PZRMX vs. VOO
Compare and contrast key facts about PIMCO Inflation Response Multi-Asset Fund (PZRMX) and Vanguard S&P 500 ETF (VOO).
PZRMX is managed by PIMCO. It was launched on Aug 31, 2001. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
PZRMX vs. VOO - Performance Comparison
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PZRMX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, PZRMX achieves a 2.77% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, PZRMX has underperformed VOO with an annualized return of 7.17%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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PZRMX vs. VOO - Expense Ratio Comparison
PZRMX has a 1.18% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
PZRMX vs. VOO — Risk / Return Rank
PZRMX
VOO
PZRMX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Inflation Response Multi-Asset Fund (PZRMX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 0.98 | +0.97 |
Sortino ratioReturn per unit of downside risk | 2.60 | 1.50 | +1.10 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.23 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.78 | 1.53 | +1.25 |
Martin ratioReturn relative to average drawdown | 12.67 | 7.29 | +5.38 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 0.98 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.70 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | 0.78 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.83 | -0.18 |
Correlation
The correlation between PZRMX and VOO is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PZRMX vs. VOO - Dividend Comparison
PZRMX's dividend yield for the trailing twelve months is around 2.29%, more than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
PZRMX vs. VOO - Drawdown Comparison
The maximum PZRMX drawdown since its inception was -19.71%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PZRMX and VOO.
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Drawdown Indicators
| PZRMX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.71% | -33.99% | +14.28% |
Max Drawdown (1Y)Largest decline over 1 year | -4.96% | -11.98% | +7.02% |
Max Drawdown (5Y)Largest decline over 5 years | -14.57% | -24.52% | +9.95% |
Max Drawdown (10Y)Largest decline over 10 years | -18.18% | -33.99% | +15.81% |
Current DrawdownCurrent decline from peak | -2.72% | -6.29% | +3.57% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -3.72% | -0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 2.52% | -1.43% |
Volatility
PZRMX vs. VOO - Volatility Comparison
The current volatility for PIMCO Inflation Response Multi-Asset Fund (PZRMX) is 2.33%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that PZRMX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PZRMX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.33% | 5.29% | -2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 4.73% | 9.44% | -4.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.81% | 18.10% | -11.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.38% | 16.82% | -8.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.56% | 17.99% | -10.43% |