COAGX vs. PWLIX

Last updated Apr 3, 2026

Compare and contrast key facts about Caldwell & Orkin - Gator Capital Long/Short Fund (COAGX) and PIMCO RAE Worldwide Long/Short PLUS Fund (PWLIX).

COAGX is managed by Caldwell & Orkin. It was launched on Aug 23, 1992. PWLIX is managed by PIMCO. It was launched on Dec 3, 2014.

Performance

COAGX vs. PWLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Caldwell & Orkin - Gator Capital Long/Short Fund (COAGX) and PIMCO RAE Worldwide Long/Short PLUS Fund (PWLIX). The values are adjusted to include any dividend payments, if applicable.

COAGX vs. PWLIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COAGX Caldwell & Orkin - Gator Capital Long/Short Fund	3.61%	17.44%	35.58%	31.98%	-7.18%	27.17%	11.06%	24.20%	-15.53%	0.93%
PWLIX PIMCO RAE Worldwide Long/Short PLUS Fund	9.37%	4.64%	4.65%	4.04%	4.33%	15.15%	-12.66%	9.60%	0.49%	11.80%

Returns By Period

COAGX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PWLIX

• 1D: -0.12%
• 1M: 1.00%
• YTD: 9.37%
• 6M: 9.97%
• 1Y: 6.63%
• 3Y*: 8.04%
• 5Y*: 7.20%
• 10Y*: 5.82%

*Multi-year figures are annualized to reflect compound growth (CAGR)

COAGX vs. PWLIX - Expense Ratio Comparison

COAGX has a 2.00% expense ratio, which is higher than PWLIX's 1.19% expense ratio.

COAGX

Caldwell & Orkin - Gator Capital Long/Short Fund

PWLIX

PIMCO RAE Worldwide Long/Short PLUS Fund

Return for Risk

COAGX vs. PWLIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PWLIX

PWLIX Risk / Return Rank: 25
PWLIX Sharpe Ratio Rank: 24
PWLIX Sortino Ratio Rank: 22
PWLIX Omega Ratio Rank: 19
PWLIX Calmar Ratio Rank: 41
PWLIX Martin Ratio Rank: 18

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COAGX vs. PWLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Caldwell & Orkin - Gator Capital Long/Short Fund (COAGX) and PIMCO RAE Worldwide Long/Short PLUS Fund (PWLIX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	COAGX	PWLIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.70	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.82	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.65	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.54	—

Correlation

The correlation between COAGX and PWLIX is 0.18, 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

COAGX vs. PWLIX - Dividend Comparison

COAGX has not paid dividends to shareholders, while PWLIX's dividend yield for the trailing twelve months is around 6.08%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COAGX Caldwell & Orkin - Gator Capital Long/Short Fund	0.00%	0.00%	0.81%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	5.81%
PWLIX PIMCO RAE Worldwide Long/Short PLUS Fund	6.08%	6.65%	4.75%	5.51%	14.75%	11.99%	7.31%	6.79%	0.39%	10.82%	4.16%	3.61%

Drawdowns

Drawdown Indicators

	COAGX	PWLIX	Difference
Max Drawdown Largest peak-to-trough decline	—	-26.92%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-5.79%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-11.74%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-26.92%	—
Current Drawdown Current decline from peak	—	-0.12%	—
Average Drawdown Average peak-to-trough decline	—	-4.16%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.03%	—

Volatility

Volatility by Period

	COAGX	PWLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.38%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.00%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	9.02%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	8.86%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	8.94%	—