VSGDX vs. PRRIX
Compare and contrast key facts about Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) and PIMCO Real Return Fund (PRRIX).
VSGDX is managed by Vanguard. It was launched on Feb 12, 2001. PRRIX is managed by PIMCO. It was launched on Jan 28, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSGDX or PRRIX.
Key characteristics
| VSGDX | PRRIX | |
|---|---|---|
| YTD Return | 3.55% | 3.57% |
| 1Y Return | 6.38% | 7.82% |
| 3Y Return (Ann) | 0.45% | -1.96% |
| 5Y Return (Ann) | 1.00% | 2.50% |
| 10Y Return (Ann) | 1.24% | 2.21% |
| Sharpe Ratio | 2.35 | 1.53 |
| Sortino Ratio | 3.79 | 2.35 |
| Omega Ratio | 1.49 | 1.29 |
| Calmar Ratio | 1.08 | 0.61 |
| Martin Ratio | 12.86 | 6.93 |
| Ulcer Index | 0.49% | 1.13% |
| Daily Std Dev | 2.66% | 5.13% |
| Max Drawdown | -8.19% | -19.33% |
| Current Drawdown | -1.08% | -5.88% |
Correlation
The correlation between VSGDX and PRRIX is 0.65, 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.
Performance
VSGDX vs. PRRIX - Performance Comparison
The year-to-date returns for both investments are quite close, with VSGDX having a 3.55% return and PRRIX slightly higher at 3.57%. Over the past 10 years, VSGDX has underperformed PRRIX with an annualized return of 1.24%, while PRRIX has yielded a comparatively higher 2.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VSGDX vs. PRRIX - Expense Ratio Comparison
VSGDX has a 0.10% expense ratio, which is lower than PRRIX's 0.45% expense ratio.
Risk-Adjusted Performance
VSGDX vs. PRRIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) 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.
Dividends
VSGDX vs. PRRIX - Dividend Comparison
VSGDX's dividend yield for the trailing twelve months is around 3.56%, more than PRRIX's 2.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSGDX Vanguard Short-Term Federal Fund Admiral Shares | 3.56% | 3.42% | 1.77% | 0.58% | 1.40% | 2.41% | 2.02% | 1.41% | 1.18% | 0.97% | 0.71% | 0.64% |
PRRIX PIMCO Real Return Fund | 2.92% | 3.24% | 8.75% | 5.12% | 2.62% | 1.92% | 2.70% | 2.58% | 1.10% | 1.08% | 3.89% | 1.24% |
Drawdowns
VSGDX vs. PRRIX - Drawdown Comparison
The maximum VSGDX drawdown since its inception was -8.19%, smaller than the maximum PRRIX drawdown of -19.33%. Use the drawdown chart below to compare losses from any high point for VSGDX and PRRIX. For additional features, visit the drawdowns tool.
Volatility
VSGDX vs. PRRIX - Volatility Comparison
The current volatility for Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) is 0.68%, while PIMCO Real Return Fund (PRRIX) has a volatility of 1.22%. This indicates that VSGDX 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.