PRRSX vs. VWENX
Compare and contrast key facts about PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX) and Vanguard Wellington Fund Admiral Shares (VWENX).
PRRSX is managed by PIMCO. It was launched on Oct 30, 2003. VWENX is managed by Vanguard. It was launched on May 14, 2001.
Performance
PRRSX vs. VWENX - Performance Comparison
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PRRSX vs. VWENX - 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 | 4.08% | 5.21% | 5.11% | 12.30% | -29.37% | 53.74% | -3.80% | 29.61% | -6.42% | 4.32% |
VWENX Vanguard Wellington Fund Admiral Shares | -3.33% | 16.63% | 14.82% | 14.40% | -14.31% | 19.09% | 10.66% | 22.61% | -3.35% | 14.05% |
Returns By Period
In the year-to-date period, PRRSX achieves a 4.08% return, which is significantly higher than VWENX's -3.33% return. Over the past 10 years, PRRSX has underperformed VWENX with an annualized return of 5.78%, while VWENX has yielded a comparatively higher 9.40% annualized return.
PRRSX
- 1D
- 1.63%
- 1M
- -6.92%
- YTD
- 4.08%
- 6M
- 2.18%
- 1Y
- 6.12%
- 3Y*
- 7.63%
- 5Y*
- 4.45%
- 10Y*
- 5.78%
VWENX
- 1D
- 2.01%
- 1M
- -3.95%
- YTD
- -3.33%
- 6M
- -0.41%
- 1Y
- 14.24%
- 3Y*
- 12.74%
- 5Y*
- 7.66%
- 10Y*
- 9.40%
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PRRSX vs. VWENX - Expense Ratio Comparison
PRRSX has a 0.79% expense ratio, which is higher than VWENX's 0.16% expense ratio.
Return for Risk
PRRSX vs. VWENX — Risk / Return Rank
PRRSX
VWENX
PRRSX vs. VWENX - 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 Wellington Fund Admiral Shares (VWENX). 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 | VWENX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.35 | 1.24 | -0.89 |
Sortino ratioReturn per unit of downside risk | 0.59 | 1.82 | -1.23 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.27 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.56 | 1.89 | -1.33 |
Martin ratioReturn relative to average drawdown | 2.28 | 8.54 | -6.26 |
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 | VWENX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 1.24 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.69 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.82 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.65 | -0.31 |
Correlation
The correlation between PRRSX and VWENX is 0.61, 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.
Dividends
PRRSX vs. VWENX - Dividend Comparison
PRRSX's dividend yield for the trailing twelve months is around 0.85%, less than VWENX's 12.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRRSX PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund | 0.85% | 2.19% | 0.61% | 0.00% | 18.62% | 34.01% | 7.21% | 7.99% | 0.81% | 1.67% | 0.66% | 8.38% |
VWENX Vanguard Wellington Fund Admiral Shares | 12.01% | 11.55% | 10.85% | 6.08% | 8.28% | 8.72% | 7.85% | 4.74% | 9.58% | 5.88% | 4.53% | 6.58% |
Drawdowns
PRRSX vs. VWENX - Drawdown Comparison
The maximum PRRSX drawdown since its inception was -77.82%, which is greater than VWENX's maximum drawdown of -36.02%. Use the drawdown chart below to compare losses from any high point for PRRSX and VWENX.
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Drawdown Indicators
| PRRSX | VWENX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.82% | -36.02% | -41.80% |
Max Drawdown (1Y)Largest decline over 1 year | -13.53% | -8.02% | -5.51% |
Max Drawdown (5Y)Largest decline over 5 years | -37.14% | -20.84% | -16.30% |
Max Drawdown (10Y)Largest decline over 10 years | -45.75% | -25.33% | -20.42% |
Current DrawdownCurrent decline from peak | -8.71% | -4.90% | -3.81% |
Average DrawdownAverage peak-to-trough decline | -13.18% | -4.38% | -8.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 1.78% | +1.57% |
Volatility
PRRSX vs. VWENX - Volatility Comparison
PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX) has a higher volatility of 5.04% compared to Vanguard Wellington Fund Admiral Shares (VWENX) at 4.06%. This indicates that PRRSX's price experiences larger fluctuations and is considered to be riskier than VWENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRRSX | VWENX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.04% | 4.06% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.92% | 6.66% | +3.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 11.88% | +5.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.20% | 11.12% | +9.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.87% | 11.50% | +10.37% |