PXTIX vs. IWV
PXTIX (PIMCO RAE PLUS Fund) and IWV (iShares Russell 3000 ETF) are both funds - PXTIX is a Large Cap Value Equities fund managed by PIMCO, while IWV is a Large Cap Blend Equities fund tracking the Russell 3000 Index. Over the past 10 years, PXTIX returned 14.51%/yr vs 14.98%/yr for IWV. Their correlation of 0.90 suggests significant overlap in exposure. PXTIX charges 0.80%/yr vs 0.20%/yr for IWV.
Performance
PXTIX vs. IWV - Performance Comparison
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Returns By Period
In the year-to-date period, PXTIX achieves a 18.31% return, which is significantly higher than IWV's 8.58% return. Both investments have delivered pretty close results over the past 10 years, with PXTIX having a 14.51% annualized return and IWV not far ahead at 14.98%.
PXTIX
- 1D
- 0.53%
- 1M
- 0.90%
- YTD
- 18.31%
- 6M
- 16.54%
- 1Y
- 37.15%
- 3Y*
- 24.77%
- 5Y*
- 13.90%
- 10Y*
- 14.51%
IWV
- 1D
- -1.30%
- 1M
- -0.78%
- YTD
- 8.58%
- 6M
- 7.48%
- 1Y
- 23.69%
- 3Y*
- 20.38%
- 5Y*
- 11.79%
- 10Y*
- 14.98%
PXTIX vs. IWV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PXTIX PIMCO RAE PLUS Fund | 18.31% | 20.59% | 17.25% | 18.55% | -8.62% | 27.45% | 4.32% | 26.57% | -8.04% | 19.31% |
IWV iShares Russell 3000 ETF | 8.58% | 16.96% | 23.49% | 25.82% | -19.28% | 25.54% | 20.55% | 30.66% | -5.43% | 20.97% |
Correlation
The correlation between PXTIX and IWV is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2006 | 0.90 |
Over the past year, the correlation between PXTIX and IWV has dropped to 0.66 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
PXTIX vs. IWV — Risk / Return Rank
PXTIX
IWV
PXTIX vs. IWV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE PLUS Fund (PXTIX) and iShares Russell 3000 ETF (IWV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PXTIX | IWV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.34 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 6.10 | 2.68 | +3.43 |
| Martin ratioReturn relative to average drawdown | 20.38 | 11.92 | +8.45 |
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Drawdowns
PXTIX vs. IWV - Drawdown Comparison
The maximum PXTIX drawdown since its inception was -59.22%, which is greater than IWV's maximum drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for PXTIX and IWV.
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Drawdown Indicators
| PXTIX | IWV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.22% | -55.61% | -3.61% |
Max Drawdown (1Y)Largest decline over 1 year | -6.30% | -8.89% | +2.59% |
Max Drawdown (3Y)Largest decline over 3 years | -19.08% | -19.28% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -22.90% | -25.11% | +2.21% |
Max Drawdown (10Y)Largest decline over 10 years | -44.16% | -35.22% | -8.94% |
Current DrawdownCurrent decline from peak | -3.16% | -2.74% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -6.12% | -10.57% | +4.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 1.99% | -0.11% |
Volatility
PXTIX vs. IWV - Volatility Comparison
PIMCO RAE PLUS Fund (PXTIX) and iShares Russell 3000 ETF (IWV) have volatilities of 4.67% and 4.84%, 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
| PXTIX | IWV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 4.84% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 9.97% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.53% | 12.72% | +0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 17.33% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.41% | 18.41% | +1.00% |
PXTIX vs. IWV - Expense Ratio Comparison
PXTIX has a 0.80% expense ratio, which is higher than IWV's 0.20% expense ratio.
Dividends
PXTIX vs. IWV - Dividend Comparison
PXTIX's dividend yield for the trailing twelve months is around 6.70%, more than IWV's 0.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWV iShares Russell 3000 ETF | 0.89% | 0.96% | 1.08% | 1.30% | 1.56% | 1.04% | 1.30% | 1.69% | 1.97% | 1.58% | 1.79% | 1.99% |
PXTIX PIMCO RAE PLUS Fund | 6.70% | 6.65% | 12.78% | 2.58% | 19.25% | 17.53% | 7.42% | 15.90% | 14.04% | 7.34% | 0.00% | 6.60% |
Frequently Asked Questions
PXTIX and IWV have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IWV has higher volatility (4.84%) compared to PXTIX (4.67%). In terms of maximum drawdown, PXTIX dropped -59.22% vs IWV's -55.61%.
PXTIX currently has the higher Sharpe Ratio (2.85 vs 1.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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