VSMV vs. PZRMX
Compare and contrast key facts about VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) and PIMCO Inflation Response Multi-Asset Fund (PZRMX).
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. PZRMX is managed by PIMCO. It was launched on Aug 31, 2001.
Performance
VSMV vs. PZRMX - Performance Comparison
Loading graphics...
VSMV vs. PZRMX - 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% |
PZRMX PIMCO Inflation Response Multi-Asset Fund | 3.43% | 16.18% | 12.47% | 5.95% | -5.42% | 13.22% | 8.92% | 10.42% | -4.05% | 6.27% |
Returns By Period
In the year-to-date period, VSMV achieves a 2.92% return, which is significantly lower than PZRMX's 3.43% return.
VSMV
- 1D
- 0.28%
- 1M
- -3.52%
- YTD
- 2.92%
- 6M
- 6.10%
- 1Y
- 18.74%
- 3Y*
- 15.36%
- 5Y*
- 11.21%
- 10Y*
- —
PZRMX
- 1D
- 0.65%
- 1M
- -2.09%
- YTD
- 3.43%
- 6M
- 5.61%
- 1Y
- 13.34%
- 3Y*
- 12.26%
- 5Y*
- 8.53%
- 10Y*
- 7.24%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VSMV vs. PZRMX - Expense Ratio Comparison
VSMV has a 0.35% expense ratio, which is lower than PZRMX's 1.18% expense ratio.
Return for Risk
VSMV vs. PZRMX — Risk / Return Rank
VSMV
PZRMX
VSMV vs. PZRMX - 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 (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.
| VSMV | PZRMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 1.96 | -0.55 |
Sortino ratioReturn per unit of downside risk | 2.02 | 2.61 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 2.88 | -1.07 |
Martin ratioReturn relative to average drawdown | 9.72 | 13.00 | -3.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VSMV | PZRMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 1.96 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 1.02 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.96 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.66 | +0.12 |
Correlation
The correlation between VSMV and PZRMX 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. PZRMX - Dividend Comparison
VSMV's dividend yield for the trailing twelve months is around 1.39%, less than PZRMX's 2.27% 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% |
PZRMX PIMCO Inflation Response Multi-Asset Fund | 2.27% | 2.35% | 9.84% | 0.00% | 13.86% | 11.20% | 0.54% | 2.56% | 11.15% | 6.06% | 0.16% | 2.73% |
Drawdowns
VSMV vs. PZRMX - Drawdown Comparison
The maximum VSMV drawdown since its inception was -31.33%, which is greater than PZRMX's maximum drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for VSMV and PZRMX.
Loading graphics...
Drawdown Indicators
| VSMV | PZRMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.33% | -19.71% | -11.62% |
Max Drawdown (1Y)Largest decline over 1 year | -10.43% | -4.96% | -5.47% |
Max Drawdown (5Y)Largest decline over 5 years | -17.96% | -14.57% | -3.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.18% | — |
Current DrawdownCurrent decline from peak | -3.57% | -2.09% | -1.48% |
Average DrawdownAverage peak-to-trough decline | -3.46% | -4.64% | +1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 1.10% | +0.85% |
Volatility
VSMV vs. PZRMX - 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 (PZRMX) at 2.45%. This indicates that VSMV's price experiences larger fluctuations and is considered to be riskier than PZRMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VSMV | PZRMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 2.45% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 6.73% | 4.75% | +1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.40% | 6.82% | +6.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.92% | 8.38% | +4.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.14% | 7.56% | +7.58% |