PRRSX vs. AIGYX

Last updated Jun 5, 2026

PRRSX (PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund) and AIGYX (abrdn Realty Income & Growth Fund) are both REIT funds. Over the past 10 years, PRRSX returned 6.61%/yr vs 8.07%/yr for AIGYX. Their correlation of 0.94 suggests significant overlap in exposure. PRRSX charges 0.79%/yr vs 1.01%/yr for AIGYX.

Performance

PRRSX vs. AIGYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX) and abrdn Realty Income & Growth Fund (AIGYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with PRRSX having a 12.55% return and AIGYX slightly lower at 12.10%. Over the past 10 years, PRRSX has underperformed AIGYX with an annualized return of 6.61%, while AIGYX has yielded a comparatively higher 8.07% annualized return.

PRRSX

• 1D: 0.23%
• 1M: -0.85%
• YTD: 12.55%
• 6M: 10.90%
• 1Y: 16.33%
• 3Y*: 11.11%
• 5Y*: 3.77%
• 10Y*: 6.61%

AIGYX

• 1D: 0.35%
• 1M: -1.96%
• YTD: 12.10%
• 6M: 9.63%
• 1Y: 16.42%
• 3Y*: 11.91%
• 5Y*: 8.11%
• 10Y*: 8.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRRSX vs. AIGYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRRSX PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund	12.55%	5.21%	5.11%	12.30%	-29.37%	53.74%	-3.80%	29.61%	-6.42%	4.32%
AIGYX abrdn Realty Income & Growth Fund	12.10%	4.20%	9.61%	13.34%	-24.99%	62.09%	-6.59%	27.80%	-7.59%	8.52%

Correlation

The correlation between PRRSX and AIGYX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (10Y) Calculated over the trailing 10-year period	0.97
Correlation (All Time) Calculated using the full available price history since Nov 3, 2003	0.94

The correlation between PRRSX and AIGYX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

Return for Risk

PRRSX vs. AIGYX — Risk / Return Rank

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

PRRSX

PRRSX Risk / Return Rank: 20
PRRSX Sharpe Ratio Rank: 17
PRRSX Sortino Ratio Rank: 16
PRRSX Omega Ratio Rank: 16
PRRSX Calmar Ratio Rank: 25
PRRSX Martin Ratio Rank: 27

AIGYX

AIGYX Risk / Return Rank: 25
AIGYX Sharpe Ratio Rank: 20
AIGYX Sortino Ratio Rank: 18
AIGYX Omega Ratio Rank: 19
AIGYX Calmar Ratio Rank: 34
AIGYX Martin Ratio Rank: 33

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRRSX vs. AIGYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX) and abrdn Realty Income & Growth Fund (AIGYX). 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.

	PRRSX	AIGYX	Difference
Sharpe ratio: Return per unit of total volatility	1.17	1.29	-0.11
Sortino ratio: Return per unit of downside risk	1.63	1.77	-0.14
Omega ratio: Gain probability vs. loss probability	1.21	1.23	-0.02
Calmar ratio: Return relative to maximum drawdown	1.85	2.17	-0.32
Martin ratio: Return relative to average drawdown	6.34	7.41	-1.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRRSX vs. AIGYX - Sharpe Ratio Comparison

The current PRRSX Sharpe Ratio is 1.17, which is comparable to the AIGYX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of PRRSX and AIGYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PRRSX	AIGYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.17	1.29	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	0.39	-0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	0.37	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.39	-0.04

Drawdowns

PRRSX vs. AIGYX - Drawdown Comparison

The maximum PRRSX drawdown since its inception was -77.82%, roughly equal to the maximum AIGYX drawdown of -79.94%. Use the drawdown chart below to compare losses from any high point for PRRSX and AIGYX.

Drawdown Indicators

	PRRSX	AIGYX	Difference
Max Drawdown Largest peak-to-trough decline	-77.82%	-79.94%	+2.12%
Max Drawdown (1Y) Largest decline over 1 year	-9.05%	-7.71%	-1.34%
Max Drawdown (3Y) Largest decline over 3 years	-17.77%	-18.26%	+0.49%
Max Drawdown (5Y) Largest decline over 5 years	-37.14%	-31.20%	-5.94%
Max Drawdown (10Y) Largest decline over 10 years	-45.75%	-43.10%	-2.65%
Current Drawdown Current decline from peak	-2.88%	-3.84%	+0.96%
Average Drawdown Average peak-to-trough decline	-13.09%	-12.42%	-0.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.62%	2.25%	+0.37%

Volatility

PRRSX vs. AIGYX - Volatility Comparison

PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX) and abrdn Realty Income & Growth Fund (AIGYX) have volatilities of 4.28% and 4.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRRSX	AIGYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.28%	4.12%	+0.16%
Volatility (6M) Calculated over the trailing 6-month period	10.17%	9.61%	+0.56%
Volatility (1Y) Calculated over the trailing 1-year period	14.26%	13.02%	+1.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.20%	20.71%	-0.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.86%	21.94%	-0.08%

PRRSX vs. AIGYX - Expense Ratio Comparison

PRRSX has a 0.79% expense ratio, which is lower than AIGYX's 1.01% expense ratio.

Dividends

PRRSX vs. AIGYX - Dividend Comparison

PRRSX's dividend yield for the trailing twelve months is around 0.79%, less than AIGYX's 7.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIGYX abrdn Realty Income & Growth Fund	7.54%	8.43%	12.69%	4.01%	8.97%	27.57%	16.28%	18.30%	49.34%	5.85%	5.48%	4.69%
PRRSX PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund	0.79%	2.19%	0.61%	0.00%	18.62%	34.01%	7.21%	7.99%	0.81%	1.67%	0.66%	8.38%

Frequently Asked Questions

Can I hold both PRRSX and AIGYX in my portfolio?

With a correlation of 0.96, PRRSX and AIGYX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, PRRSX or AIGYX?

PRRSX has higher volatility (4.28%) compared to AIGYX (4.12%). In terms of maximum drawdown, PRRSX dropped -77.82% vs AIGYX's -79.94%.

Which has better risk-adjusted returns?

AIGYX currently has the higher Sharpe Ratio (1.29 vs 1.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.