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PIRMX vs. TDVG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIRMX vs. TDVG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Inflation Response Multi-Asset Fund Institutional (PIRMX) and T. Rowe Price Dividend Growth ETF (TDVG). The values are adjusted to include any dividend payments, if applicable.

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PIRMX vs. TDVG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PIRMX
PIMCO Inflation Response Multi-Asset Fund Institutional
2.92%16.76%12.47%6.50%-5.11%13.86%6.32%
TDVG
T. Rowe Price Dividend Growth ETF
-0.44%14.80%13.45%13.95%-10.15%26.20%12.98%

Returns By Period

In the year-to-date period, PIRMX achieves a 2.92% return, which is significantly higher than TDVG's -0.44% return.


PIRMX

1D
0.63%
1M
-2.56%
YTD
2.92%
6M
5.38%
1Y
12.99%
3Y*
12.36%
5Y*
8.91%
10Y*
7.52%

TDVG

1D
2.08%
1M
-5.21%
YTD
-0.44%
6M
2.12%
1Y
11.67%
3Y*
13.10%
5Y*
9.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PIRMX vs. TDVG - Expense Ratio Comparison

PIRMX has a 1.91% expense ratio, which is higher than TDVG's 0.50% expense ratio.


Return for Risk

PIRMX vs. TDVG — Risk / Return Rank

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

PIRMX
PIRMX Risk / Return Rank: 9292
Overall Rank
PIRMX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PIRMX Sortino Ratio Rank: 9292
Sortino Ratio Rank
PIRMX Omega Ratio Rank: 8989
Omega Ratio Rank
PIRMX Calmar Ratio Rank: 9393
Calmar Ratio Rank
PIRMX Martin Ratio Rank: 9595
Martin Ratio Rank

TDVG
TDVG Risk / Return Rank: 4949
Overall Rank
TDVG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TDVG Sortino Ratio Rank: 4545
Sortino Ratio Rank
TDVG Omega Ratio Rank: 4848
Omega Ratio Rank
TDVG Calmar Ratio Rank: 4848
Calmar Ratio Rank
TDVG Martin Ratio Rank: 5858
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.

PIRMX vs. TDVG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Inflation Response Multi-Asset Fund Institutional (PIRMX) and T. Rowe Price Dividend Growth ETF (TDVG). 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.


PIRMXTDVGDifference

Sharpe ratio

Return per unit of total volatility

2.03

0.78

+1.25

Sortino ratio

Return per unit of downside risk

2.68

1.19

+1.49

Omega ratio

Gain probability vs. loss probability

1.39

1.18

+0.21

Calmar ratio

Return relative to maximum drawdown

2.89

1.15

+1.73

Martin ratio

Return relative to average drawdown

13.07

5.46

+7.61

PIRMX vs. TDVG - Sharpe Ratio Comparison

The current PIRMX Sharpe Ratio is 2.03, which is higher than the TDVG Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of PIRMX and TDVG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PIRMXTDVGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

0.78

+1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

0.69

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.86

-0.19

Correlation

The correlation between PIRMX and TDVG is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PIRMX vs. TDVG - Dividend Comparison

PIRMX's dividend yield for the trailing twelve months is around 2.51%, more than TDVG's 1.06% yield.


TTM20252024202320222021202020192018201720162015
PIRMX
PIMCO Inflation Response Multi-Asset Fund Institutional
2.51%2.66%9.91%0.13%14.12%11.21%0.80%2.05%11.41%6.43%0.49%3.13%
TDVG
T. Rowe Price Dividend Growth ETF
1.06%1.00%1.06%1.31%1.15%0.80%0.40%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PIRMX vs. TDVG - Drawdown Comparison

The maximum PIRMX drawdown since its inception was -18.51%, roughly equal to the maximum TDVG drawdown of -19.20%. Use the drawdown chart below to compare losses from any high point for PIRMX and TDVG.


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Drawdown Indicators


PIRMXTDVGDifference

Max Drawdown

Largest peak-to-trough decline

-18.51%

-19.20%

+0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-4.96%

-11.17%

+6.21%

Max Drawdown (5Y)

Largest decline over 5 years

-14.31%

-19.20%

+4.89%

Max Drawdown (10Y)

Largest decline over 10 years

-18.20%

Current Drawdown

Current decline from peak

-2.66%

-5.31%

+2.65%

Average Drawdown

Average peak-to-trough decline

-4.15%

-3.84%

-0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

2.36%

-1.26%

Volatility

PIRMX vs. TDVG - Volatility Comparison

The current volatility for PIMCO Inflation Response Multi-Asset Fund Institutional (PIRMX) is 2.28%, while T. Rowe Price Dividend Growth ETF (TDVG) has a volatility of 4.12%. This indicates that PIRMX experiences smaller price fluctuations and is considered to be less risky than TDVG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIRMXTDVGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.28%

4.12%

-1.84%

Volatility (6M)

Calculated over the trailing 6-month period

4.75%

7.58%

-2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

6.78%

15.03%

-8.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.31%

13.93%

-5.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.49%

14.04%

-6.55%