PRRIX vs. VDIGX
Compare and contrast key facts about PIMCO Real Return Fund (PRRIX) and Vanguard Dividend Growth Fund (VDIGX).
PRRIX is managed by PIMCO. It was launched on Jan 28, 1997. VDIGX is managed by Vanguard. It was launched on May 15, 1992.
Performance
PRRIX vs. VDIGX - Performance Comparison
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PRRIX vs. VDIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VDIGX Vanguard Dividend Growth Fund | -6.99% | 11.11% | 20.84% | 8.11% | -4.89% | 24.86% | 12.04% | 30.94% | 0.08% | 19.32% |
Returns By Period
In the year-to-date period, PRRIX achieves a -0.43% return, which is significantly higher than VDIGX's -6.99% return. Over the past 10 years, PRRIX has underperformed VDIGX with an annualized return of 2.72%, while VDIGX has yielded a comparatively higher 11.31% 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%
VDIGX
- 1D
- 0.14%
- 1M
- -8.69%
- YTD
- -6.99%
- 6M
- -4.14%
- 1Y
- 0.66%
- 3Y*
- 10.48%
- 5Y*
- 8.98%
- 10Y*
- 11.31%
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PRRIX vs. VDIGX - Expense Ratio Comparison
PRRIX has a 0.45% expense ratio, which is higher than VDIGX's 0.27% expense ratio.
Return for Risk
PRRIX vs. VDIGX — Risk / Return Rank
PRRIX
VDIGX
PRRIX vs. VDIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Real Return Fund (PRRIX) and Vanguard Dividend Growth Fund (VDIGX). 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 | VDIGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.12 | +0.71 |
Sortino ratioReturn per unit of downside risk | 1.18 | 0.29 | +0.89 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.04 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 0.30 | +0.94 |
Martin ratioReturn relative to average drawdown | 4.20 | 1.17 | +3.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRRIX | VDIGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.12 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.65 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.72 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.60 | +0.26 |
Correlation
The correlation between PRRIX and VDIGX 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. VDIGX - Dividend Comparison
PRRIX's dividend yield for the trailing twelve months is around 3.32%, less than VDIGX's 26.40% 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% |
VDIGX Vanguard Dividend Growth Fund | 26.40% | 21.90% | 21.94% | 2.29% | 6.06% | 5.45% | 2.83% | 4.70% | 8.72% | 5.16% | 2.86% | 5.70% |
Drawdowns
PRRIX vs. VDIGX - Drawdown Comparison
The maximum PRRIX drawdown since its inception was -19.25%, smaller than the maximum VDIGX drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for PRRIX and VDIGX.
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Drawdown Indicators
| PRRIX | VDIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.25% | -45.23% | +25.98% |
Max Drawdown (1Y)Largest decline over 1 year | -3.75% | -9.57% | +5.82% |
Max Drawdown (5Y)Largest decline over 5 years | -15.76% | -16.18% | +0.42% |
Max Drawdown (10Y)Largest decline over 10 years | -15.76% | -32.98% | +17.22% |
Current DrawdownCurrent decline from peak | -2.00% | -8.96% | +6.96% |
Average DrawdownAverage peak-to-trough decline | -3.19% | -6.67% | +3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 2.41% | -1.31% |
Volatility
PRRIX vs. VDIGX - Volatility Comparison
The current volatility for PIMCO Real Return Fund (PRRIX) is 1.62%, while Vanguard Dividend Growth Fund (VDIGX) has a volatility of 3.40%. This indicates that PRRIX experiences smaller price fluctuations and is considered to be less risky than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRRIX | VDIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 3.40% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 2.59% | 7.39% | -4.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.76% | 14.39% | -9.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.25% | 13.82% | -7.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.63% | 15.68% | -10.05% |