VBMPX vs. PRRIX
Compare and contrast key facts about Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) and PIMCO Real Return Fund (PRRIX).
VBMPX is managed by Vanguard. It was launched on Feb 5, 2010. PRRIX is managed by PIMCO. It was launched on Jan 28, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBMPX or PRRIX.
Key characteristics
| VBMPX | PRRIX | |
|---|---|---|
| YTD Return | 2.01% | 3.57% |
| 1Y Return | 8.53% | 7.82% |
| 3Y Return (Ann) | -2.18% | -1.96% |
| 5Y Return (Ann) | -0.10% | 2.50% |
| 10Y Return (Ann) | 1.43% | 2.21% |
| Sharpe Ratio | 1.52 | 1.53 |
| Sortino Ratio | 2.27 | 2.35 |
| Omega Ratio | 1.28 | 1.29 |
| Calmar Ratio | 0.56 | 0.61 |
| Martin Ratio | 5.30 | 6.93 |
| Ulcer Index | 1.65% | 1.13% |
| Daily Std Dev | 5.76% | 5.13% |
| Max Drawdown | -18.99% | -19.33% |
| Current Drawdown | -8.61% | -5.88% |
Correlation
The correlation between VBMPX and PRRIX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VBMPX vs. PRRIX - Performance Comparison
In the year-to-date period, VBMPX achieves a 2.01% return, which is significantly lower than PRRIX's 3.57% return. Over the past 10 years, VBMPX has underperformed PRRIX with an annualized return of 1.43%, while PRRIX has yielded a comparatively higher 2.21% 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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VBMPX vs. PRRIX - Expense Ratio Comparison
VBMPX has a 0.03% expense ratio, which is lower than PRRIX's 0.45% expense ratio.
Risk-Adjusted Performance
VBMPX vs. PRRIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) and PIMCO Real Return Fund (PRRIX). 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
VBMPX vs. PRRIX - Dividend Comparison
VBMPX's dividend yield for the trailing twelve months is around 3.59%, more than PRRIX's 2.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBMPX Vanguard Total Bond Market Index Fund Institutional Plus Shares | 3.59% | 3.12% | 2.55% | 1.93% | 2.25% | 2.74% | 2.78% | 2.55% | 2.50% | 2.52% | 2.58% | 2.58% |
PRRIX PIMCO Real Return Fund | 2.92% | 3.24% | 8.75% | 5.12% | 2.62% | 1.92% | 2.70% | 2.58% | 1.10% | 1.08% | 3.89% | 1.24% |
Drawdowns
VBMPX vs. PRRIX - Drawdown Comparison
The maximum VBMPX drawdown since its inception was -18.99%, roughly equal to the maximum PRRIX drawdown of -19.33%. Use the drawdown chart below to compare losses from any high point for VBMPX and PRRIX. For additional features, visit the drawdowns tool.
Volatility
VBMPX vs. PRRIX - Volatility Comparison
Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) has a higher volatility of 1.67% compared to PIMCO Real Return Fund (PRRIX) at 1.22%. This indicates that VBMPX's price experiences larger fluctuations and is considered to be riskier than PRRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.