PRRSX vs. PISIX
PRRSX (PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund) and PISIX (PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)) are both mutual funds - PRRSX is a REIT fund managed by PIMCO, while PISIX is a Foreign Large Cap Equities fund managed by PIMCO. Over the past 10 years, PRRSX returned 6.58%/yr vs 12.15%/yr for PISIX. At a 0.41 correlation, their price movements are largely independent. PRRSX charges 0.79%/yr vs 0.76%/yr for PISIX.
Performance
PRRSX vs. PISIX - Performance Comparison
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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%
PRRSX vs. PISIX - 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 | 12.29% | 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
PRRSX
PISIX
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.
| PRRSX | PISIX | Difference | |
|---|---|---|---|
| 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 |
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 | PISIX | Difference | |
|---|---|---|---|
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
| PRRSX | PISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.11% | -0.00% | -3.11% |
Average DrawdownAverage peak-to-trough decline | -13.09% | -7.20% | -5.89% |
Ulcer IndexDepth 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
| PRRSX | PISIX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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