PortfoliosLab logoPortfoliosLab logo
PRRSX vs. FIRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRRSX vs. FIRIX - 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 Fidelity Advisor International Real Estate Fund Class I (FIRIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PRRSX vs. FIRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRRSX
PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund
2.41%5.21%5.11%12.30%-29.37%53.74%-3.80%29.61%-6.42%4.32%
FIRIX
Fidelity Advisor International Real Estate Fund Class I
-5.03%22.73%-9.43%4.07%-26.55%11.87%5.82%28.09%-6.12%26.95%

Returns By Period

In the year-to-date period, PRRSX achieves a 2.41% return, which is significantly higher than FIRIX's -5.03% return. Over the past 10 years, PRRSX has outperformed FIRIX with an annualized return of 5.61%, while FIRIX has yielded a comparatively lower 3.64% annualized return.


PRRSX

1D
0.69%
1M
-8.20%
YTD
2.41%
6M
0.76%
1Y
4.42%
3Y*
7.05%
5Y*
4.55%
10Y*
5.61%

FIRIX

1D
0.20%
1M
-13.64%
YTD
-5.03%
6M
-2.99%
1Y
12.98%
3Y*
3.22%
5Y*
-2.20%
10Y*
3.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRRSX vs. FIRIX - Expense Ratio Comparison

PRRSX has a 0.79% expense ratio, which is lower than FIRIX's 0.92% expense ratio.


Return for Risk

PRRSX vs. FIRIX — Risk / Return Rank

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

PRRSX
PRRSX Risk / Return Rank: 1414
Overall Rank
PRRSX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PRRSX Sortino Ratio Rank: 1212
Sortino Ratio Rank
PRRSX Omega Ratio Rank: 1212
Omega Ratio Rank
PRRSX Calmar Ratio Rank: 1515
Calmar Ratio Rank
PRRSX Martin Ratio Rank: 1717
Martin Ratio Rank

FIRIX
FIRIX Risk / Return Rank: 4040
Overall Rank
FIRIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FIRIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FIRIX Omega Ratio Rank: 4040
Omega Ratio Rank
FIRIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
FIRIX Martin Ratio Rank: 3636
Martin Ratio Rank
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. FIRIX - 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 Fidelity Advisor International Real Estate Fund Class I (FIRIX). 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.


PRRSXFIRIXDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.96

-0.65

Sortino ratio

Return per unit of downside risk

0.55

1.35

-0.80

Omega ratio

Gain probability vs. loss probability

1.07

1.18

-0.11

Calmar ratio

Return relative to maximum drawdown

0.41

0.89

-0.49

Martin ratio

Return relative to average drawdown

1.67

3.90

-2.24

PRRSX vs. FIRIX - Sharpe Ratio Comparison

The current PRRSX Sharpe Ratio is 0.32, which is lower than the FIRIX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of PRRSX and FIRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PRRSXFIRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.96

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

-0.16

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.27

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.12

+0.21

Correlation

The correlation between PRRSX and FIRIX is 0.51, 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.


Dividends

PRRSX vs. FIRIX - Dividend Comparison

PRRSX's dividend yield for the trailing twelve months is around 0.87%, less than FIRIX's 3.15% yield.


TTM20252024202320222021202020192018201720162015
PRRSX
PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund
0.87%2.19%0.61%0.00%18.62%34.01%7.21%7.99%0.81%1.67%0.66%8.38%
FIRIX
Fidelity Advisor International Real Estate Fund Class I
3.15%2.99%5.16%1.90%4.41%5.49%1.84%5.15%2.10%3.41%4.27%3.09%

Drawdowns

PRRSX vs. FIRIX - Drawdown Comparison

The maximum PRRSX drawdown since its inception was -77.82%, which is greater than FIRIX's maximum drawdown of -71.41%. Use the drawdown chart below to compare losses from any high point for PRRSX and FIRIX.


Loading graphics...

Drawdown Indicators


PRRSXFIRIXDifference

Max Drawdown

Largest peak-to-trough decline

-77.82%

-71.41%

-6.41%

Max Drawdown (1Y)

Largest decline over 1 year

-13.53%

-13.82%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-37.14%

-37.07%

-0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-45.75%

-37.07%

-8.68%

Current Drawdown

Current decline from peak

-10.18%

-21.56%

+11.38%

Average Drawdown

Average peak-to-trough decline

-13.18%

-20.00%

+6.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

3.17%

+0.15%

Volatility

PRRSX vs. FIRIX - Volatility Comparison

The current volatility for PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX) is 4.65%, while Fidelity Advisor International Real Estate Fund Class I (FIRIX) has a volatility of 5.19%. This indicates that PRRSX experiences smaller price fluctuations and is considered to be less risky than FIRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PRRSXFIRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

5.19%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

8.70%

+1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

17.82%

12.91%

+4.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.20%

13.55%

+6.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.86%

13.67%

+8.19%