PZRMX vs. TRRFX
Compare and contrast key facts about PIMCO Inflation Response Multi-Asset Fund (PZRMX) and T. Rowe Price Retirement 2005 Fund (TRRFX).
PZRMX is managed by PIMCO. It was launched on Aug 31, 2001. TRRFX is managed by T. Rowe Price. It was launched on Feb 26, 2004.
Performance
PZRMX vs. TRRFX - Performance Comparison
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PZRMX vs. TRRFX - 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% |
TRRFX T. Rowe Price Retirement 2005 Fund | -1.58% | 5.43% | 8.04% | 11.97% | -13.61% | 8.13% | 11.24% | 15.09% | -3.29% | 10.67% |
Returns By Period
In the year-to-date period, PZRMX achieves a 2.77% return, which is significantly higher than TRRFX's -1.58% return. Over the past 10 years, PZRMX has outperformed TRRFX with an annualized return of 7.17%, while TRRFX has yielded a comparatively lower 5.09% 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%
TRRFX
- 1D
- 0.08%
- 1M
- -4.61%
- YTD
- -1.58%
- 6M
- -5.34%
- 1Y
- 2.31%
- 3Y*
- 6.40%
- 5Y*
- 2.84%
- 10Y*
- 5.09%
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PZRMX vs. TRRFX - Expense Ratio Comparison
PZRMX has a 1.18% expense ratio, which is higher than TRRFX's 0.49% expense ratio.
Return for Risk
PZRMX vs. TRRFX — Risk / Return Rank
PZRMX
TRRFX
PZRMX vs. TRRFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Inflation Response Multi-Asset Fund (PZRMX) and T. Rowe Price Retirement 2005 Fund (TRRFX). 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 | TRRFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 0.29 | +1.66 |
Sortino ratioReturn per unit of downside risk | 2.60 | 0.41 | +2.19 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.07 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 2.78 | 0.25 | +2.54 |
Martin ratioReturn relative to average drawdown | 12.67 | 0.73 | +11.94 |
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 | TRRFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 0.29 | +1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.37 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | 0.70 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.61 | +0.05 |
Correlation
The correlation between PZRMX and TRRFX is 0.53, 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.
Dividends
PZRMX vs. TRRFX - Dividend Comparison
PZRMX's dividend yield for the trailing twelve months is around 2.29%, while TRRFX has not paid dividends to shareholders.
| 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% |
TRRFX T. Rowe Price Retirement 2005 Fund | 0.00% | 0.00% | 3.87% | 4.24% | 10.43% | 10.54% | 8.55% | 3.65% | 6.97% | 4.25% | 1.28% | 1.69% |
Drawdowns
PZRMX vs. TRRFX - Drawdown Comparison
The maximum PZRMX drawdown since its inception was -19.71%, smaller than the maximum TRRFX drawdown of -33.29%. Use the drawdown chart below to compare losses from any high point for PZRMX and TRRFX.
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Drawdown Indicators
| PZRMX | TRRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.71% | -33.29% | +13.58% |
Max Drawdown (1Y)Largest decline over 1 year | -4.96% | -6.90% | +1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -14.57% | -18.82% | +4.25% |
Max Drawdown (10Y)Largest decline over 10 years | -18.18% | -18.82% | +0.64% |
Current DrawdownCurrent decline from peak | -2.72% | -6.83% | +4.11% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -3.51% | -1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 2.34% | -1.25% |
Volatility
PZRMX vs. TRRFX - Volatility Comparison
PIMCO Inflation Response Multi-Asset Fund (PZRMX) and T. Rowe Price Retirement 2005 Fund (TRRFX) have volatilities of 2.33% and 2.32%, 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 | TRRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.33% | 2.32% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 4.73% | 6.33% | -1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.81% | 8.53% | -1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.38% | 7.76% | +0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.56% | 7.33% | +0.23% |