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PRRIX vs. PIMIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRRIX and PIMIX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

PRRIX vs. PIMIX - Performance Comparison

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

100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
69.56%
217.74%
PRRIX
PIMIX

Key characteristics

Sharpe Ratio

PRRIX:

1.62

PIMIX:

2.16

Sortino Ratio

PRRIX:

2.35

PIMIX:

3.31

Omega Ratio

PRRIX:

1.31

PIMIX:

1.44

Calmar Ratio

PRRIX:

0.77

PIMIX:

3.18

Martin Ratio

PRRIX:

5.14

PIMIX:

9.61

Ulcer Index

PRRIX:

1.64%

PIMIX:

0.93%

Daily Std Dev

PRRIX:

5.20%

PIMIX:

4.10%

Max Drawdown

PRRIX:

-19.32%

PIMIX:

-13.39%

Current Drawdown

PRRIX:

-3.21%

PIMIX:

-0.93%

Returns By Period

In the year-to-date period, PRRIX achieves a 3.80% return, which is significantly higher than PIMIX's 2.62% return. Over the past 10 years, PRRIX has underperformed PIMIX with an annualized return of 2.50%, while PIMIX has yielded a comparatively higher 4.30% annualized return.


PRRIX

YTD

3.80%

1M

0.14%

6M

3.14%

1Y

8.43%

5Y*

1.94%

10Y*

2.50%

PIMIX

YTD

2.62%

1M

-0.14%

6M

3.55%

1Y

8.90%

5Y*

4.78%

10Y*

4.30%

*Annualized

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PRRIX vs. PIMIX - Expense Ratio Comparison

PRRIX has a 0.45% expense ratio, which is lower than PIMIX's 0.62% expense ratio.


Expense ratio chart for PIMIX: current value is 0.62%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PIMIX: 0.62%
Expense ratio chart for PRRIX: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRRIX: 0.45%

Risk-Adjusted Performance

PRRIX vs. PIMIX — Risk-Adjusted Performance Rank

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

PRRIX
The Risk-Adjusted Performance Rank of PRRIX is 8686
Overall Rank
The Sharpe Ratio Rank of PRRIX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of PRRIX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of PRRIX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of PRRIX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of PRRIX is 8585
Martin Ratio Rank

PIMIX
The Risk-Adjusted Performance Rank of PIMIX is 9393
Overall Rank
The Sharpe Ratio Rank of PIMIX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of PIMIX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of PIMIX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of PIMIX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of PIMIX is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRRIX vs. PIMIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Real Return Fund (PRRIX) and PIMCO Income Fund Institutional Class (PIMIX). 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.


The chart of Sharpe ratio for PRRIX, currently valued at 1.62, compared to the broader market-1.000.001.002.003.00
PRRIX: 1.62
PIMIX: 2.16
The chart of Sortino ratio for PRRIX, currently valued at 2.35, compared to the broader market-2.000.002.004.006.008.00
PRRIX: 2.35
PIMIX: 3.31
The chart of Omega ratio for PRRIX, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.00
PRRIX: 1.31
PIMIX: 1.44
The chart of Calmar ratio for PRRIX, currently valued at 0.77, compared to the broader market0.002.004.006.008.0010.00
PRRIX: 0.77
PIMIX: 3.18
The chart of Martin ratio for PRRIX, currently valued at 5.14, compared to the broader market0.0010.0020.0030.0040.0050.00
PRRIX: 5.14
PIMIX: 9.61

The current PRRIX Sharpe Ratio is 1.62, which is comparable to the PIMIX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of PRRIX and PIMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.62
2.16
PRRIX
PIMIX

Dividends

PRRIX vs. PIMIX - Dividend Comparison

PRRIX's dividend yield for the trailing twelve months is around 3.52%, less than PIMIX's 6.21% yield.


TTM20242023202220212020201920182017201620152014
PRRIX
PIMCO Real Return Fund
3.52%3.17%3.24%8.75%5.12%2.62%1.92%2.70%2.58%1.10%1.08%3.89%
PIMIX
PIMCO Income Fund Institutional Class
6.21%6.27%6.21%6.40%4.02%4.89%5.86%5.68%5.41%5.57%7.84%6.30%

Drawdowns

PRRIX vs. PIMIX - Drawdown Comparison

The maximum PRRIX drawdown since its inception was -19.32%, which is greater than PIMIX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for PRRIX and PIMIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.21%
-0.93%
PRRIX
PIMIX

Volatility

PRRIX vs. PIMIX - Volatility Comparison

PIMCO Real Return Fund (PRRIX) has a higher volatility of 2.89% compared to PIMCO Income Fund Institutional Class (PIMIX) at 1.97%. This indicates that PRRIX's price experiences larger fluctuations and is considered to be riskier than PIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%NovemberDecember2025FebruaryMarchApril
2.89%
1.97%
PRRIX
PIMIX