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

Correlation

The correlation between VBMPX and PRRIX is -0.08. 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

VBMPX vs. PRRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) and PIMCO Real Return Fund (PRRIX). The values are adjusted to include any dividend payments, if applicable.

35.00%40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
38.28%
48.62%
VBMPX
PRRIX

Key characteristics

Sharpe Ratio

VBMPX:

1.35

PRRIX:

1.62

Sortino Ratio

VBMPX:

2.01

PRRIX:

2.35

Omega Ratio

VBMPX:

1.24

PRRIX:

1.31

Calmar Ratio

VBMPX:

0.52

PRRIX:

0.77

Martin Ratio

VBMPX:

3.41

PRRIX:

5.14

Ulcer Index

VBMPX:

2.09%

PRRIX:

1.64%

Daily Std Dev

VBMPX:

5.31%

PRRIX:

5.20%

Max Drawdown

VBMPX:

-18.99%

PRRIX:

-19.32%

Current Drawdown

VBMPX:

-7.16%

PRRIX:

-3.21%

Returns By Period

In the year-to-date period, VBMPX achieves a 2.33% return, which is significantly lower than PRRIX's 3.80% return. Over the past 10 years, VBMPX has underperformed PRRIX with an annualized return of 1.44%, while PRRIX has yielded a comparatively higher 2.50% annualized return.


VBMPX

YTD

2.33%

1M

0.10%

6M

1.91%

1Y

7.25%

5Y*

-0.89%

10Y*

1.44%

PRRIX

YTD

3.80%

1M

0.14%

6M

3.14%

1Y

8.43%

5Y*

1.94%

10Y*

2.50%

*Annualized

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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.


Expense ratio chart for PRRIX: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRRIX: 0.45%
Expense ratio chart for VBMPX: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBMPX: 0.03%

Risk-Adjusted Performance

VBMPX vs. PRRIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VBMPX
The Risk-Adjusted Performance Rank of VBMPX is 7979
Overall Rank
The Sharpe Ratio Rank of VBMPX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VBMPX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VBMPX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VBMPX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VBMPX is 7676
Martin Ratio Rank

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
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.

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.


The chart of Sharpe ratio for VBMPX, currently valued at 1.35, compared to the broader market-1.000.001.002.003.00
VBMPX: 1.35
PRRIX: 1.62
The chart of Sortino ratio for VBMPX, currently valued at 2.01, compared to the broader market-2.000.002.004.006.008.00
VBMPX: 2.01
PRRIX: 2.35
The chart of Omega ratio for VBMPX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.00
VBMPX: 1.24
PRRIX: 1.31
The chart of Calmar ratio for VBMPX, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.00
VBMPX: 0.52
PRRIX: 0.77
The chart of Martin ratio for VBMPX, currently valued at 3.41, compared to the broader market0.0010.0020.0030.0040.0050.00
VBMPX: 3.41
PRRIX: 5.14

The current VBMPX Sharpe Ratio is 1.35, which is comparable to the PRRIX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of VBMPX and PRRIX, 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 Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
1.35
1.62
VBMPX
PRRIX

Dividends

VBMPX vs. PRRIX - Dividend Comparison

VBMPX's dividend yield for the trailing twelve months is around 3.38%, less than PRRIX's 3.52% yield.


TTM20242023202220212020201920182017201620152014
VBMPX
Vanguard Total Bond Market Index Fund Institutional Plus Shares
3.38%3.69%3.12%2.55%1.93%2.25%2.74%2.78%2.55%2.50%2.52%2.58%
PRRIX
PIMCO Real Return Fund
3.52%3.17%3.24%8.75%5.12%2.62%1.92%2.70%2.58%1.10%1.08%3.89%

Drawdowns

VBMPX vs. PRRIX - Drawdown Comparison

The maximum VBMPX drawdown since its inception was -18.99%, roughly equal to the maximum PRRIX drawdown of -19.32%. Use the drawdown chart below to compare losses from any high point for VBMPX and PRRIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%NovemberDecember2025FebruaryMarchApril
-7.16%
-3.21%
VBMPX
PRRIX

Volatility

VBMPX vs. PRRIX - Volatility Comparison

The current volatility for Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) is 2.02%, while PIMCO Real Return Fund (PRRIX) has a volatility of 2.89%. This indicates that VBMPX experiences smaller price fluctuations and is considered to be less risky than PRRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%NovemberDecember2025FebruaryMarchApril
2.02%
2.89%
VBMPX
PRRIX