NTSX vs. PSTKX

Last updated Jun 24, 2026

NTSX (WisdomTree U.S. Efficient Core Fund) and PSTKX (PIMCO StocksPLUS Fund) are both funds - NTSX is a Diversified Portfolio fund actively managed by WisdomTree, while PSTKX is a Large Cap Blend Equities fund managed by PIMCO. Over the past 5 years, NTSX returned 8.85%/yr vs 11.53%/yr for PSTKX. Their correlation of 0.92 suggests significant overlap in exposure. NTSX charges 0.20%/yr vs 0.51%/yr for PSTKX.

Performance

NTSX vs. PSTKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Efficient Core Fund (NTSX) and PIMCO StocksPLUS Fund (PSTKX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NTSX achieves a 6.46% return, which is significantly lower than PSTKX's 10.12% return.

NTSX

• 1D: -0.89%
• 1M: -0.87%
• YTD: 6.46%
• 6M: 5.53%
• 1Y: 21.24%
• 3Y*: 18.24%
• 5Y*: 8.85%
• 10Y*: —

PSTKX

• 1D: -0.37%
• 1M: 0.32%
• YTD: 10.12%
• 6M: 2.99%
• 1Y: 19.27%
• 3Y*: 19.43%
• 5Y*: 11.53%
• 10Y*: 15.93%

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

NTSX vs. PSTKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
NTSX WisdomTree U.S. Efficient Core Fund	6.46%	18.82%	20.20%	22.70%	-25.84%	22.21%	24.87%	32.03%	-7.87%
PSTKX PIMCO StocksPLUS Fund	10.12%	11.51%	25.03%	26.53%	-21.20%	28.03%	18.27%	46.11%	-10.79%

Correlation

The correlation between NTSX and PSTKX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018	0.92

The correlation between NTSX and PSTKX has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

Return for Risk

NTSX vs. PSTKX — Risk / Return Rank

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

NTSX

NTSX Risk / Return Rank: 50
NTSX Sharpe Ratio Rank: 49
NTSX Sortino Ratio Rank: 46
NTSX Omega Ratio Rank: 47
NTSX Calmar Ratio Rank: 49
NTSX Martin Ratio Rank: 58

PSTKX

PSTKX Risk / Return Rank: 26
PSTKX Sharpe Ratio Rank: 31
PSTKX Sortino Ratio Rank: 24
PSTKX Omega Ratio Rank: 34
PSTKX Calmar Ratio Rank: 20
PSTKX Martin Ratio Rank: 22

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.

NTSX vs. PSTKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) and PIMCO StocksPLUS Fund (PSTKX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	NTSX	PSTKX	Difference
Sharpe ratio: Return per unit of total volatility	1.63	1.47	+0.16
Sortino ratio: Return per unit of downside risk	2.23	1.89	+0.33
Omega ratio: Gain probability vs. loss probability	1.29	1.28	+0.01
Calmar ratio: Return relative to maximum drawdown	2.33	1.51	+0.82
Martin ratio: Return relative to average drawdown	9.93	4.90	+5.03

NTSX vs. PSTKX - Sharpe Ratio Comparison

The current NTSX Sharpe Ratio is 1.63, which is comparable to the PSTKX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of NTSX and PSTKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

NTSX vs. PSTKX - Drawdown Comparison

The maximum NTSX drawdown since its inception was -31.34%, smaller than the maximum PSTKX drawdown of -62.59%. Use the drawdown chart below to compare losses from any high point for NTSX and PSTKX.

Drawdown Indicators

	NTSX	PSTKX	Difference
Max Drawdown Largest peak-to-trough decline	-31.34%	-62.59%	+31.25%
Max Drawdown (1Y) Largest decline over 1 year	-9.16%	-13.72%	+4.56%
Max Drawdown (3Y) Largest decline over 3 years	-16.82%	-19.46%	+2.64%
Max Drawdown (5Y) Largest decline over 5 years	-31.34%	-27.37%	-3.97%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.45%	—
Current Drawdown Current decline from peak	-3.02%	-1.54%	-1.48%
Average Drawdown Average peak-to-trough decline	-6.76%	-9.33%	+2.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	4.20%	-2.06%

Volatility

NTSX vs. PSTKX - Volatility Comparison

WisdomTree U.S. Efficient Core Fund (NTSX) has a higher volatility of 5.26% compared to PIMCO StocksPLUS Fund (PSTKX) at 4.57%. This indicates that NTSX's price experiences larger fluctuations and is considered to be riskier than PSTKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NTSX	PSTKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.26%	4.57%	+0.69%
Volatility (6M) Calculated over the trailing 6-month period	10.56%	11.80%	-1.24%
Volatility (1Y) Calculated over the trailing 1-year period	13.13%	14.10%	-0.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.17%	17.47%	-0.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.29%	18.75%	-0.46%

NTSX vs. PSTKX - Expense Ratio Comparison

NTSX has a 0.20% expense ratio, which is lower than PSTKX's 0.51% expense ratio.

Dividends

NTSX vs. PSTKX - Dividend Comparison

NTSX's dividend yield for the trailing twelve months is around 1.10%, less than PSTKX's 13.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NTSX WisdomTree U.S. Efficient Core Fund	1.10%	1.14%	1.14%	1.21%	1.36%	0.82%	0.92%	1.42%	0.62%	0.00%	0.00%	0.00%
PSTKX PIMCO StocksPLUS Fund	13.02%	12.67%	12.28%	2.89%	9.61%	14.34%	3.96%	23.49%	20.86%	1.32%	1.03%	10.86%

Frequently Asked Questions

Can I hold both NTSX and PSTKX in my portfolio?

With a correlation of 0.91, NTSX and PSTKX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, NTSX or PSTKX?

NTSX has higher volatility (5.26%) compared to PSTKX (4.57%). In terms of maximum drawdown, NTSX dropped -31.34% vs PSTKX's -62.59%.

Which has better risk-adjusted returns?

NTSX currently has the higher Sharpe Ratio (1.63 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.