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PRRIX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between PRRIX and ^GSPC 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.


-0.50.00.51.0
Correlation: -0.1

Performance

PRRIX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Real Return Fund (PRRIX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
182.81%
316.18%
PRRIX
^GSPC

Key characteristics

Sharpe Ratio

PRRIX:

1.62

^GSPC:

0.46

Sortino Ratio

PRRIX:

2.35

^GSPC:

0.78

Omega Ratio

PRRIX:

1.31

^GSPC:

1.11

Calmar Ratio

PRRIX:

0.77

^GSPC:

0.48

Martin Ratio

PRRIX:

5.14

^GSPC:

1.94

Ulcer Index

PRRIX:

1.64%

^GSPC:

4.66%

Daily Std Dev

PRRIX:

5.20%

^GSPC:

19.45%

Max Drawdown

PRRIX:

-19.32%

^GSPC:

-56.78%

Current Drawdown

PRRIX:

-3.21%

^GSPC:

-10.02%

Returns By Period

In the year-to-date period, PRRIX achieves a 3.80% return, which is significantly higher than ^GSPC's -6.00% return. Over the past 10 years, PRRIX has underperformed ^GSPC with an annualized return of 2.50%, while ^GSPC has yielded a comparatively higher 10.15% annualized return.


PRRIX

YTD

3.80%

1M

0.14%

6M

3.14%

1Y

8.43%

5Y*

1.94%

10Y*

2.50%

^GSPC

YTD

-6.00%

1M

-0.94%

6M

-5.06%

1Y

8.41%

5Y*

13.52%

10Y*

10.15%

*Annualized

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Risk-Adjusted Performance

PRRIX vs. ^GSPC — 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 8686
Overall Rank
The Sharpe Ratio Rank of PRRIX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of PRRIX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of PRRIX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of PRRIX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of PRRIX is 8585
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6969
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7272
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
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. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Real Return Fund (PRRIX) and S&P 500 (^GSPC). 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 1.62, compared to the broader market-1.000.001.002.003.00
PRRIX: 1.62
^GSPC: 0.46
The chart of Sortino ratio for PRRIX, currently valued at 2.35, compared to the broader market-2.000.002.004.006.008.00
PRRIX: 2.35
^GSPC: 0.78
The chart of Omega ratio for PRRIX, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.00
PRRIX: 1.31
^GSPC: 1.11
The chart of Calmar ratio for PRRIX, currently valued at 0.77, compared to the broader market0.002.004.006.008.0010.00
PRRIX: 0.77
^GSPC: 0.48
The chart of Martin ratio for PRRIX, currently valued at 5.14, compared to the broader market0.0010.0020.0030.0040.00
PRRIX: 5.14
^GSPC: 1.94

The current PRRIX Sharpe Ratio is 1.62, which is higher than the ^GSPC Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of PRRIX and ^GSPC, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.62
0.46
PRRIX
^GSPC

Drawdowns

PRRIX vs. ^GSPC - Drawdown Comparison

The maximum PRRIX drawdown since its inception was -19.32%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for PRRIX and ^GSPC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.21%
-10.02%
PRRIX
^GSPC

Volatility

PRRIX vs. ^GSPC - Volatility Comparison

The current volatility for PIMCO Real Return Fund (PRRIX) is 2.89%, while S&P 500 (^GSPC) has a volatility of 14.23%. This indicates that PRRIX experiences smaller price fluctuations and is considered to be less risky than ^GSPC 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%14.00%NovemberDecember2025FebruaryMarchApril
2.89%
14.23%
PRRIX
^GSPC