PRRIX vs. VSGDX
Compare and contrast key facts about PIMCO Real Return Fund (PRRIX) and Vanguard Short-Term Federal Fund Admiral Shares (VSGDX).
PRRIX is managed by PIMCO. It was launched on Jan 28, 1997. VSGDX is managed by Vanguard. It was launched on Feb 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRRIX or VSGDX.
Key characteristics
| PRRIX | VSGDX | |
|---|---|---|
| YTD Return | 2.65% | 3.55% |
| 1Y Return | 5.98% | 5.74% |
| 3Y Return (Ann) | -2.24% | 0.45% |
| 5Y Return (Ann) | 2.30% | 0.98% |
| 10Y Return (Ann) | 2.12% | 1.24% |
| Sharpe Ratio | 1.35 | 2.35 |
| Sortino Ratio | 2.06 | 3.79 |
| Omega Ratio | 1.25 | 1.49 |
| Calmar Ratio | 0.56 | 1.14 |
| Martin Ratio | 6.00 | 12.59 |
| Ulcer Index | 1.16% | 0.50% |
| Daily Std Dev | 5.17% | 2.66% |
| Max Drawdown | -19.33% | -8.19% |
| Current Drawdown | -6.72% | -1.08% |
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.
Performance
PRRIX vs. VSGDX - Performance Comparison
In the year-to-date period, PRRIX achieves a 2.65% return, which is significantly lower than VSGDX's 3.55% return. Over the past 10 years, PRRIX has outperformed VSGDX with an annualized return of 2.12%, while VSGDX has yielded a comparatively lower 1.24% 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. VSGDX - Expense Ratio Comparison
PRRIX has a 0.45% expense ratio, which is higher than VSGDX's 0.10% expense ratio.
Risk-Adjusted Performance
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.
Dividends
PRRIX vs. VSGDX - Dividend Comparison
PRRIX's dividend yield for the trailing twelve months is around 2.95%, less than VSGDX's 3.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRRIX PIMCO Real Return Fund | 2.95% | 3.24% | 8.75% | 5.12% | 2.62% | 1.92% | 2.70% | 2.58% | 1.10% | 1.08% | 3.89% | 1.24% |
VSGDX Vanguard Short-Term Federal Fund Admiral Shares | 3.56% | 3.42% | 1.77% | 0.58% | 1.40% | 2.41% | 2.02% | 1.41% | 1.18% | 0.97% | 0.71% | 0.64% |
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.
Volatility
PRRIX vs. VSGDX - Volatility Comparison
PIMCO Real Return Fund (PRRIX) has a higher volatility of 1.37% compared to Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) at 0.68%. 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.