PRAIX vs. PMJIX
Compare and contrast key facts about PIMCO Long-Term Real Return Fund (PRAIX) and PIMCO RAE US Small Fund (PMJIX).
PRAIX is managed by PIMCO. It was launched on Nov 11, 2001. PMJIX is managed by PIMCO. It was launched on Jun 5, 2015.
Performance
PRAIX vs. PMJIX - Performance Comparison
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PRAIX vs. PMJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRAIX PIMCO Long-Term Real Return Fund | -1.89% | 5.26% | -4.11% | 0.14% | -33.83% | 7.21% | 27.16% | 19.62% | -6.49% | 8.84% |
PMJIX PIMCO RAE US Small Fund | -0.95% | 5.11% | 22.05% | 19.77% | -4.62% | 39.15% | 6.95% | 20.22% | -11.69% | 9.22% |
Returns By Period
In the year-to-date period, PRAIX achieves a -1.89% return, which is significantly lower than PMJIX's -0.95% return. Over the past 10 years, PRAIX has underperformed PMJIX with an annualized return of 0.87%, while PMJIX has yielded a comparatively higher 12.04% annualized return.
PRAIX
- 1D
- 1.62%
- 1M
- -5.12%
- YTD
- -1.89%
- 6M
- -2.85%
- 1Y
- -2.46%
- 3Y*
- -1.99%
- 5Y*
- -5.11%
- 10Y*
- 0.87%
PMJIX
- 1D
- -1.12%
- 1M
- -6.04%
- YTD
- -0.95%
- 6M
- 1.54%
- 1Y
- 13.70%
- 3Y*
- 14.79%
- 5Y*
- 9.83%
- 10Y*
- 12.04%
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PRAIX vs. PMJIX - Expense Ratio Comparison
Both PRAIX and PMJIX have an expense ratio of 0.50%.
Return for Risk
PRAIX vs. PMJIX — Risk / Return Rank
PRAIX
PMJIX
PRAIX vs. PMJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Long-Term Real Return Fund (PRAIX) and PIMCO RAE US Small Fund (PMJIX). 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.
| PRAIX | PMJIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.03 | 0.63 | -0.66 |
Sortino ratioReturn per unit of downside risk | 0.04 | 1.03 | -1.00 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.14 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.07 | 0.79 | -0.71 |
Martin ratioReturn relative to average drawdown | 0.16 | 3.17 | -3.01 |
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
| PRAIX | PMJIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 0.63 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | 0.25 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.06 | 0.37 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.32 | +0.05 |
Correlation
The correlation between PRAIX and PMJIX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
PRAIX vs. PMJIX - Dividend Comparison
PRAIX's dividend yield for the trailing twelve months is around 4.63%, more than PMJIX's 3.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRAIX PIMCO Long-Term Real Return Fund | 4.63% | 5.72% | 4.64% | 4.75% | 12.40% | 15.85% | 37.88% | 7.20% | 3.06% | 2.76% | 1.54% | 2.05% |
PMJIX PIMCO RAE US Small Fund | 3.18% | 3.15% | 3.26% | 1.25% | 9.91% | 65.79% | 9.46% | 1.55% | 7.65% | 4.69% | 1.24% | 1.67% |
Drawdowns
PRAIX vs. PMJIX - Drawdown Comparison
The maximum PRAIX drawdown since its inception was -43.52%, smaller than the maximum PMJIX drawdown of -49.75%. Use the drawdown chart below to compare losses from any high point for PRAIX and PMJIX.
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Drawdown Indicators
| PRAIX | PMJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.52% | -49.75% | +6.23% |
Max Drawdown (1Y)Largest decline over 1 year | -8.28% | -14.85% | +6.57% |
Max Drawdown (5Y)Largest decline over 5 years | -43.52% | -49.75% | +6.23% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -49.75% | +6.23% |
Current DrawdownCurrent decline from peak | -35.44% | -11.67% | -23.77% |
Average DrawdownAverage peak-to-trough decline | -10.08% | -16.44% | +6.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 3.68% | +0.25% |
Volatility
PRAIX vs. PMJIX - Volatility Comparison
The current volatility for PIMCO Long-Term Real Return Fund (PRAIX) is 4.27%, while PIMCO RAE US Small Fund (PMJIX) has a volatility of 4.81%. This indicates that PRAIX experiences smaller price fluctuations and is considered to be less risky than PMJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRAIX | PMJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 4.81% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 6.72% | 12.39% | -5.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 22.25% | -10.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.34% | 39.62% | -23.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 33.08% | -18.12% |