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Benchmark SP 500  1,652   12.77  Index Moved Up 0.78% United States ...


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Collecting data for PRRRX and FBIPX ...

Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 PIMCO Real Return R  vs   Fidelity Advisor InflProt Bond
 Compare Fundamentals  
Daily Returns (%)
FBIPX   PRRRX   
 
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Assuming 30 trading days horizon, PIMCO Real Return R is expected to under-perform the Fidelity. In addition to that, PIMCO is 1.07 times more volatile than Fidelity Advisor InflProt Bond B. It trades about -0.47 of its total potential returns per unit of risk. Fidelity Advisor InflProt Bond B is currently generating about -0.45 per unit of volatility. If you would invest  1,286  in Fidelity Advisor InflProt Bond B on May 20, 2013 and sell it today you would lose (52.00) from holding Fidelity Advisor InflProt Bond B or give up 4.04% of portfolio value over 30 days.

Diversification

Almost no diversification
Overlapping area represents amount of risk that can be diversified away by holding PIMCO Real Return R and Fidelity Advisor InflProt Bond in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.96
Parameters
Time Period1 Month [change]
DirectionPositive FBIPX Moved Up vs PRRRX
StrengthVery Strong
Accuracy95.24%
ValuesDaily Returns
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Predicted Return Density
 
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Returns   
FBIPX   PRRRX   

PIMCO Real Return R

 
    
PIMCO
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days PIMCO Real Return R has generated negative risk-adjusted returns adding no value to investors with long positions.
    

Match-ups for PIMCO

Vanguard InflationProtected Secs I vs. PIMCO Real Return R
Vanguard InflationProtected Secs Adm vs. PIMCO Real Return R
PIMCO Real Return B vs. PIMCO Real Return R
  

Fidelity Advisor InflProt Bond B

 
    
Fidelity
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Fidelity Advisor InflProt Bond B has generated negative risk-adjusted returns adding no value to investors with long positions.
    

Match-ups for Fidelity

Vanguard InflationProtected Secs I vs. Fidelity Advisor InflProt Bond B
Vanguard InflationProtected Secs Adm vs. Fidelity Advisor InflProt Bond B
PIMCO Real Return R vs. Fidelity Advisor InflProt Bond B
PIMCO Real Return B vs. Fidelity Advisor InflProt Bond B


 
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