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PXTIX vs. VIVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PXTIX vs. VIVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAE PLUS Fund (PXTIX) and Vanguard Value Index Fund Institutional Shares (VIVIX). The values are adjusted to include any dividend payments, if applicable.

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PXTIX vs. VIVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VIVIX
Vanguard Value Index Fund Institutional Shares
1.63%15.30%15.99%9.23%-2.05%26.50%2.30%25.83%-5.44%17.14%

Returns By Period

In the year-to-date period, PXTIX achieves a 4.27% return, which is significantly higher than VIVIX's 1.63% return. Over the past 10 years, PXTIX has outperformed VIVIX with an annualized return of 13.09%, while VIVIX has yielded a comparatively lower 11.62% annualized return.


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%

VIVIX

1D
-0.17%
1M
-6.36%
YTD
1.63%
6M
4.64%
1Y
14.18%
3Y*
14.46%
5Y*
10.63%
10Y*
11.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PXTIX vs. VIVIX - Expense Ratio Comparison

PXTIX has a 0.80% expense ratio, which is higher than VIVIX's 0.04% expense ratio.


Return for Risk

PXTIX vs. VIVIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PXTIX
PXTIX Risk / Return Rank: 7575
Overall Rank
PXTIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PXTIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
PXTIX Omega Ratio Rank: 7676
Omega Ratio Rank
PXTIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
PXTIX Martin Ratio Rank: 7676
Martin Ratio Rank

VIVIX
VIVIX Risk / Return Rank: 5858
Overall Rank
VIVIX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VIVIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
VIVIX Omega Ratio Rank: 6060
Omega Ratio Rank
VIVIX Calmar Ratio Rank: 5252
Calmar Ratio Rank
VIVIX Martin Ratio Rank: 6060
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.

PXTIX vs. VIVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE PLUS Fund (PXTIX) and Vanguard Value Index Fund Institutional Shares (VIVIX). 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.


PXTIXVIVIXDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.04

+0.31

Sortino ratio

Return per unit of downside risk

1.90

1.50

+0.40

Omega ratio

Gain probability vs. loss probability

1.29

1.22

+0.06

Calmar ratio

Return relative to maximum drawdown

1.59

1.25

+0.34

Martin ratio

Return relative to average drawdown

7.30

5.67

+1.63

PXTIX vs. VIVIX - Sharpe Ratio Comparison

The current PXTIX Sharpe Ratio is 1.35, which is comparable to the VIVIX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of PXTIX and VIVIX, 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


PXTIXVIVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.04

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.77

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.70

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.39

+0.20

Correlation

The correlation between PXTIX and VIVIX is 0.93, 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. VIVIX - Dividend Comparison

PXTIX's dividend yield for the trailing twelve months is around 5.67%, more than VIVIX's 2.06% yield.


TTM20252024202320222021202020192018201720162015
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%
VIVIX
Vanguard Value Index Fund Institutional Shares
2.06%2.04%2.31%2.46%2.52%2.15%2.55%2.50%2.73%2.30%2.46%2.61%

Drawdowns

PXTIX vs. VIVIX - Drawdown Comparison

The maximum PXTIX drawdown since its inception was -59.22%, roughly equal to the maximum VIVIX drawdown of -59.30%. Use the drawdown chart below to compare losses from any high point for PXTIX and VIVIX.


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Drawdown Indicators


PXTIXVIVIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.22%

-59.30%

+0.08%

Max Drawdown (1Y)

Largest decline over 1 year

-14.92%

-11.29%

-3.63%

Max Drawdown (5Y)

Largest decline over 5 years

-22.90%

-17.12%

-5.78%

Max Drawdown (10Y)

Largest decline over 10 years

-44.16%

-36.80%

-7.36%

Current Drawdown

Current decline from peak

-5.15%

-6.36%

+1.21%

Average Drawdown

Average peak-to-trough decline

-6.18%

-9.31%

+3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

2.48%

+0.76%

Volatility

PXTIX vs. VIVIX - Volatility Comparison

PIMCO RAE PLUS Fund (PXTIX) has a higher volatility of 3.81% compared to Vanguard Value Index Fund Institutional Shares (VIVIX) at 3.27%. This indicates that PXTIX's price experiences larger fluctuations and is considered to be riskier than VIVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PXTIXVIVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

3.27%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

7.52%

+2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

19.03%

14.82%

+4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

13.90%

+3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.35%

16.74%

+2.61%