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

Correlation

The correlation between PRRIX and VSGDX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

PRRIX vs. VSGDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Real Return Fund (PRRIX) and Vanguard Short-Term Federal Fund Admiral Shares (VSGDX). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember2025
0.05%
1.49%
PRRIX
VSGDX

Key characteristics

Sharpe Ratio

PRRIX:

0.58

VSGDX:

1.50

Sortino Ratio

PRRIX:

0.85

VSGDX:

2.29

Omega Ratio

PRRIX:

1.10

VSGDX:

1.30

Calmar Ratio

PRRIX:

0.25

VSGDX:

1.02

Martin Ratio

PRRIX:

1.76

VSGDX:

6.41

Ulcer Index

PRRIX:

1.56%

VSGDX:

0.59%

Daily Std Dev

PRRIX:

4.70%

VSGDX:

2.51%

Max Drawdown

PRRIX:

-19.33%

VSGDX:

-8.19%

Current Drawdown

PRRIX:

-7.01%

VSGDX:

-1.08%

Returns By Period

In the year-to-date period, PRRIX achieves a -0.10% return, which is significantly higher than VSGDX's -0.39% return. Over the past 10 years, PRRIX has outperformed VSGDX with an annualized return of 2.15%, while VSGDX has yielded a comparatively lower 1.20% annualized return.


PRRIX

YTD

-0.10%

1M

-1.48%

6M

-0.05%

1Y

1.92%

5Y*

1.90%

10Y*

2.15%

VSGDX

YTD

-0.39%

1M

-0.59%

6M

1.48%

1Y

3.35%

5Y*

0.91%

10Y*

1.20%

*Annualized

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PRRIX vs. VSGDX - Expense Ratio Comparison

PRRIX has a 0.45% expense ratio, which is higher than VSGDX's 0.10% expense ratio.


Expense ratio chart for PRRIX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for VSGDX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

PRRIX vs. VSGDX — 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 4141
Overall Rank
The Sharpe Ratio Rank of PRRIX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of PRRIX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of PRRIX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of PRRIX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of PRRIX is 3838
Martin Ratio Rank

VSGDX
The Risk-Adjusted Performance Rank of VSGDX is 8181
Overall Rank
The Sharpe Ratio Rank of VSGDX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VSGDX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of VSGDX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of VSGDX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VSGDX is 7878
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. VSGDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Real Return Fund (PRRIX) and Vanguard Short-Term Federal Fund Admiral Shares (VSGDX). 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 0.58, compared to the broader market-1.000.001.002.003.004.000.581.50
The chart of Sortino ratio for PRRIX, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.0010.000.852.29
The chart of Omega ratio for PRRIX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.30
The chart of Calmar ratio for PRRIX, currently valued at 0.25, compared to the broader market0.005.0010.0015.000.251.02
The chart of Martin ratio for PRRIX, currently valued at 1.76, compared to the broader market0.0020.0040.0060.001.766.41
PRRIX
VSGDX

The current PRRIX Sharpe Ratio is 0.58, which is lower than the VSGDX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of PRRIX and VSGDX, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.58
1.50
PRRIX
VSGDX

Dividends

PRRIX vs. VSGDX - Dividend Comparison

PRRIX's dividend yield for the trailing twelve months is around 3.00%, less than VSGDX's 3.28% yield.


TTM20242023202220212020201920182017201620152014
PRRIX
PIMCO Real Return Fund
3.00%3.00%3.24%8.75%5.12%2.62%1.92%2.70%2.58%1.10%1.08%3.89%
VSGDX
Vanguard Short-Term Federal Fund Admiral Shares
3.28%3.27%3.42%1.77%0.58%1.40%2.41%2.02%1.41%1.18%0.97%0.71%

Drawdowns

PRRIX vs. VSGDX - Drawdown Comparison

The maximum PRRIX drawdown since its inception was -19.33%, which is greater than VSGDX's maximum drawdown of -8.19%. Use the drawdown chart below to compare losses from any high point for PRRIX and VSGDX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.01%
-1.08%
PRRIX
VSGDX

Volatility

PRRIX vs. VSGDX - Volatility Comparison

PIMCO Real Return Fund (PRRIX) has a higher volatility of 1.07% compared to Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) at 0.52%. This indicates that PRRIX's price experiences larger fluctuations and is considered to be riskier than VSGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.60%0.80%1.00%1.20%1.40%AugustSeptemberOctoberNovemberDecember2025
1.07%
0.52%
PRRIX
VSGDX