PZRMX vs. PPRMX
Compare and contrast key facts about PIMCO Inflation Response Multi-Asset Fund (PZRMX) and PIMCO Inflation Response Multi-Asset Fund (PPRMX).
PZRMX is managed by PIMCO. It was launched on Aug 31, 2001. PPRMX is managed by PIMCO. It was launched on Aug 30, 2011.
Performance
PZRMX vs. PPRMX - Performance Comparison
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PZRMX vs. PPRMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PZRMX PIMCO Inflation Response Multi-Asset Fund | 2.77% | 16.18% | 12.47% | 5.95% | -5.42% | 13.22% | 8.92% | 10.42% | -4.05% | 7.96% |
PPRMX PIMCO Inflation Response Multi-Asset Fund | 2.81% | 16.58% | 12.47% | 6.37% | -5.22% | 13.72% | 9.32% | 11.25% | -3.76% | 8.38% |
Returns By Period
The year-to-date returns for both investments are quite close, with PZRMX having a 2.77% return and PPRMX slightly higher at 2.81%. Over the past 10 years, PZRMX has underperformed PPRMX with an annualized return of 7.17%, while PPRMX has yielded a comparatively higher 7.54% annualized return.
PZRMX
- 1D
- 0.65%
- 1M
- -2.62%
- YTD
- 2.77%
- 6M
- 5.17%
- 1Y
- 12.48%
- 3Y*
- 12.02%
- 5Y*
- 8.51%
- 10Y*
- 7.17%
PPRMX
- 1D
- 0.63%
- 1M
- -2.56%
- YTD
- 2.81%
- 6M
- 5.35%
- 1Y
- 12.93%
- 3Y*
- 12.27%
- 5Y*
- 8.80%
- 10Y*
- 7.54%
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PZRMX vs. PPRMX - Expense Ratio Comparison
PZRMX has a 1.18% expense ratio, which is higher than PPRMX's 0.76% expense ratio.
Return for Risk
PZRMX vs. PPRMX — Risk / Return Rank
PZRMX
PPRMX
PZRMX vs. PPRMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Inflation Response Multi-Asset Fund (PZRMX) and PIMCO Inflation Response Multi-Asset Fund (PPRMX). 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.
| PZRMX | PPRMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 2.01 | -0.06 |
Sortino ratioReturn per unit of downside risk | 2.60 | 2.68 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.38 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.78 | 2.87 | -0.09 |
Martin ratioReturn relative to average drawdown | 12.67 | 13.10 | -0.42 |
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
| PZRMX | PPRMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 2.01 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 1.06 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | 1.00 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.66 | 0.00 |
Correlation
The correlation between PZRMX and PPRMX is 0.98, 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
PZRMX vs. PPRMX - Dividend Comparison
PZRMX's dividend yield for the trailing twelve months is around 2.29%, less than PPRMX's 2.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PZRMX PIMCO Inflation Response Multi-Asset Fund | 2.29% | 2.35% | 9.84% | 0.00% | 13.86% | 11.20% | 0.54% | 2.56% | 11.15% | 6.06% | 0.16% | 2.73% |
PPRMX PIMCO Inflation Response Multi-Asset Fund | 2.45% | 2.52% | 9.77% | 0.00% | 14.01% | 11.20% | 0.76% | 3.11% | 11.35% | 6.36% | 0.45% | 3.01% |
Drawdowns
PZRMX vs. PPRMX - Drawdown Comparison
The maximum PZRMX drawdown since its inception was -19.71%, which is greater than PPRMX's maximum drawdown of -18.70%. Use the drawdown chart below to compare losses from any high point for PZRMX and PPRMX.
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Drawdown Indicators
| PZRMX | PPRMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.71% | -18.70% | -1.01% |
Max Drawdown (1Y)Largest decline over 1 year | -4.96% | -4.97% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -14.57% | -14.36% | -0.21% |
Max Drawdown (10Y)Largest decline over 10 years | -18.18% | -18.20% | +0.02% |
Current DrawdownCurrent decline from peak | -2.72% | -2.66% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -4.22% | -0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 1.09% | 0.00% |
Volatility
PZRMX vs. PPRMX - Volatility Comparison
PIMCO Inflation Response Multi-Asset Fund (PZRMX) and PIMCO Inflation Response Multi-Asset Fund (PPRMX) have volatilities of 2.33% and 2.29%, 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
| PZRMX | PPRMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.33% | 2.29% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 4.73% | 4.71% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.81% | 6.84% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.38% | 8.34% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.56% | 7.53% | +0.03% |