PRRSX vs. PFORX
Compare and contrast key facts about PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX).
PRRSX is managed by PIMCO. It was launched on Oct 30, 2003. PFORX is managed by PIMCO. It was launched on Dec 1, 1992.
Performance
PRRSX vs. PFORX - Performance Comparison
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PRRSX vs. PFORX - 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 | 2.41% | 5.21% | 5.11% | 12.30% | -29.37% | 53.74% | -3.80% | 29.61% | -6.42% | 4.32% |
PFORX PIMCO International Bond Fund (U.S. Dollar-Hedged) | -2.23% | 4.33% | 5.70% | 9.52% | -10.33% | -1.67% | 6.17% | 7.64% | 2.64% | 3.52% |
Returns By Period
In the year-to-date period, PRRSX achieves a 2.41% return, which is significantly higher than PFORX's -2.23% return. Over the past 10 years, PRRSX has outperformed PFORX with an annualized return of 5.61%, while PFORX has yielded a comparatively lower 2.77% 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%
PFORX
- 1D
- 0.31%
- 1M
- -3.69%
- YTD
- -2.23%
- 6M
- -1.20%
- 1Y
- 1.73%
- 3Y*
- 4.71%
- 5Y*
- 1.08%
- 10Y*
- 2.77%
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PRRSX vs. PFORX - Expense Ratio Comparison
PRRSX has a 0.79% expense ratio, which is higher than PFORX's 0.50% expense ratio.
Return for Risk
PRRSX vs. PFORX — Risk / Return Rank
PRRSX
PFORX
PRRSX vs. PFORX - 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 PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX). 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 | PFORX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 0.64 | -0.32 |
Sortino ratioReturn per unit of downside risk | 0.55 | 0.89 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.12 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.41 | 0.61 | -0.20 |
Martin ratioReturn relative to average drawdown | 1.67 | 2.82 | -1.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRRSX | PFORX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.64 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.31 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.90 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 1.25 | -0.91 |
Correlation
The correlation between PRRSX and PFORX is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PRRSX vs. PFORX - Dividend Comparison
PRRSX's dividend yield for the trailing twelve months is around 0.87%, less than PFORX's 3.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PFORX PIMCO International Bond Fund (U.S. Dollar-Hedged) | 3.88% | 4.23% | 4.91% | 3.02% | 3.65% | 1.55% | 2.46% | 6.86% | 2.90% | 1.46% | 1.38% | 9.12% |
Drawdowns
PRRSX vs. PFORX - Drawdown Comparison
The maximum PRRSX drawdown since its inception was -77.82%, which is greater than PFORX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for PRRSX and PFORX.
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Drawdown Indicators
| PRRSX | PFORX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.82% | -13.87% | -63.95% |
Max Drawdown (1Y)Largest decline over 1 year | -13.53% | -3.99% | -9.54% |
Max Drawdown (5Y)Largest decline over 5 years | -37.14% | -13.71% | -23.43% |
Max Drawdown (10Y)Largest decline over 10 years | -45.75% | -13.87% | -31.88% |
Current DrawdownCurrent decline from peak | -10.18% | -3.69% | -6.49% |
Average DrawdownAverage peak-to-trough decline | -13.18% | -1.95% | -11.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 0.87% | +2.45% |
Volatility
PRRSX vs. PFORX - Volatility Comparison
PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX) has a higher volatility of 4.65% compared to PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) at 1.93%. This indicates that PRRSX's price experiences larger fluctuations and is considered to be riskier than PFORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRRSX | PFORX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 1.93% | +2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 2.53% | +7.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.82% | 3.38% | +14.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.20% | 3.46% | +16.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.86% | 3.08% | +18.78% |