PRRSX vs. RYVYX
Compare and contrast key facts about PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX) and Rydex NASDAQ-100 2x Strategy Fund (RYVYX).
PRRSX is managed by PIMCO. It was launched on Oct 30, 2003. RYVYX is managed by Rydex Funds. It was launched on May 23, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRRSX or RYVYX.
Key characteristics
| PRRSX | RYVYX | |
|---|---|---|
| YTD Return | 9.01% | 35.09% |
| 1Y Return | 23.96% | 51.19% |
| 3Y Return (Ann) | -7.03% | 2.62% |
| 5Y Return (Ann) | 1.61% | 24.59% |
| 10Y Return (Ann) | 4.88% | 22.29% |
| Sharpe Ratio | 1.42 | 1.46 |
| Sortino Ratio | 2.03 | 1.95 |
| Omega Ratio | 1.25 | 1.26 |
| Calmar Ratio | 0.67 | 1.64 |
| Martin Ratio | 5.58 | 6.35 |
| Ulcer Index | 4.28% | 8.10% |
| Daily Std Dev | 16.81% | 35.19% |
| Max Drawdown | -84.12% | -98.21% |
| Current Drawdown | -20.41% | -6.89% |
Correlation
The correlation between PRRSX and RYVYX is 0.49, 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.
Performance
PRRSX vs. RYVYX - Performance Comparison
In the year-to-date period, PRRSX achieves a 9.01% return, which is significantly lower than RYVYX's 35.09% return. Over the past 10 years, PRRSX has underperformed RYVYX with an annualized return of 4.88%, while RYVYX has yielded a comparatively higher 22.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PRRSX vs. RYVYX - Expense Ratio Comparison
PRRSX has a 0.79% expense ratio, which is lower than RYVYX's 1.87% expense ratio.
Risk-Adjusted Performance
PRRSX vs. RYVYX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX) and Rydex NASDAQ-100 2x Strategy Fund (RYVYX). 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.
Dividends
PRRSX vs. RYVYX - Dividend Comparison
PRRSX's dividend yield for the trailing twelve months is around 0.38%, while RYVYX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRRSX PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund | 0.38% | 0.00% | 11.43% | 27.14% | 3.55% | 7.98% | 0.82% | 1.68% | 0.66% | 8.40% | 34.95% | 10.91% |
RYVYX Rydex NASDAQ-100 2x Strategy Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRRSX vs. RYVYX - Drawdown Comparison
The maximum PRRSX drawdown since its inception was -84.12%, smaller than the maximum RYVYX drawdown of -98.21%. Use the drawdown chart below to compare losses from any high point for PRRSX and RYVYX. For additional features, visit the drawdowns tool.
Volatility
PRRSX vs. RYVYX - Volatility Comparison
The current volatility for PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX) is 4.98%, while Rydex NASDAQ-100 2x Strategy Fund (RYVYX) has a volatility of 11.25%. This indicates that PRRSX experiences smaller price fluctuations and is considered to be less risky than RYVYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.