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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRRIX or VDIGX.
Key characteristics
| PRRIX | VDIGX | |
|---|---|---|
| YTD Return | 2.85% | 12.90% |
| 1Y Return | 7.18% | 21.54% |
| 3Y Return (Ann) | -2.18% | 6.36% |
| 5Y Return (Ann) | 2.32% | 11.06% |
| 10Y Return (Ann) | 2.14% | 11.07% |
| Sharpe Ratio | 1.37 | 2.48 |
| Sortino Ratio | 2.09 | 3.40 |
| Omega Ratio | 1.25 | 1.45 |
| Calmar Ratio | 0.55 | 4.51 |
| Martin Ratio | 6.18 | 13.61 |
| Ulcer Index | 1.14% | 1.59% |
| Daily Std Dev | 5.17% | 8.74% |
| Max Drawdown | -19.33% | -45.23% |
| Current Drawdown | -6.53% | -2.30% |
Correlation
The correlation between PRRIX and VDIGX is -0.11. 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.
Performance
PRRIX vs. VDIGX - Performance Comparison
In the year-to-date period, PRRIX achieves a 2.85% return, which is significantly lower than VDIGX's 12.90% return. Over the past 10 years, PRRIX has underperformed VDIGX with an annualized return of 2.14%, while VDIGX has yielded a comparatively higher 11.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
PRRIX vs. VDIGX - Risk-Adjusted Performance 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.
Dividends
PRRIX vs. VDIGX - Dividend Comparison
PRRIX's dividend yield for the trailing twelve months is around 2.94%, more than VDIGX's 1.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRRIX PIMCO Real Return Fund | 2.94% | 3.24% | 8.75% | 5.12% | 2.62% | 1.92% | 2.70% | 2.58% | 1.10% | 1.08% | 3.89% | 1.24% |
VDIGX Vanguard Dividend Growth Fund | 1.63% | 1.69% | 1.67% | 1.46% | 1.62% | 1.72% | 2.15% | 1.92% | 1.92% | 1.93% | 1.91% | 1.80% |
Drawdowns
PRRIX vs. VDIGX - Drawdown Comparison
The maximum PRRIX drawdown since its inception was -19.33%, 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. For additional features, visit the drawdowns tool.
Volatility
PRRIX vs. VDIGX - Volatility Comparison
The current volatility for PIMCO Real Return Fund (PRRIX) is 1.37%, while Vanguard Dividend Growth Fund (VDIGX) has a volatility of 2.44%. 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.