PXTIX vs. IWV
Compare and contrast key facts about PIMCO RAE PLUS Fund (PXTIX) and iShares Russell 3000 ETF (IWV).
PXTIX is managed by PIMCO. It was launched on Jun 30, 2005. IWV is a passively managed fund by iShares that tracks the performance of the Russell 3000 Index. It was launched on May 22, 2000.
Performance
PXTIX vs. IWV - Performance Comparison
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PXTIX vs. IWV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PXTIX PIMCO RAE PLUS Fund | 4.27% | 20.59% | 17.25% | 18.55% | -8.62% | 27.45% | 4.32% | 26.57% | -8.04% | 19.31% |
IWV iShares Russell 3000 ETF | -3.99% | 16.96% | 23.49% | 25.82% | -19.28% | 25.54% | 20.55% | 30.66% | -5.43% | 20.97% |
Returns By Period
In the year-to-date period, PXTIX achieves a 4.27% return, which is significantly higher than IWV's -3.99% return. Both investments have delivered pretty close results over the past 10 years, with PXTIX having a 13.09% annualized return and IWV not far ahead at 13.46%.
PXTIX
- 1D
- -0.58%
- 1M
- -3.53%
- YTD
- 4.27%
- 6M
- 8.55%
- 1Y
- 24.31%
- 3Y*
- 19.55%
- 5Y*
- 12.07%
- 10Y*
- 13.09%
IWV
- 1D
- 2.99%
- 1M
- -4.93%
- YTD
- -3.99%
- 6M
- -1.71%
- 1Y
- 17.86%
- 3Y*
- 17.68%
- 5Y*
- 10.40%
- 10Y*
- 13.46%
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PXTIX vs. IWV - Expense Ratio Comparison
PXTIX has a 0.80% expense ratio, which is higher than IWV's 0.20% expense ratio.
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.
| PXTIX | IWV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 0.97 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.90 | 1.49 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.22 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.50 | +0.09 |
Martin ratioReturn relative to average drawdown | 7.30 | 7.18 | +0.13 |
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
| PXTIX | IWV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 0.97 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.61 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.73 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.42 | +0.17 |
Correlation
The correlation between PXTIX and IWV is 0.90, 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
PXTIX vs. IWV - Dividend Comparison
PXTIX's dividend yield for the trailing twelve months is around 5.67%, more than IWV's 0.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PXTIX PIMCO RAE PLUS Fund | 5.67% | 6.65% | 12.78% | 2.58% | 19.25% | 17.53% | 7.42% | 15.90% | 14.04% | 7.34% | 0.00% | 6.60% |
IWV iShares Russell 3000 ETF | 0.99% | 0.96% | 1.08% | 1.30% | 1.56% | 1.04% | 1.30% | 1.69% | 1.97% | 1.58% | 1.79% | 1.99% |
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 | -14.92% | -12.31% | -2.61% |
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 | -5.15% | -6.17% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -10.65% | +4.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.57% | +0.67% |
Volatility
PXTIX vs. IWV - Volatility Comparison
The current volatility for PIMCO RAE PLUS Fund (PXTIX) is 3.81%, while iShares Russell 3000 ETF (IWV) has a volatility of 5.43%. This indicates that PXTIX experiences smaller price fluctuations and is considered to be less risky than IWV based on this measure. 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 | 3.81% | 5.43% | -1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 9.68% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.03% | 18.45% | +0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.50% | 17.25% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.35% | 18.39% | +0.96% |