.90

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.21

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.39

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.46

-0.17

Correlation

The correlation between PCFIX and VSMVX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PCFIX vs. VSMVX - Dividend Comparison

PCFIX's dividend yield for the trailing twelve months is around 3.05%, more than VSMVX's 1.86% yield.


TTM20252024202320222021202020192018201720162015
PCFIX
PIMCO RAE PLUS Small Fund
3.05%2.24%6.12%2.12%13.29%96.19%18.00%2.63%12.78%9.33%0.00%26.50%
VSMVX
Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares
1.86%1.45%1.85%1.92%1.88%1.66%1.46%1.65%1.89%1.55%1.26%1.42%

Drawdowns

PCFIX vs. VSMVX - Drawdown Comparison

The maximum PCFIX drawdown since its inception was -67.77%, which is greater than VSMVX's maximum drawdown of -47.61%. Use the drawdown chart below to compare losses from any high point for PCFIX and VSMVX.


Loading graphics...

Drawdown Indicators


PCFIXVSMVXDifference

Max Drawdown

Largest peak-to-trough decline

-67.77%

-47.61%

-20.16%

Max Drawdown (1Y)

Largest decline over 1 year

-15.69%

-15.74%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-67.77%

-28.81%

-38.96%

Max Drawdown (10Y)

Largest decline over 10 years

-67.77%

-47.61%

-20.16%

Current Drawdown

Current decline from peak

-45.84%

-8.13%

-37.71%

Average Drawdown

Average peak-to-trough decline

-21.20%

-7.72%

-13.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

4.13%

-0.21%

Volatility

PCFIX vs. VSMVX - Volatility Comparison

PIMCO RAE PLUS Small Fund (PCFIX) has a higher volatility of 5.43% compared to Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX) at 5.01%. This indicates that PCFIX's price experiences larger fluctuations and is considered to be riskier than VSMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PCFIXVSMVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

5.01%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

13.41%

-0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

22.79%

23.78%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.66%

22.16%

+11.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.13%

24.14%

+5.99%