VBMPX vs. PRRIX
Compare and contrast key facts about Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) and PIMCO Real Return Fund (PRRIX).
VBMPX is managed by Vanguard. It was launched on Feb 5, 2010. PRRIX is managed by PIMCO. It was launched on Jan 28, 1997.
Performance
VBMPX vs. PRRIX - Performance Comparison
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VBMPX vs. PRRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VBMPX Vanguard Total Bond Market Index Fund Institutional Plus Shares | -0.49% | 7.18% | 1.27% | 5.75% | -13.14% | -1.95% | 7.75% | 8.74% | -0.24% | 3.58% |
PRRIX PIMCO Real Return Fund | -0.43% | 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, VBMPX achieves a -0.49% return, which is significantly lower than PRRIX's -0.43% return. Over the past 10 years, VBMPX has underperformed PRRIX with an annualized return of 1.60%, while PRRIX has yielded a comparatively higher 2.72% annualized return.
VBMPX
- 1D
- 0.52%
- 1M
- -2.23%
- YTD
- -0.49%
- 6M
- 0.50%
- 1Y
- 3.78%
- 3Y*
- 3.46%
- 5Y*
- 0.25%
- 10Y*
- 1.60%
PRRIX
- 1D
- 0.68%
- 1M
- -2.00%
- YTD
- -0.43%
- 6M
- -0.17%
- 1Y
- 2.87%
- 3Y*
- 3.49%
- 5Y*
- 1.19%
- 10Y*
- 2.72%
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VBMPX vs. PRRIX - Expense Ratio Comparison
VBMPX has a 0.03% expense ratio, which is lower than PRRIX's 0.45% expense ratio.
Return for Risk
VBMPX vs. PRRIX — Risk / Return Rank
VBMPX
PRRIX
VBMPX vs. PRRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) 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.
| VBMPX | PRRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.83 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.18 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.16 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.23 | +0.56 |
Martin ratioReturn relative to average drawdown | 5.11 | 4.20 | +0.91 |
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
| VBMPX | PRRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.83 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.19 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.48 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.86 | -0.34 |
Correlation
The correlation between VBMPX and PRRIX is 0.76, 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
VBMPX vs. PRRIX - Dividend Comparison
VBMPX's dividend yield for the trailing twelve months is around 3.63%, more than PRRIX's 3.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBMPX Vanguard Total Bond Market Index Fund Institutional Plus Shares | 3.63% | 3.88% | 3.69% | 3.11% | 2.61% | 1.81% | 2.41% | 2.75% | 2.58% | 2.58% | 2.55% | 2.85% |
PRRIX PIMCO Real Return Fund | 3.32% | 3.92% | 3.17% | 2.83% | 7.38% | 5.12% | 2.62% | 1.91% | 2.70% | 2.57% | 1.10% | 0.99% |
Drawdowns
VBMPX vs. PRRIX - Drawdown Comparison
The maximum VBMPX drawdown since its inception was -18.90%, roughly equal to the maximum PRRIX drawdown of -19.25%. Use the drawdown chart below to compare losses from any high point for VBMPX and PRRIX.
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Drawdown Indicators
| VBMPX | PRRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.90% | -19.25% | +0.35% |
Max Drawdown (1Y)Largest decline over 1 year | -2.73% | -3.75% | +1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -18.12% | -15.76% | -2.36% |
Max Drawdown (10Y)Largest decline over 10 years | -18.90% | -15.76% | -3.14% |
Current DrawdownCurrent decline from peak | -3.13% | -2.00% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -3.54% | -3.19% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 1.10% | -0.14% |
Volatility
VBMPX vs. PRRIX - Volatility Comparison
Vanguard Total Bond Market Index Fund Institutional Plus Shares (VBMPX) and PIMCO Real Return Fund (PRRIX) have volatilities of 1.55% and 1.62%, 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
| VBMPX | PRRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.55% | 1.62% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.59% | 2.59% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.37% | 4.76% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.99% | 6.25% | -0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.97% | 5.63% | -0.66% |