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PRRSX vs. VNQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRRSX vs. VNQ - 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 Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

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PRRSX vs. VNQ - 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%
VNQ
Vanguard Real Estate ETF
1.31%3.24%4.81%11.85%-26.25%40.54%-4.61%28.91%-6.03%4.90%

Returns By Period

In the year-to-date period, PRRSX achieves a 2.41% return, which is significantly higher than VNQ's 1.31% return. Over the past 10 years, PRRSX has outperformed VNQ with an annualized return of 5.61%, while VNQ has yielded a comparatively lower 4.65% 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%

VNQ

1D
1.57%
1M
-6.31%
YTD
1.31%
6M
-1.04%
1Y
1.86%
3Y*
6.44%
5Y*
2.79%
10Y*
4.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRRSX vs. VNQ - Expense Ratio Comparison

PRRSX has a 0.79% expense ratio, which is higher than VNQ's 0.13% expense ratio.


Return for Risk

PRRSX vs. VNQ — 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

VNQ
VNQ Risk / Return Rank: 1616
Overall Rank
VNQ Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
VNQ Sortino Ratio Rank: 1515
Sortino Ratio Rank
VNQ Omega Ratio Rank: 1515
Omega Ratio Rank
VNQ Calmar Ratio Rank: 1818
Calmar Ratio Rank
VNQ Martin Ratio Rank: 1919
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. VNQ - 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 Vanguard Real Estate ETF (VNQ). 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.


PRRSXVNQDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.11

+0.20

Sortino ratio

Return per unit of downside risk

0.55

0.27

+0.28

Omega ratio

Gain probability vs. loss probability

1.07

1.04

+0.04

Calmar ratio

Return relative to maximum drawdown

0.41

0.23

+0.18

Martin ratio

Return relative to average drawdown

1.67

0.88

+0.79

PRRSX vs. VNQ - Sharpe Ratio Comparison

The current PRRSX Sharpe Ratio is 0.32, which is higher than the VNQ Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of PRRSX and VNQ, 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


PRRSXVNQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.11

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.15

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.23

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.26

+0.08

Correlation

The correlation between PRRSX and VNQ is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PRRSX vs. VNQ - Dividend Comparison

PRRSX's dividend yield for the trailing twelve months is around 0.87%, less than VNQ's 3.93% 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%
VNQ
Vanguard Real Estate ETF
3.93%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%

Drawdowns

PRRSX vs. VNQ - Drawdown Comparison

The maximum PRRSX drawdown since its inception was -77.82%, which is greater than VNQ's maximum drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for PRRSX and VNQ.


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Drawdown Indicators


PRRSXVNQDifference

Max Drawdown

Largest peak-to-trough decline

-77.82%

-73.07%

-4.75%

Max Drawdown (1Y)

Largest decline over 1 year

-13.53%

-12.44%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-37.14%

-34.48%

-2.66%

Max Drawdown (10Y)

Largest decline over 10 years

-45.75%

-42.40%

-3.35%

Current Drawdown

Current decline from peak

-10.18%

-9.57%

-0.61%

Average Drawdown

Average peak-to-trough decline

-13.18%

-13.71%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

3.18%

+0.14%

Volatility

PRRSX vs. VNQ - Volatility Comparison

PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX) and Vanguard Real Estate ETF (VNQ) have volatilities of 4.65% and 4.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRRSXVNQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

4.52%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

9.29%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

17.82%

16.33%

+1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.20%

18.81%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.86%

20.71%

+1.15%