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PRRSX vs. PISIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRRSX vs. PISIX - 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 StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRRSX achieves a 12.29% return, which is significantly higher than PISIX's 9.70% return. Over the past 10 years, PRRSX has underperformed PISIX with an annualized return of 6.58%, while PISIX has yielded a comparatively higher 12.15% annualized return.


PRRSX

1D
0.57%
1M
-0.89%
YTD
12.29%
6M
10.24%
1Y
16.29%
3Y*
11.03%
5Y*
3.76%
10Y*
6.58%

PISIX

1D
0.68%
1M
4.68%
YTD
9.70%
6M
5.65%
1Y
19.16%
3Y*
16.85%
5Y*
11.55%
10Y*
12.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRRSX vs. PISIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRRSX
PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund
12.29%5.21%5.11%12.30%-29.37%53.74%-3.80%29.61%-6.42%4.32%
PISIX
PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)
9.70%17.68%14.87%21.70%-8.86%18.37%4.29%26.40%-10.00%18.81%

Correlation

The correlation between PRRSX and PISIX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Jan 20, 2004

0.41

Over the past year, the correlation between PRRSX and PISIX has dropped to 0.21 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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Return for Risk

PRRSX vs. PISIX — Risk / Return Rank

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

PRRSX
PRRSX Risk / Return Rank: 1818
Overall Rank
PRRSX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PRRSX Sortino Ratio Rank: 1414
Sortino Ratio Rank
PRRSX Omega Ratio Rank: 1414
Omega Ratio Rank
PRRSX Calmar Ratio Rank: 2222
Calmar Ratio Rank
PRRSX Martin Ratio Rank: 2424
Martin Ratio Rank

PISIX
PISIX Risk / Return Rank: 2525
Overall Rank
PISIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PISIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
PISIX Omega Ratio Rank: 2929
Omega Ratio Rank
PISIX Calmar Ratio Rank: 2424
Calmar Ratio Rank
PISIX Martin Ratio Rank: 2727
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. PISIX - 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 StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). 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.


PRRSXPISIXDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.19

1.28

-0.09

Calmar ratioReturn relative to maximum drawdown

1.73

1.84

-0.11

Martin ratioReturn relative to average drawdown

5.95

6.55

-0.60

PRRSX vs. PISIX - Sharpe Ratio Comparison

The current PRRSX Sharpe Ratio is 1.10, which is comparable to the PISIX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of PRRSX and PISIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PRRSXPISIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.37

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.82

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.84

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.55

-0.20

Drawdowns

PRRSX vs. PISIX - Drawdown Comparison

The maximum PRRSX drawdown since its inception was -77.82%, which is greater than PISIX's maximum drawdown of -57.47%. Use the drawdown chart below to compare losses from any high point for PRRSX and PISIX.


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Drawdown Indicators


PRRSXPISIXDifference

Max Drawdown

Largest peak-to-trough decline

-77.82%

-57.47%

-20.35%

Max Drawdown (1Y)

Largest decline over 1 year

-9.05%

-10.71%

+1.66%

Max Drawdown (3Y)

Largest decline over 3 years

-17.77%

-15.21%

-2.56%

Max Drawdown (5Y)

Largest decline over 5 years

-37.14%

-18.93%

-18.21%

Max Drawdown (10Y)

Largest decline over 10 years

-45.75%

-35.44%

-10.31%

Current Drawdown

Current decline from peak

-3.11%

-0.00%

-3.11%

Average Drawdown

Average peak-to-trough decline

-13.09%

-7.20%

-5.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

3.00%

-0.38%

Volatility

PRRSX vs. PISIX - Volatility Comparison

PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX) has a higher volatility of 4.33% compared to PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) at 3.75%. This indicates that PRRSX's price experiences larger fluctuations and is considered to be riskier than PISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRRSXPISIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

3.75%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

10.18%

12.76%

-2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

14.26%

14.45%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.20%

14.19%

+6.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.87%

14.61%

+7.26%

PRRSX vs. PISIX - Expense Ratio Comparison

PRRSX has a 0.79% expense ratio, which is higher than PISIX's 0.76% expense ratio.


Dividends

PRRSX vs. PISIX - Dividend Comparison

PRRSX's dividend yield for the trailing twelve months is around 0.79%, less than PISIX's 4.69% yield.


PositionTTM20252024202320222021202020192018201720162015
PISIX
PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)
4.69%5.14%11.81%10.04%10.11%7.31%1.42%11.47%7.99%7.36%1.02%8.16%
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


PRRSX and PISIX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRRSX has higher volatility (4.33%) compared to PISIX (3.75%). In terms of maximum drawdown, PRRSX dropped -77.82% vs PISIX's -57.47%.

PISIX currently has the higher Sharpe Ratio (1.37 vs 1.10), 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.

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