USAF vs. PZRMX
USAF (Atlas America Fund) and PZRMX (PIMCO Inflation Response Multi-Asset Fund) are both Diversified Portfolio funds. Over the past year, USAF returned 4.92% vs 13.65% for PZRMX. A 0.68 correlation means they provide meaningful diversification when combined. USAF charges 0.89%/yr vs 1.18%/yr for PZRMX.
Performance
USAF vs. PZRMX - Performance Comparison
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Returns By Period
In the year-to-date period, USAF achieves a 1.28% return, which is significantly lower than PZRMX's 5.12% return.
USAF
- 1D
- 0.03%
- 1M
- -1.28%
- YTD
- 1.28%
- 6M
- 0.80%
- 1Y
- 4.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PZRMX
- 1D
- -0.34%
- 1M
- -1.72%
- YTD
- 5.12%
- 6M
- 5.11%
- 1Y
- 13.65%
- 3Y*
- 12.77%
- 5Y*
- 7.94%
- 10Y*
- 7.03%
USAF vs. PZRMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
USAF Atlas America Fund | 1.28% | 9.09% | 0.18% |
PZRMX PIMCO Inflation Response Multi-Asset Fund | 5.12% | 16.18% | -0.46% |
Correlation
The correlation between USAF and PZRMX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2024 | 0.68 |
The correlation between USAF and PZRMX has been stable across timeframes, ranging from 0.68 to 0.74 - a consistent structural relationship.
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Return for Risk
USAF vs. PZRMX — Risk / Return Rank
USAF
PZRMX
USAF vs. PZRMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Atlas America Fund (USAF) and PIMCO Inflation Response Multi-Asset Fund (PZRMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| USAF | PZRMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.42 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 4.07 | -2.96 |
| Martin ratioReturn relative to average drawdown | 2.45 | 14.68 | -12.23 |
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Drawdowns
USAF vs. PZRMX - Drawdown Comparison
The maximum USAF drawdown since its inception was -4.46%, smaller than the maximum PZRMX drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for USAF and PZRMX.
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Drawdown Indicators
| USAF | PZRMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.46% | -19.71% | +15.25% |
Max Drawdown (1Y)Largest decline over 1 year | -4.46% | -3.35% | -1.11% |
Max Drawdown (3Y)Largest decline over 3 years | — | -4.96% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.57% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.18% | — |
Current DrawdownCurrent decline from peak | -4.17% | -2.73% | -1.44% |
Average DrawdownAverage peak-to-trough decline | -1.16% | -4.58% | +3.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 0.93% | +1.08% |
Volatility
USAF vs. PZRMX - Volatility Comparison
The current volatility for Atlas America Fund (USAF) is 0.92%, while PIMCO Inflation Response Multi-Asset Fund (PZRMX) has a volatility of 1.64%. This indicates that USAF experiences smaller price fluctuations and is considered to be less risky than PZRMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USAF | PZRMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.92% | 1.64% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 4.77% | 4.80% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.97% | 6.04% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.63% | 8.35% | -2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.63% | 7.55% | -1.92% |
USAF vs. PZRMX - Expense Ratio Comparison
USAF has a 0.89% expense ratio, which is lower than PZRMX's 1.18% expense ratio.
Dividends
USAF vs. PZRMX - Dividend Comparison
USAF's dividend yield for the trailing twelve months is around 2.47%, less than PZRMX's 8.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PZRMX PIMCO Inflation Response Multi-Asset Fund | 8.34% | 2.35% | 9.84% | 0.00% | 13.86% | 11.20% | 0.54% | 2.56% | 11.15% | 6.06% | 0.16% | 2.73% |
USAF Atlas America Fund | 2.47% | 2.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
USAF and PZRMX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PZRMX has higher volatility (1.64%) compared to USAF (0.92%). In terms of maximum drawdown, USAF dropped -4.46% vs PZRMX's -19.71%.
PZRMX currently has the higher Sharpe Ratio (2.26 vs 0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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