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PRRIX vs. FFNYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

PRRIX vs. FFNYX

Last updated Apr 2, 2026

Compare and contrast key facts about PIMCO Real Return Fund (PRRIX) and Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX).

PRRIX is managed by PIMCO. It was launched on Jan 28, 1997. FFNYX is a passively managed fund by Fidelity that tracks the performance of the Bloomberg US Treasury 0-5 Year TIPS Index. It was launched on Nov 4, 2025.

Performance

PRRIX vs. FFNYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Real Return Fund (PRRIX) and Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX). The values are adjusted to include any dividend payments, if applicable.

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PRRIX vs. FFNYX - Yearly Performance Comparison

2026 (YTD)
PRRIX
PIMCO Real Return Fund		-0.67%
FFNYX
Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund		-0.10%

Returns By Period

PRRIX

1D
0.19%
1M
-1.53%
YTD
-0.24%
6M
-0.17%
1Y
3.06%
3Y*
3.56%
5Y*
1.18%
10Y*
2.74%

FFNYX

1D
0.00%
1M
—
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PIMCO Real Return Fund

Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund

Often compared with PRRIX:
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Often compared with FFNYX:
FFNYX vs. FCNTXFFNYX vs. BKIPXFFNYX vs. EARRXFFNYX vs. IPBAXFFNYX vs. BIIPXFFNYX vs. SEIAXFFNYX vs. FIPDX

PRRIX vs. FFNYX - Expense Ratio Comparison

PRRIX has a 0.45% expense ratio, which is higher than FFNYX's 0.05% expense ratio.

PRRIX
PIMCO Real Return Fund
FFNYX
Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund

Return for Risk

PRRIX vs. FFNYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PRRIX
PRRIX Risk / Return Rank: 3030
Overall Rank
PRRIX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PRRIX Sortino Ratio Rank: 2121
Sortino Ratio Rank
PRRIX Omega Ratio Rank: 1919
Omega Ratio Rank
PRRIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
PRRIX Martin Ratio Rank: 3939
Martin Ratio Rank
FFNYX
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. FFNYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Real Return Fund (PRRIX) and Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX). 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.

PRRIXFFNYXDifference

Sharpe ratio

Return per unit of total volatility

0.66

—

—

Sortino ratio

Return per unit of downside risk

0.93

—

—

Omega ratio

Gain probability vs. loss probability

1.12

—

—

Calmar ratio

Return relative to maximum drawdown

1.26

—

—

Martin ratio

Return relative to average drawdown

4.27

—

—

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. FFNYX - Sharpe Ratio Comparison

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Sharpe Ratios by Period

PRRIXFFNYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

-0.99

+1.84

Correlation

The correlation between PRRIX and FFNYX is 0.85, 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. FFNYX - Dividend Comparison

PRRIX's dividend yield for the trailing twelve months is around 3.31%, while FFNYX has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
PRRIX
PIMCO Real Return Fund		3.31%3.92%3.17%2.83%7.38%5.12%2.62%1.91%2.70%2.57%1.10%0.99%
FFNYX
Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PRRIX vs. FFNYX - Drawdown Comparison

The maximum PRRIX drawdown since its inception was -19.25%, which is greater than FFNYX's maximum drawdown of -0.69%. Use the drawdown chart below to compare losses from any high point for PRRIX and FFNYX.

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Drawdown Indicators

PRRIXFFNYXDifference

Max Drawdown

Largest peak-to-trough decline

-19.25%

-0.69%

-18.56%

Max Drawdown (1Y)

Largest decline over 1 year

-3.75%

—

—

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

-1.81%

-0.30%

-1.51%

Average Drawdown

Average peak-to-trough decline

-3.19%

-0.39%

-2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

—

—

Volatility

PRRIX vs. FFNYX - Volatility Comparison

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Volatility by Period

PRRIXFFNYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

4.76%

2.38%

+2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.25%

2.38%

+3.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.63%

2.38%

+3.25%