PRAIX vs. RRPAX
Compare and contrast key facts about PIMCO Long-Term Real Return Fund (PRAIX) and SEI Institutional Investments Trust Real Return Fund (RRPAX).
PRAIX is managed by PIMCO. It was launched on Nov 11, 2001. RRPAX is managed by SEI. It was launched on Dec 13, 2006.
Performance
PRAIX vs. RRPAX - Performance Comparison
Loading graphics...
PRAIX vs. RRPAX - 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% |
RRPAX SEI Institutional Investments Trust Real Return Fund | 0.86% | 6.53% | 4.54% | 3.49% | -4.06% | 5.41% | 5.64% | 5.01% | 0.31% | 0.73% |
Returns By Period
In the year-to-date period, PRAIX achieves a -1.89% return, which is significantly lower than RRPAX's 0.86% return. Over the past 10 years, PRAIX has underperformed RRPAX with an annualized return of 0.87%, while RRPAX has yielded a comparatively higher 2.90% 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%
RRPAX
- 1D
- 0.32%
- 1M
- -0.11%
- YTD
- 0.86%
- 6M
- 1.17%
- 1Y
- 3.81%
- 3Y*
- 4.34%
- 5Y*
- 3.06%
- 10Y*
- 2.90%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PRAIX vs. RRPAX - Expense Ratio Comparison
PRAIX has a 0.50% expense ratio, which is higher than RRPAX's 0.02% expense ratio.
Return for Risk
PRAIX vs. RRPAX — Risk / Return Rank
PRAIX
RRPAX
PRAIX vs. RRPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Long-Term Real Return Fund (PRAIX) and SEI Institutional Investments Trust Real Return Fund (RRPAX). 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 | RRPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.03 | 1.76 | -1.79 |
Sortino ratioReturn per unit of downside risk | 0.04 | 2.64 | -2.60 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.39 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | 0.07 | 3.24 | -3.16 |
Martin ratioReturn relative to average drawdown | 0.16 | 11.39 | -11.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PRAIX | RRPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 1.76 | -1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | 0.95 | -1.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.06 | 1.08 | -1.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.50 | -0.14 |
Correlation
The correlation between PRAIX and RRPAX is 0.62, 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
PRAIX vs. RRPAX - Dividend Comparison
PRAIX's dividend yield for the trailing twelve months is around 4.63%, which matches RRPAX's 4.60% 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% |
RRPAX SEI Institutional Investments Trust Real Return Fund | 4.60% | 4.64% | 3.57% | 2.43% | 7.18% | 5.33% | 1.38% | 2.14% | 2.35% | 1.89% | 1.23% | 0.00% |
Drawdowns
PRAIX vs. RRPAX - Drawdown Comparison
The maximum PRAIX drawdown since its inception was -43.52%, which is greater than RRPAX's maximum drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for PRAIX and RRPAX.
Loading graphics...
Drawdown Indicators
| PRAIX | RRPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.52% | -16.15% | -27.37% |
Max Drawdown (1Y)Largest decline over 1 year | -8.28% | -1.35% | -6.93% |
Max Drawdown (5Y)Largest decline over 5 years | -43.52% | -6.48% | -37.04% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -6.48% | -37.04% |
Current DrawdownCurrent decline from peak | -35.44% | -0.43% | -35.01% |
Average DrawdownAverage peak-to-trough decline | -10.08% | -2.97% | -7.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 0.38% | +3.55% |
Volatility
PRAIX vs. RRPAX - Volatility Comparison
PIMCO Long-Term Real Return Fund (PRAIX) has a higher volatility of 4.27% compared to SEI Institutional Investments Trust Real Return Fund (RRPAX) at 0.70%. This indicates that PRAIX's price experiences larger fluctuations and is considered to be riskier than RRPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PRAIX | RRPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 0.70% | +3.57% |
Volatility (6M)Calculated over the trailing 6-month period | 6.72% | 1.20% | +5.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 2.31% | +9.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.34% | 3.23% | +13.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 2.69% | +12.27% |