PRRSX vs. RYVYX

In the year-to-date period, PRRSX achieves a 0.42% return, which is significantly higher than RYVYX's -4.24% return. Over the past 10 years, PRRSX has underperformed RYVYX with an annualized return of 3.90%, while RYVYX has yielded a comparatively higher 20.92% annualized return.

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PRRSX has a 0.79% expense ratio, which is lower than RYVYX's 1.87% expense ratio.

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.

The current PRRSX Sharpe Ratio is 0.61, which is higher than the RYVYX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of PRRSX and RYVYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PRRSX's dividend yield for the trailing twelve months is around 2.30%, less than RYVYX's 6.01% yield.

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.

The current volatility for PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX) is 4.92%, while Rydex NASDAQ-100 2x Strategy Fund (RYVYX) has a volatility of 14.98%. 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.