PIRMX vs. MGV
Compare and contrast key facts about PIMCO Inflation Response Multi-Asset Fund Institutional (PIRMX) and Vanguard Mega Cap Value ETF (MGV).
PIRMX is an actively managed fund by PIMCO. It was launched on Aug 31, 2011. MGV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Large Cap Value Index. It was launched on Dec 17, 2007.
Performance
PIRMX vs. MGV - Performance Comparison
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PIRMX vs. MGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PIRMX PIMCO Inflation Response Multi-Asset Fund Institutional | 3.67% | 16.76% | 12.47% | 6.50% | -5.11% | 13.86% | 9.36% | 10.03% | -3.70% | 8.59% |
MGV Vanguard Mega Cap Value ETF | 3.51% | 15.45% | 16.94% | 9.16% | -1.22% | 25.93% | 2.50% | 25.54% | -4.13% | 16.85% |
Returns By Period
The year-to-date returns for both stocks are quite close, with PIRMX having a 3.67% return and MGV slightly lower at 3.51%. Over the past 10 years, PIRMX has underperformed MGV with an annualized return of 7.60%, while MGV has yielded a comparatively higher 12.08% annualized return.
PIRMX
- 1D
- 0.73%
- 1M
- -1.94%
- YTD
- 3.67%
- 6M
- 5.92%
- 1Y
- 13.82%
- 3Y*
- 12.64%
- 5Y*
- 8.98%
- 10Y*
- 7.60%
MGV
- 1D
- 0.25%
- 1M
- -4.32%
- YTD
- 3.51%
- 6M
- 6.42%
- 1Y
- 15.59%
- 3Y*
- 15.57%
- 5Y*
- 11.38%
- 10Y*
- 12.08%
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PIRMX vs. MGV - Expense Ratio Comparison
PIRMX has a 1.91% expense ratio, which is higher than MGV's 0.07% expense ratio.
Return for Risk
PIRMX vs. MGV — Risk / Return Rank
PIRMX
MGV
PIRMX vs. MGV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Inflation Response Multi-Asset Fund Institutional (PIRMX) and Vanguard Mega Cap Value ETF (MGV). 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.
| PIRMX | MGV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.06 | 1.07 | +0.98 |
Sortino ratioReturn per unit of downside risk | 2.71 | 1.53 | +1.18 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.23 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 3.00 | 1.40 | +1.60 |
Martin ratioReturn relative to average drawdown | 13.50 | 6.06 | +7.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PIRMX | MGV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.07 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.09 | 0.84 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | 0.74 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.45 | +0.21 |
Correlation
The correlation between PIRMX and MGV is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PIRMX vs. MGV - Dividend Comparison
PIRMX's dividend yield for the trailing twelve months is around 2.49%, more than MGV's 2.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PIRMX PIMCO Inflation Response Multi-Asset Fund Institutional | 2.49% | 2.66% | 9.91% | 0.13% | 14.12% | 11.21% | 0.80% | 2.05% | 11.41% | 6.43% | 0.49% | 3.13% |
MGV Vanguard Mega Cap Value ETF | 2.06% | 2.04% | 2.31% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% |
Drawdowns
PIRMX vs. MGV - Drawdown Comparison
The maximum PIRMX drawdown since its inception was -18.51%, smaller than the maximum MGV drawdown of -55.87%. Use the drawdown chart below to compare losses from any high point for PIRMX and MGV.
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Drawdown Indicators
| PIRMX | MGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.51% | -55.87% | +37.36% |
Max Drawdown (1Y)Largest decline over 1 year | -4.96% | -10.91% | +5.95% |
Max Drawdown (5Y)Largest decline over 5 years | -14.31% | -16.54% | +2.23% |
Max Drawdown (10Y)Largest decline over 10 years | -18.20% | -35.41% | +17.21% |
Current DrawdownCurrent decline from peak | -1.94% | -4.66% | +2.72% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -7.76% | +3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 2.52% | -1.42% |
Volatility
PIRMX vs. MGV - Volatility Comparison
The current volatility for PIMCO Inflation Response Multi-Asset Fund Institutional (PIRMX) is 2.43%, while Vanguard Mega Cap Value ETF (MGV) has a volatility of 3.55%. This indicates that PIRMX experiences smaller price fluctuations and is considered to be less risky than MGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PIRMX | MGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 3.55% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 4.79% | 7.47% | -2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.80% | 14.59% | -7.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.31% | 13.56% | -5.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.49% | 16.33% | -8.84% |