PRRIX vs. DOXIX
PRRIX (PIMCO Real Return Fund) and DOXIX (Dodge & Cox Income Fund Class X) are both mutual funds - PRRIX is a Inflation-Protected Bonds fund managed by PIMCO, while DOXIX is a Intermediate Core-Plus Bond fund actively managed by Dodge & Cox. Over the past 3 years, PRRIX returned 4.71%/yr vs 4.96%/yr for DOXIX. Their correlation of 0.82 suggests significant overlap in exposure. PRRIX charges 0.45%/yr vs 0.33%/yr for DOXIX.
Performance
PRRIX vs. DOXIX - Performance Comparison
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Returns By Period
In the year-to-date period, PRRIX achieves a 0.68% return, which is significantly higher than DOXIX's -0.85% return.
PRRIX
- 1D
- -0.10%
- 1M
- -0.30%
- 6M
- 0.39%
- YTD
- 0.68%
- 1Y
- 3.83%
- 3Y*
- 4.71%
- 5Y*
- 0.72%
- 10Y*
- 2.60%
DOXIX
- 1D
- -0.08%
- 1M
- -0.31%
- 6M
- -1.16%
- YTD
- -0.85%
- 1Y
- 3.71%
- 3Y*
- 4.96%
- 5Y*
- —
- 10Y*
- —
PRRIX vs. DOXIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PRRIX PIMCO Real Return Fund | 0.68% | 8.19% | 2.60% | 3.29% | -7.22% |
DOXIX Dodge & Cox Income Fund Class X | -0.85% | 8.39% | 2.33% | 7.75% | -2.35% |
Correlation
The correlation between PRRIX and DOXIX is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since May 3, 2022 | 0.82 |
The correlation between PRRIX and DOXIX has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.
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Return for Risk
PRRIX vs. DOXIX — Risk / Return Rank
PRRIX
DOXIX
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRRIX | DOXIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.14 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 0.79 | +0.58 |
| Martin ratioReturn relative to average drawdown | 4.51 | 2.01 | +2.50 |
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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.
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Drawdown Indicators
| PRRIX | DOXIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.25% | -8.83% | -10.42% |
Max Drawdown (1Y)Largest decline over 1 year | -2.66% | -4.19% | +1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -4.22% | -5.66% | +1.44% |
Max Drawdown (5Y)Largest decline over 5 years | -15.76% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -15.76% | — | — |
Current DrawdownCurrent decline from peak | -0.97% | -2.97% | +2.00% |
Average DrawdownAverage peak-to-trough decline | -3.16% | -1.93% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | 1.64% | -0.83% |
Volatility
PRRIX vs. DOXIX - Volatility Comparison
PIMCO Real Return Fund (PRRIX) and Dodge & Cox Income Fund Class X (DOXIX) have volatilities of 1.26% and 1.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRRIX | DOXIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 1.31% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 3.14% | 3.16% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.96% | 4.05% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.26% | 5.82% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.64% | 5.82% | -0.18% |
PRRIX vs. DOXIX - Expense Ratio Comparison
PRRIX has a 0.45% expense ratio, which is higher than DOXIX's 0.33% expense ratio.
Dividends
PRRIX vs. DOXIX - Dividend Comparison
PRRIX's dividend yield for the trailing twelve months is around 4.72%, more than DOXIX's 3.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOXIX Dodge & Cox Income Fund Class X | 3.31% | 4.30% | 4.32% | 3.92% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRRIX PIMCO Real Return Fund | 4.72% | 3.92% | 3.17% | 2.83% | 7.38% | 5.12% | 2.62% | 1.91% | 2.70% | 2.57% | 1.10% | 0.99% |
Frequently Asked Questions
PRRIX and DOXIX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOXIX has higher volatility (1.31%) compared to PRRIX (1.26%). In terms of maximum drawdown, PRRIX dropped -19.25% vs DOXIX's -8.83%.
PRRIX currently has the higher Sharpe Ratio (0.92 vs 0.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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