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

Correlation

The correlation between PRRIX and VDIGX is -0.12. 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

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

250.00%300.00%350.00%400.00%December2025FebruaryMarchAprilMay
261.27%
344.72%
PRRIX
VDIGX

Key characteristics

Sharpe Ratio

PRRIX:

1.24

VDIGX:

-0.35

Sortino Ratio

PRRIX:

1.78

VDIGX:

-0.34

Omega Ratio

PRRIX:

1.23

VDIGX:

0.94

Calmar Ratio

PRRIX:

0.67

VDIGX:

-0.26

Martin Ratio

PRRIX:

3.86

VDIGX:

-0.69

Ulcer Index

PRRIX:

1.67%

VDIGX:

8.76%

Daily Std Dev

PRRIX:

5.23%

VDIGX:

17.37%

Max Drawdown

PRRIX:

-19.24%

VDIGX:

-46.89%

Current Drawdown

PRRIX:

-3.28%

VDIGX:

-16.36%

Returns By Period

In the year-to-date period, PRRIX achieves a 3.30% return, which is significantly higher than VDIGX's -3.33% return. Over the past 10 years, PRRIX has underperformed VDIGX with an annualized return of 2.56%, while VDIGX has yielded a comparatively higher 6.04% annualized return.


PRRIX

YTD

3.30%

1M

-0.00%

6M

2.63%

1Y

6.34%

5Y*

2.01%

10Y*

2.56%

VDIGX

YTD

-3.33%

1M

7.60%

6M

-13.64%

1Y

-7.16%

5Y*

6.77%

10Y*

6.04%

*Annualized

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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 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 7979
Overall Rank
The Sharpe Ratio Rank of PRRIX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of PRRIX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of PRRIX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of PRRIX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of PRRIX is 7878
Martin Ratio Rank

VDIGX
The Risk-Adjusted Performance Rank of VDIGX is 55
Overall Rank
The Sharpe Ratio Rank of VDIGX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of VDIGX is 55
Sortino Ratio Rank
The Omega Ratio Rank of VDIGX is 55
Omega Ratio Rank
The Calmar Ratio Rank of VDIGX is 44
Calmar Ratio Rank
The Martin Ratio Rank of VDIGX is 66
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. 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.


The current PRRIX Sharpe Ratio is 1.24, which is higher than the VDIGX Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of PRRIX and VDIGX, 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 Ratio-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
1.22
-0.41
PRRIX
VDIGX

Dividends

PRRIX vs. VDIGX - Dividend Comparison

PRRIX's dividend yield for the trailing twelve months is around 2.92%, more than VDIGX's 1.93% yield.


TTM20242023202220212020201920182017201620152014
PRRIX
PIMCO Real Return Fund
2.92%3.16%3.25%9.17%5.12%2.60%1.91%2.70%2.57%1.10%1.08%3.92%
VDIGX
Vanguard Dividend Growth Fund
1.93%1.87%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%

Drawdowns

PRRIX vs. VDIGX - Drawdown Comparison

The maximum PRRIX drawdown since its inception was -19.24%, smaller than the maximum VDIGX drawdown of -46.89%. Use the drawdown chart below to compare losses from any high point for PRRIX and VDIGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.28%
-16.36%
PRRIX
VDIGX

Volatility

PRRIX vs. VDIGX - Volatility Comparison

The current volatility for PIMCO Real Return Fund (PRRIX) is 2.24%, while Vanguard Dividend Growth Fund (VDIGX) has a volatility of 8.66%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
2.24%
8.66%
PRRIX
VDIGX