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PIREX vs. RTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PIREX vs. RTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Real Estate Securities Fund Institutional (PIREX) and RTX Corporation (RTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PIREX achieves a 12.94% return, which is significantly higher than RTX's 2.39% return. Over the past 10 years, PIREX has underperformed RTX with an annualized return of 6.49%, while RTX has yielded a comparatively higher 16.13% annualized return.


PIREX

1D
1.21%
1M
-0.72%
YTD
12.94%
6M
13.29%
1Y
9.49%
3Y*
10.94%
5Y*
3.35%
10Y*
6.49%

RTX

1D
2.51%
1M
5.30%
YTD
2.39%
6M
1.09%
1Y
29.87%
3Y*
27.02%
5Y*
19.09%
10Y*
16.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PIREX vs. RTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIREX
Principal Real Estate Securities Fund Institutional
12.94%1.21%5.43%13.32%-25.23%39.62%-3.32%31.14%-4.34%9.00%
RTX
RTX Corporation
2.39%61.44%40.76%-14.44%20.01%23.27%-7.70%43.82%-14.66%19.13%

Correlation

The correlation between PIREX and RTX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2001

0.44

The correlation between PIREX and RTX shifts across timeframes, from 0.29 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PIREX vs. RTX — Risk / Return Rank

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

PIREX
PIREX Risk / Return Rank: 1313
Overall Rank
PIREX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
PIREX Sortino Ratio Rank: 1010
Sortino Ratio Rank
PIREX Omega Ratio Rank: 1111
Omega Ratio Rank
PIREX Calmar Ratio Rank: 1919
Calmar Ratio Rank
PIREX Martin Ratio Rank: 1616
Martin Ratio Rank

RTX
RTX Risk / Return Rank: 7373
Overall Rank
RTX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
RTX Sortino Ratio Rank: 7474
Sortino Ratio Rank
RTX Omega Ratio Rank: 7171
Omega Ratio Rank
RTX Calmar Ratio Rank: 7070
Calmar Ratio Rank
RTX Martin Ratio Rank: 7373
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.

PIREX vs. RTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Real Estate Securities Fund Institutional (PIREX) and RTX Corporation (RTX). 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.


PIREXRTXDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.15

1.23

-0.08

Calmar ratioReturn relative to maximum drawdown

1.48

1.55

-0.08

Martin ratioReturn relative to average drawdown

3.96

4.10

-0.13

PIREX vs. RTX - Sharpe Ratio Comparison

The current PIREX Sharpe Ratio is 0.83, which is lower than the RTX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of PIREX and RTX, 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

PIREX vs. RTX - Drawdown Comparison

The maximum PIREX drawdown since its inception was -69.88%, which is greater than RTX's maximum drawdown of -55.14%. Use the drawdown chart below to compare losses from any high point for PIREX and RTX.


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Drawdown Indicators


PIREXRTXDifference

Max Drawdown

Largest peak-to-trough decline

-69.88%

-55.14%

-14.74%

Max Drawdown (1Y)

Largest decline over 1 year

-7.44%

-19.32%

+11.88%

Max Drawdown (3Y)

Largest decline over 3 years

-15.72%

-28.99%

+13.27%

Max Drawdown (5Y)

Largest decline over 5 years

-30.84%

-32.84%

+2.00%

Max Drawdown (10Y)

Largest decline over 10 years

-41.22%

-51.98%

+10.76%

Current Drawdown

Current decline from peak

-1.66%

-11.78%

+10.12%

Average Drawdown

Average peak-to-trough decline

-11.27%

-13.03%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

7.32%

-4.55%

Volatility

PIREX vs. RTX - Volatility Comparison

The current volatility for Principal Real Estate Securities Fund Institutional (PIREX) is 4.83%, while RTX Corporation (RTX) has a volatility of 9.72%. This indicates that PIREX experiences smaller price fluctuations and is considered to be less risky than RTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIREXRTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

9.72%

-4.89%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

19.09%

-9.05%

Volatility (1Y)

Calculated over the trailing 1-year period

13.33%

24.66%

-11.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.40%

24.05%

-5.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.72%

27.83%

-8.11%

Dividends

PIREX vs. RTX - Dividend Comparison

PIREX's dividend yield for the trailing twelve months is around 2.25%, more than RTX's 1.49% yield.


PositionTTM20252024202320222021202020192018201720162015
PIREX
Principal Real Estate Securities Fund Institutional
2.25%2.67%4.16%2.67%3.56%4.18%2.67%3.02%4.17%3.65%4.45%6.96%
RTX
RTX Corporation
1.49%1.46%2.14%2.76%2.14%2.33%21.21%1.96%2.66%2.13%2.39%2.66%

Frequently Asked Questions


PIREX and RTX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RTX has higher volatility (9.72%) compared to PIREX (4.83%). In terms of maximum drawdown, PIREX dropped -69.88% vs RTX's -55.14%.

RTX currently has the higher Sharpe Ratio (1.22 vs 0.83), 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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