PRRIX vs. DOXIX

Last updated Apr 1, 2026

Compare and contrast key facts about PIMCO Real Return Fund (PRRIX) and Dodge & Cox Income Fund Class X (DOXIX).

PRRIX is managed by PIMCO. It was launched on Jan 28, 1997. DOXIX is an actively managed fund by Dodge & Cox. It was launched on May 2, 2022.

Performance

PRRIX vs. DOXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Real Return Fund (PRRIX) and Dodge & Cox Income Fund Class X (DOXIX). The values are adjusted to include any dividend payments, if applicable.

PRRIX vs. DOXIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
PRRIX PIMCO Real Return Fund	-0.43%	8.19%	2.60%	3.29%	-7.55%
DOXIX Dodge & Cox Income Fund Class X	-0.17%	8.39%	2.33%	7.75%	-2.35%

Returns By Period

In the year-to-date period, PRRIX achieves a -0.43% return, which is significantly lower than DOXIX's -0.17% return.

PRRIX

• 1D: 0.68%
• 1M: -2.00%
• YTD: -0.43%
• 6M: -0.17%
• 1Y: 2.87%
• 3Y*: 3.49%
• 5Y*: 1.19%
• 10Y*: 2.72%

DOXIX

• 1D: 0.63%
• 1M: -2.30%
• YTD: -0.17%
• 6M: 1.13%
• 1Y: 5.17%
• 3Y*: 4.97%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRRIX vs. DOXIX - Expense Ratio Comparison

PRRIX has a 0.45% expense ratio, which is higher than DOXIX's 0.33% expense ratio.

PRRIX

PIMCO Real Return Fund

DOXIX

Dodge & Cox Income Fund Class X

Return for Risk

PRRIX vs. DOXIX — Risk / Return Rank

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

PRRIX

PRRIX Risk / Return Rank: 40
PRRIX Sharpe Ratio Rank: 40
PRRIX Sortino Ratio Rank: 37
PRRIX Omega Ratio Rank: 32
PRRIX Calmar Ratio Rank: 51
PRRIX Martin Ratio Rank: 41

DOXIX

DOXIX Risk / Return Rank: 67
DOXIX Sharpe Ratio Rank: 67
DOXIX Sortino Ratio Rank: 68
DOXIX Omega Ratio Rank: 53
DOXIX Calmar Ratio Rank: 84
DOXIX Martin Ratio Rank: 65

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.

PRRIX vs. DOXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Real Return Fund (PRRIX) and Dodge & Cox Income Fund Class X (DOXIX). 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.

	PRRIX	DOXIX	Difference
Sharpe ratio Return per unit of total volatility	0.83	1.18	-0.35
Sortino ratio Return per unit of downside risk	1.18	1.68	-0.49
Omega ratio Gain probability vs. loss probability	1.16	1.21	-0.05
Calmar ratio Return relative to maximum drawdown	1.23	2.06	-0.82
Martin ratio Return relative to average drawdown	4.20	6.15	-1.95
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRRIX vs. DOXIX - Sharpe Ratio Comparison

The current PRRIX Sharpe Ratio is 0.83, which is comparable to the DOXIX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of PRRIX and DOXIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PRRIX	DOXIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.83	1.18	-0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.68	+0.18

Correlation

The correlation between PRRIX and DOXIX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

PRRIX vs. DOXIX - Dividend Comparison

PRRIX's dividend yield for the trailing twelve months is around 3.32%, less than DOXIX's 4.36% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRRIX PIMCO Real Return Fund	3.32%	3.92%	3.17%	2.83%	7.38%	5.12%	2.62%	1.91%	2.70%	2.57%	1.10%	0.99%
DOXIX Dodge & Cox Income Fund Class X	4.36%	4.30%	4.32%	3.92%	2.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

PRRIX vs. DOXIX - Drawdown Comparison

The maximum PRRIX drawdown since its inception was -19.25%, which is greater than DOXIX's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for PRRIX and DOXIX.

Drawdown Indicators

	PRRIX	DOXIX	Difference
Max Drawdown Largest peak-to-trough decline	-19.25%	-8.83%	-10.42%
Max Drawdown (1Y) Largest decline over 1 year	-3.75%	-2.92%	-0.83%
Max Drawdown (5Y) Largest decline over 5 years	-15.76%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-15.76%	—	—
Current Drawdown Current decline from peak	-2.00%	-2.30%	+0.30%
Average Drawdown Average peak-to-trough decline	-3.19%	-1.87%	-1.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.10%	0.98%	+0.12%

Volatility

PRRIX vs. DOXIX - Volatility Comparison

The current volatility for PIMCO Real Return Fund (PRRIX) is 1.62%, while Dodge & Cox Income Fund Class X (DOXIX) has a volatility of 1.80%. This indicates that PRRIX experiences smaller price fluctuations and is considered to be less risky than DOXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRRIX	DOXIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.62%	1.80%	-0.18%
Volatility (6M) Calculated over the trailing 6-month period	2.59%	2.76%	-0.17%
Volatility (1Y) Calculated over the trailing 1-year period	4.76%	4.57%	+0.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.25%	5.92%	+0.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.63%	5.92%	-0.29%