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PRRIX vs. NOIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRRIX vs. NOIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Real Return Fund (PRRIX) and Northern Income Equity Fund (NOIEX). The values are adjusted to include any dividend payments, if applicable.

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PRRIX vs. NOIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRRIX
PIMCO Real Return Fund
-0.43%8.19%2.60%3.29%-13.27%5.70%12.11%8.53%-1.96%4.22%
NOIEX
Northern Income Equity Fund
-4.59%18.81%24.28%19.56%-13.34%27.96%11.03%27.04%-6.62%20.22%

Returns By Period

In the year-to-date period, PRRIX achieves a -0.43% return, which is significantly higher than NOIEX's -4.59% return. Over the past 10 years, PRRIX has underperformed NOIEX with an annualized return of 2.72%, while NOIEX has yielded a comparatively higher 12.25% annualized 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%

NOIEX

1D
-0.29%
1M
-7.32%
YTD
-4.59%
6M
-1.82%
1Y
16.41%
3Y*
17.35%
5Y*
11.80%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRRIX vs. NOIEX - Expense Ratio Comparison

PRRIX has a 0.45% expense ratio, which is lower than NOIEX's 0.49% expense ratio.


Return for Risk

PRRIX vs. NOIEX — Risk / Return Rank

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

PRRIX
PRRIX Risk / Return Rank: 4040
Overall Rank
PRRIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
PRRIX Sortino Ratio Rank: 3737
Sortino Ratio Rank
PRRIX Omega Ratio Rank: 3232
Omega Ratio Rank
PRRIX Calmar Ratio Rank: 5151
Calmar Ratio Rank
PRRIX Martin Ratio Rank: 4141
Martin Ratio Rank

NOIEX
NOIEX Risk / Return Rank: 5050
Overall Rank
NOIEX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
NOIEX Sortino Ratio Rank: 5555
Sortino Ratio Rank
NOIEX Omega Ratio Rank: 5959
Omega Ratio Rank
NOIEX Calmar Ratio Rank: 4141
Calmar Ratio Rank
NOIEX Martin Ratio Rank: 5050
Martin Ratio Rank
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. NOIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Real Return Fund (PRRIX) and Northern Income Equity Fund (NOIEX). 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.


PRRIXNOIEXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.92

-0.09

Sortino ratio

Return per unit of downside risk

1.18

1.45

-0.27

Omega ratio

Gain probability vs. loss probability

1.16

1.22

-0.06

Calmar ratio

Return relative to maximum drawdown

1.23

1.05

+0.19

Martin ratio

Return relative to average drawdown

4.20

4.85

-0.65

PRRIX vs. NOIEX - Sharpe Ratio Comparison

The current PRRIX Sharpe Ratio is 0.83, which is comparable to the NOIEX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of PRRIX and NOIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRRIXNOIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.92

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.73

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.69

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.65

+0.20

Correlation

The correlation between PRRIX and NOIEX is -0.08. 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

PRRIX vs. NOIEX - Dividend Comparison

PRRIX's dividend yield for the trailing twelve months is around 3.32%, less than NOIEX's 8.37% yield.


TTM20252024202320222021202020192018201720162015
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%
NOIEX
Northern Income Equity Fund
8.37%7.92%6.11%7.03%5.44%14.26%7.67%8.58%15.73%7.56%3.02%5.57%

Drawdowns

PRRIX vs. NOIEX - Drawdown Comparison

The maximum PRRIX drawdown since its inception was -19.25%, smaller than the maximum NOIEX drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for PRRIX and NOIEX.


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Drawdown Indicators


PRRIXNOIEXDifference

Max Drawdown

Largest peak-to-trough decline

-19.25%

-45.66%

+26.41%

Max Drawdown (1Y)

Largest decline over 1 year

-3.75%

-12.41%

+8.66%

Max Drawdown (5Y)

Largest decline over 5 years

-15.76%

-21.89%

+6.13%

Max Drawdown (10Y)

Largest decline over 10 years

-15.76%

-35.31%

+19.55%

Current Drawdown

Current decline from peak

-2.00%

-8.39%

+6.39%

Average Drawdown

Average peak-to-trough decline

-3.19%

-5.01%

+1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

2.89%

-1.79%

Volatility

PRRIX vs. NOIEX - Volatility Comparison

The current volatility for PIMCO Real Return Fund (PRRIX) is 1.62%, while Northern Income Equity Fund (NOIEX) has a volatility of 4.02%. This indicates that PRRIX experiences smaller price fluctuations and is considered to be less risky than NOIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRRIXNOIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

4.02%

-2.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.59%

9.01%

-6.42%

Volatility (1Y)

Calculated over the trailing 1-year period

4.76%

19.09%

-14.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.25%

16.32%

-10.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.63%

17.92%

-12.29%