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PRRSX vs. PIMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRRSX vs. PIMIX - 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 PIMCO Income Fund Institutional Class (PIMIX). The values are adjusted to include any dividend payments, if applicable.

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PRRSX vs. PIMIX - 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%
PIMIX
PIMCO Income Fund Institutional Class
-1.36%11.08%5.45%9.36%-9.07%2.62%5.84%8.10%0.63%8.63%

Returns By Period

In the year-to-date period, PRRSX achieves a 2.41% return, which is significantly higher than PIMIX's -1.36% return. Over the past 10 years, PRRSX has outperformed PIMIX with an annualized return of 5.61%, while PIMIX has yielded a comparatively lower 4.66% 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%

PIMIX

1D
0.47%
1M
-3.24%
YTD
-1.36%
6M
1.15%
1Y
6.07%
3Y*
7.20%
5Y*
3.38%
10Y*
4.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRRSX vs. PIMIX - Expense Ratio Comparison

PRRSX has a 0.79% expense ratio, which is higher than PIMIX's 0.62% expense ratio.


Return for Risk

PRRSX vs. PIMIX — 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

PIMIX
PIMIX Risk / Return Rank: 8181
Overall Rank
PIMIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PIMIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
PIMIX Omega Ratio Rank: 7878
Omega Ratio Rank
PIMIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PIMIX Martin Ratio Rank: 7878
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. PIMIX - 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 Income Fund Institutional Class (PIMIX). 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.


PRRSXPIMIXDifference

Sharpe ratio

Return per unit of total volatility

0.32

1.56

-1.24

Sortino ratio

Return per unit of downside risk

0.55

2.25

-1.70

Omega ratio

Gain probability vs. loss probability

1.07

1.29

-0.22

Calmar ratio

Return relative to maximum drawdown

0.41

1.87

-1.46

Martin ratio

Return relative to average drawdown

1.67

7.56

-5.89

PRRSX vs. PIMIX - Sharpe Ratio Comparison

The current PRRSX Sharpe Ratio is 0.32, which is lower than the PIMIX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of PRRSX and PIMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRRSXPIMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

1.56

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.72

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

1.11

-0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

1.56

-1.22

Correlation

The correlation between PRRSX and PIMIX is 0.26, 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. PIMIX - Dividend Comparison

PRRSX's dividend yield for the trailing twelve months is around 0.87%, less than PIMIX's 5.57% 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%
PIMIX
PIMCO Income Fund Institutional Class
5.57%6.01%6.27%6.21%4.98%4.02%4.88%5.83%5.66%5.37%5.52%7.88%

Drawdowns

PRRSX vs. PIMIX - Drawdown Comparison

The maximum PRRSX drawdown since its inception was -77.82%, which is greater than PIMIX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for PRRSX and PIMIX.


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Drawdown Indicators


PRRSXPIMIXDifference

Max Drawdown

Largest peak-to-trough decline

-77.82%

-13.39%

-64.43%

Max Drawdown (1Y)

Largest decline over 1 year

-13.53%

-3.69%

-9.84%

Max Drawdown (5Y)

Largest decline over 5 years

-37.14%

-13.34%

-23.80%

Max Drawdown (10Y)

Largest decline over 10 years

-45.75%

-13.39%

-32.36%

Current Drawdown

Current decline from peak

-10.18%

-3.24%

-6.94%

Average Drawdown

Average peak-to-trough decline

-13.18%

-1.69%

-11.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

0.92%

+2.40%

Volatility

PRRSX vs. PIMIX - Volatility Comparison

PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX) has a higher volatility of 4.65% compared to PIMCO Income Fund Institutional Class (PIMIX) at 1.88%. This indicates that PRRSX's price experiences larger fluctuations and is considered to be riskier than PIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRRSXPIMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

1.88%

+2.77%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

2.64%

+7.22%

Volatility (1Y)

Calculated over the trailing 1-year period

17.82%

4.28%

+13.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.20%

4.75%

+15.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.86%

4.20%

+17.66%