RRPAX vs. PRRIX
Compare and contrast key facts about SEI Institutional Investments Trust Real Return Fund (RRPAX) and PIMCO Real Return Fund (PRRIX).
RRPAX is managed by SEI. It was launched on Dec 13, 2006. PRRIX is managed by PIMCO. It was launched on Jan 28, 1997.
Performance
RRPAX vs. PRRIX - Performance Comparison
Loading graphics...
RRPAX vs. PRRIX - 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% |
PRRIX PIMCO Real Return Fund | -0.24% | 8.19% | 2.60% | 3.29% | -13.27% | 5.70% | 12.11% | 8.53% | -1.96% | 4.22% |
Returns By Period
In the year-to-date period, RRPAX achieves a 0.86% return, which is significantly higher than PRRIX's -0.24% return. Over the past 10 years, RRPAX has outperformed PRRIX with an annualized return of 2.90%, while PRRIX has yielded a comparatively lower 2.74% annualized return.
RRPAX
- 1D
- 0.00%
- 1M
- -0.11%
- YTD
- 0.86%
- 6M
- 0.95%
- 1Y
- 3.81%
- 3Y*
- 4.34%
- 5Y*
- 3.04%
- 10Y*
- 2.90%
PRRIX
- 1D
- 0.19%
- 1M
- -1.53%
- YTD
- -0.24%
- 6M
- -0.17%
- 1Y
- 3.06%
- 3Y*
- 3.56%
- 5Y*
- 1.18%
- 10Y*
- 2.74%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RRPAX vs. PRRIX - Expense Ratio Comparison
RRPAX has a 0.02% expense ratio, which is lower than PRRIX's 0.45% expense ratio.
Return for Risk
RRPAX vs. PRRIX — Risk / Return Rank
RRPAX
PRRIX
RRPAX vs. PRRIX - 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 Real Return Fund (PRRIX). 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 | PRRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 0.66 | +1.00 |
Sortino ratioReturn per unit of downside risk | 2.50 | 0.93 | +1.56 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.12 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 2.99 | 1.26 | +1.73 |
Martin ratioReturn relative to average drawdown | 10.50 | 4.27 | +6.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RRPAX | PRRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 0.66 | +1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.19 | +0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 0.49 | +0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.86 | -0.35 |
Correlation
The correlation between RRPAX and PRRIX is 0.75, 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
RRPAX vs. PRRIX - Dividend Comparison
RRPAX's dividend yield for the trailing twelve months is around 4.60%, more than PRRIX's 3.31% 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% |
PRRIX PIMCO Real Return Fund | 3.31% | 3.92% | 3.17% | 2.83% | 7.38% | 5.12% | 2.62% | 1.91% | 2.70% | 2.57% | 1.10% | 0.99% |
Drawdowns
RRPAX vs. PRRIX - Drawdown Comparison
The maximum RRPAX drawdown since its inception was -16.15%, smaller than the maximum PRRIX drawdown of -19.25%. Use the drawdown chart below to compare losses from any high point for RRPAX and PRRIX.
Loading graphics...
Drawdown Indicators
| RRPAX | PRRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -19.25% | +3.10% |
Max Drawdown (1Y)Largest decline over 1 year | -1.35% | -3.75% | +2.40% |
Max Drawdown (5Y)Largest decline over 5 years | -6.48% | -15.76% | +9.28% |
Max Drawdown (10Y)Largest decline over 10 years | -6.48% | -15.76% | +9.28% |
Current DrawdownCurrent decline from peak | -0.43% | -1.81% | +1.38% |
Average DrawdownAverage peak-to-trough decline | -2.97% | -3.19% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 1.11% | -0.73% |
Volatility
RRPAX vs. PRRIX - Volatility Comparison
The current volatility for SEI Institutional Investments Trust Real Return Fund (RRPAX) is 0.70%, while PIMCO Real Return Fund (PRRIX) has a volatility of 1.63%. This indicates that RRPAX experiences smaller price fluctuations and is considered to be less risky than PRRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RRPAX | PRRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 1.63% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 1.20% | 2.60% | -1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.30% | 4.76% | -2.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.23% | 6.25% | -3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.69% | 5.63% | -2.94% |