RRPAX vs. PRAIX
Compare and contrast key facts about SEI Institutional Investments Trust Real Return Fund (RRPAX) and PIMCO Long-Term Real Return Fund (PRAIX).
RRPAX is managed by SEI. It was launched on Dec 13, 2006. PRAIX is managed by PIMCO. It was launched on Nov 11, 2001.
Performance
RRPAX vs. PRAIX - Performance Comparison
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RRPAX vs. PRAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RRPAX SEI Institutional Investments Trust Real Return Fund | 0.86% | 6.53% | 4.54% | 3.49% | -4.06% | 5.41% | 5.64% | 5.01% | 0.31% | 0.73% |
PRAIX PIMCO Long-Term Real Return Fund | -1.89% | 5.26% | -4.11% | 0.14% | -33.83% | 7.21% | 27.16% | 19.62% | -6.49% | 8.84% |
Returns By Period
In the year-to-date period, RRPAX achieves a 0.86% return, which is significantly higher than PRAIX's -1.89% return. Over the past 10 years, RRPAX has outperformed PRAIX with an annualized return of 2.90%, while PRAIX has yielded a comparatively lower 0.87% annualized return.
RRPAX
- 1D
- 0.32%
- 1M
- -0.11%
- YTD
- 0.86%
- 6M
- 1.17%
- 1Y
- 3.81%
- 3Y*
- 4.34%
- 5Y*
- 3.06%
- 10Y*
- 2.90%
PRAIX
- 1D
- 1.62%
- 1M
- -5.12%
- YTD
- -1.89%
- 6M
- -2.85%
- 1Y
- -2.46%
- 3Y*
- -1.99%
- 5Y*
- -5.11%
- 10Y*
- 0.87%
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RRPAX vs. PRAIX - Expense Ratio Comparison
RRPAX has a 0.02% expense ratio, which is lower than PRAIX's 0.50% expense ratio.
Return for Risk
RRPAX vs. PRAIX — Risk / Return Rank
RRPAX
PRAIX
RRPAX vs. PRAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Real Return Fund (RRPAX) and PIMCO Long-Term Real Return Fund (PRAIX). 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.
| RRPAX | PRAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | -0.03 | +1.79 |
Sortino ratioReturn per unit of downside risk | 2.64 | 0.04 | +2.60 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.00 | +0.39 |
Calmar ratioReturn relative to maximum drawdown | 3.24 | 0.07 | +3.16 |
Martin ratioReturn relative to average drawdown | 11.39 | 0.16 | +11.24 |
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
| RRPAX | PRAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | -0.03 | +1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | -0.31 | +1.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 0.06 | +1.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.37 | +0.14 |
Correlation
The correlation between RRPAX and PRAIX is 0.62, 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
RRPAX vs. PRAIX - Dividend Comparison
RRPAX's dividend yield for the trailing twelve months is around 4.60%, which matches PRAIX's 4.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RRPAX SEI Institutional Investments Trust Real Return Fund | 4.60% | 4.64% | 3.57% | 2.43% | 7.18% | 5.33% | 1.38% | 2.14% | 2.35% | 1.89% | 1.23% | 0.00% |
PRAIX PIMCO Long-Term Real Return Fund | 4.63% | 5.72% | 4.64% | 4.75% | 12.40% | 15.85% | 37.88% | 7.20% | 3.06% | 2.76% | 1.54% | 2.05% |
Drawdowns
RRPAX vs. PRAIX - Drawdown Comparison
The maximum RRPAX drawdown since its inception was -16.15%, smaller than the maximum PRAIX drawdown of -43.52%. Use the drawdown chart below to compare losses from any high point for RRPAX and PRAIX.
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Drawdown Indicators
| RRPAX | PRAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -43.52% | +27.37% |
Max Drawdown (1Y)Largest decline over 1 year | -1.35% | -8.28% | +6.93% |
Max Drawdown (5Y)Largest decline over 5 years | -6.48% | -43.52% | +37.04% |
Max Drawdown (10Y)Largest decline over 10 years | -6.48% | -43.52% | +37.04% |
Current DrawdownCurrent decline from peak | -0.43% | -35.44% | +35.01% |
Average DrawdownAverage peak-to-trough decline | -2.97% | -10.08% | +7.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 3.93% | -3.55% |
Volatility
RRPAX vs. PRAIX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust Real Return Fund (RRPAX) is 0.70%, while PIMCO Long-Term Real Return Fund (PRAIX) has a volatility of 4.27%. This indicates that RRPAX experiences smaller price fluctuations and is considered to be less risky than PRAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RRPAX | PRAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 4.27% | -3.57% |
Volatility (6M)Calculated over the trailing 6-month period | 1.20% | 6.72% | -5.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.31% | 12.04% | -9.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.23% | 16.34% | -13.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.69% | 14.96% | -12.27% |