VSMV vs. PIRMX
Compare and contrast key facts about VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) and PIMCO Inflation Response Multi-Asset Fund Institutional (PIRMX).
VSMV is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory Multi-Factor Minimum Volatility Index. It was launched on Jun 22, 2017. PIRMX is an actively managed fund by PIMCO. It was launched on Aug 31, 2011.
Performance
VSMV vs. PIRMX - Performance Comparison
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VSMV vs. PIRMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSMV VictoryShares US Multi-Factor Minimum Volatility ETF | 2.92% | 16.77% | 15.79% | 12.34% | -7.56% | 25.66% | 5.05% | 26.79% | -1.12% | 11.48% |
PIRMX PIMCO Inflation Response Multi-Asset Fund Institutional | 3.67% | 16.76% | 12.47% | 6.50% | -5.11% | 13.86% | 9.36% | 10.03% | -3.70% | 6.47% |
Returns By Period
In the year-to-date period, VSMV achieves a 2.92% return, which is significantly lower than PIRMX's 3.67% return.
VSMV
- 1D
- 0.28%
- 1M
- -3.52%
- YTD
- 2.92%
- 6M
- 6.10%
- 1Y
- 18.74%
- 3Y*
- 15.36%
- 5Y*
- 11.21%
- 10Y*
- —
PIRMX
- 1D
- 0.73%
- 1M
- -1.94%
- YTD
- 3.67%
- 6M
- 5.92%
- 1Y
- 13.82%
- 3Y*
- 12.64%
- 5Y*
- 8.98%
- 10Y*
- 7.60%
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VSMV vs. PIRMX - Expense Ratio Comparison
VSMV has a 0.35% expense ratio, which is lower than PIRMX's 1.91% expense ratio.
Return for Risk
VSMV vs. PIRMX — Risk / Return Rank
VSMV
PIRMX
VSMV vs. PIRMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) and PIMCO Inflation Response Multi-Asset Fund Institutional (PIRMX). 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.
| VSMV | PIRMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 2.06 | -0.65 |
Sortino ratioReturn per unit of downside risk | 2.02 | 2.71 | -0.69 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.40 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 3.00 | -1.19 |
Martin ratioReturn relative to average drawdown | 9.72 | 13.50 | -3.79 |
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
| VSMV | PIRMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 2.06 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 1.09 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.67 | +0.12 |
Correlation
The correlation between VSMV and PIRMX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
VSMV vs. PIRMX - Dividend Comparison
VSMV's dividend yield for the trailing twelve months is around 1.39%, less than PIRMX's 2.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSMV VictoryShares US Multi-Factor Minimum Volatility ETF | 1.39% | 1.35% | 1.36% | 1.77% | 1.99% | 1.36% | 2.01% | 2.00% | 2.42% | 1.11% | 0.00% | 0.00% |
PIRMX PIMCO Inflation Response Multi-Asset Fund Institutional | 2.49% | 2.66% | 9.91% | 0.13% | 14.12% | 11.21% | 0.80% | 2.05% | 11.41% | 6.43% | 0.49% | 3.13% |
Drawdowns
VSMV vs. PIRMX - Drawdown Comparison
The maximum VSMV drawdown since its inception was -31.33%, which is greater than PIRMX's maximum drawdown of -18.51%. Use the drawdown chart below to compare losses from any high point for VSMV and PIRMX.
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Drawdown Indicators
| VSMV | PIRMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.33% | -18.51% | -12.82% |
Max Drawdown (1Y)Largest decline over 1 year | -10.43% | -4.96% | -5.47% |
Max Drawdown (5Y)Largest decline over 5 years | -17.96% | -14.31% | -3.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.20% | — |
Current DrawdownCurrent decline from peak | -3.57% | -1.94% | -1.63% |
Average DrawdownAverage peak-to-trough decline | -3.46% | -4.14% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 1.10% | +0.85% |
Volatility
VSMV vs. PIRMX - Volatility Comparison
VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) has a higher volatility of 2.76% compared to PIMCO Inflation Response Multi-Asset Fund Institutional (PIRMX) at 2.43%. This indicates that VSMV's price experiences larger fluctuations and is considered to be riskier than PIRMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSMV | PIRMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 2.43% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 6.73% | 4.79% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.40% | 6.80% | +6.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.92% | 8.31% | +4.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.14% | 7.49% | +7.65% |