VGSAX vs. PRRSX
VGSAX (Virtus Duff & Phelps Global Real Estate Securities Fund Class A) and PRRSX (PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund) are both REIT funds. Over the past 10 years, VGSAX returned 5.50%/yr vs 6.58%/yr for PRRSX. Their correlation of 0.91 suggests significant overlap in exposure. VGSAX charges 1.24%/yr vs 0.79%/yr for PRRSX.
Performance
VGSAX vs. PRRSX - Performance Comparison
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Returns By Period
In the year-to-date period, VGSAX achieves a 8.01% return, which is significantly lower than PRRSX's 12.29% return. Over the past 10 years, VGSAX has underperformed PRRSX with an annualized return of 5.50%, while PRRSX has yielded a comparatively higher 6.58% annualized return.
VGSAX
- 1D
- 0.44%
- 1M
- -1.44%
- YTD
- 8.01%
- 6M
- 7.68%
- 1Y
- 10.89%
- 3Y*
- 9.75%
- 5Y*
- 1.80%
- 10Y*
- 5.50%
PRRSX
- 1D
- 0.57%
- 1M
- -0.89%
- YTD
- 12.29%
- 6M
- 10.24%
- 1Y
- 16.29%
- 3Y*
- 11.03%
- 5Y*
- 3.76%
- 10Y*
- 6.58%
VGSAX vs. PRRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGSAX Virtus Duff & Phelps Global Real Estate Securities Fund Class A | 8.01% | 9.19% | 3.36% | 9.89% | -27.03% | 31.24% | -1.21% | 29.47% | -4.94% | 12.77% |
PRRSX PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund | 12.29% | 5.21% | 5.11% | 12.30% | -29.37% | 53.74% | -3.80% | 29.61% | -6.42% | 4.32% |
Correlation
The correlation between VGSAX and PRRSX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2009 | 0.91 |
The correlation between VGSAX and PRRSX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
VGSAX vs. PRRSX — Risk / Return Rank
VGSAX
PRRSX
VGSAX vs. PRRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Global Real Estate Securities Fund Class A (VGSAX) and PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX). 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.
| VGSAX | PRRSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.19 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.73 | -0.70 |
| Martin ratioReturn relative to average drawdown | 3.76 | 5.95 | -2.19 |
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
| VGSAX | PRRSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.10 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.19 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.30 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.35 | +0.24 |
Drawdowns
VGSAX vs. PRRSX - Drawdown Comparison
The maximum VGSAX drawdown since its inception was -41.63%, smaller than the maximum PRRSX drawdown of -77.82%. Use the drawdown chart below to compare losses from any high point for VGSAX and PRRSX.
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Drawdown Indicators
| VGSAX | PRRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.63% | -77.82% | +36.19% |
Max Drawdown (1Y)Largest decline over 1 year | -10.17% | -9.05% | -1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -17.50% | -17.77% | +0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -34.81% | -37.14% | +2.33% |
Max Drawdown (10Y)Largest decline over 10 years | -41.63% | -45.75% | +4.12% |
Current DrawdownCurrent decline from peak | -3.13% | -3.11% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -8.14% | -13.09% | +4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.62% | +0.14% |
Volatility
VGSAX vs. PRRSX - Volatility Comparison
The current volatility for Virtus Duff & Phelps Global Real Estate Securities Fund Class A (VGSAX) is 3.60%, while PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund (PRRSX) has a volatility of 4.33%. This indicates that VGSAX experiences smaller price fluctuations and is considered to be less risky than PRRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGSAX | PRRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 4.33% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 8.92% | 10.18% | -1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.72% | 14.26% | -2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 20.20% | -3.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 21.87% | -4.11% |
VGSAX vs. PRRSX - Expense Ratio Comparison
VGSAX has a 1.24% expense ratio, which is higher than PRRSX's 0.79% expense ratio.
Dividends
VGSAX vs. PRRSX - Dividend Comparison
VGSAX's dividend yield for the trailing twelve months is around 2.12%, more than PRRSX's 0.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRRSX PIMCO Variable Insurance Trust Real Estate Real Return Strategy Fund | 0.79% | 2.19% | 0.61% | 0.00% | 18.62% | 34.01% | 7.21% | 7.99% | 0.81% | 1.67% | 0.66% | 8.38% |
VGSAX Virtus Duff & Phelps Global Real Estate Securities Fund Class A | 2.12% | 2.29% | 2.22% | 1.72% | 0.62% | 2.72% | 0.00% | 6.12% | 1.60% | 2.04% | 2.39% | 2.81% |
Frequently Asked Questions
With a correlation of 0.93, VGSAX and PRRSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PRRSX has higher volatility (4.33%) compared to VGSAX (3.60%). In terms of maximum drawdown, VGSAX dropped -41.63% vs PRRSX's -77.82%.
PRRSX currently has the higher Sharpe Ratio (1.10 vs 0.89), 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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