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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRRSX or VWENX.
Key characteristics
| PRRSX | VWENX | |
|---|---|---|
| YTD Return | 9.01% | 14.50% |
| 1Y Return | 23.96% | 20.38% |
| 3Y Return (Ann) | -7.03% | 0.36% |
| 5Y Return (Ann) | 1.61% | 4.37% |
| 10Y Return (Ann) | 4.88% | 4.24% |
| Sharpe Ratio | 1.42 | 2.51 |
| Sortino Ratio | 2.03 | 3.47 |
| Omega Ratio | 1.25 | 1.47 |
| Calmar Ratio | 0.67 | 1.18 |
| Martin Ratio | 5.58 | 17.30 |
| Ulcer Index | 4.28% | 1.21% |
| Daily Std Dev | 16.81% | 8.36% |
| Max Drawdown | -84.12% | -38.68% |
| Current Drawdown | -20.41% | -1.71% |
Correlation
The correlation between PRRSX and VWENX is 0.62, 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. VWENX - Performance Comparison
In the year-to-date period, PRRSX achieves a 9.01% return, which is significantly lower than VWENX's 14.50% return. Over the past 10 years, PRRSX has outperformed VWENX with an annualized return of 4.88%, while VWENX has yielded a comparatively lower 4.24% 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. VWENX - Expense Ratio Comparison
PRRSX has a 0.79% expense ratio, which is higher than VWENX's 0.16% expense ratio.
Risk-Adjusted Performance
PRRSX vs. VWENX - 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 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.
Dividends
PRRSX vs. VWENX - Dividend Comparison
PRRSX's dividend yield for the trailing twelve months is around 0.38%, less than VWENX's 5.52% yield.
| 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% |
VWENX Vanguard Wellington Fund Admiral Shares | 5.52% | 6.08% | 2.34% | 1.79% | 2.15% | 2.61% | 3.10% | 2.53% | 2.64% | 2.81% | 2.63% | 2.58% |
Drawdowns
PRRSX vs. VWENX - Drawdown Comparison
The maximum PRRSX drawdown since its inception was -84.12%, which is greater than VWENX's maximum drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for PRRSX and VWENX. For additional features, visit the drawdowns tool.
Volatility
PRRSX vs. VWENX - Volatility Comparison
PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX) has a higher volatility of 4.98% compared to Vanguard Wellington Fund Admiral Shares (VWENX) at 2.81%. 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.