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PBDCX vs. PSLDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBDCX vs. PSLDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Investment Grade Credit Bond Fund Class C (PBDCX) and PIMCO StocksPLUS Long Duration Fund Class I (PSLDX). The values are adjusted to include any dividend payments, if applicable.

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PBDCX vs. PSLDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBDCX
PIMCO Investment Grade Credit Bond Fund Class C
-1.80%7.27%2.10%6.82%-17.38%-2.01%6.29%13.44%-3.12%6.73%
PSLDX
PIMCO StocksPLUS Long Duration Fund Class I
-9.19%12.26%17.15%27.92%-43.18%25.85%37.80%60.43%-9.31%33.07%

Returns By Period

In the year-to-date period, PBDCX achieves a -1.80% return, which is significantly higher than PSLDX's -9.19% return. Over the past 10 years, PBDCX has underperformed PSLDX with an annualized return of 1.75%, while PSLDX has yielded a comparatively higher 12.36% annualized return.


PBDCX

1D
0.56%
1M
-3.44%
YTD
-1.80%
6M
-1.12%
1Y
2.59%
3Y*
3.54%
5Y*
-0.52%
10Y*
1.75%

PSLDX

1D
0.96%
1M
-12.58%
YTD
-9.19%
6M
-13.68%
1Y
3.47%
3Y*
10.69%
5Y*
2.64%
10Y*
12.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PBDCX vs. PSLDX - Expense Ratio Comparison

PBDCX has a 2.19% expense ratio, which is higher than PSLDX's 0.61% expense ratio.


Return for Risk

PBDCX vs. PSLDX — Risk / Return Rank

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

PBDCX
PBDCX Risk / Return Rank: 2525
Overall Rank
PBDCX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PBDCX Sortino Ratio Rank: 2121
Sortino Ratio Rank
PBDCX Omega Ratio Rank: 1919
Omega Ratio Rank
PBDCX Calmar Ratio Rank: 3131
Calmar Ratio Rank
PBDCX Martin Ratio Rank: 2727
Martin Ratio Rank

PSLDX
PSLDX Risk / Return Rank: 1010
Overall Rank
PSLDX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PSLDX Sortino Ratio Rank: 1010
Sortino Ratio Rank
PSLDX Omega Ratio Rank: 1111
Omega Ratio Rank
PSLDX Calmar Ratio Rank: 99
Calmar Ratio Rank
PSLDX Martin Ratio Rank: 99
Martin Ratio Rank
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.

PBDCX vs. PSLDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Investment Grade Credit Bond Fund Class C (PBDCX) and PIMCO StocksPLUS Long Duration Fund Class I (PSLDX). 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.


PBDCXPSLDXDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.20

+0.42

Sortino ratio

Return per unit of downside risk

0.87

0.43

+0.43

Omega ratio

Gain probability vs. loss probability

1.11

1.06

+0.05

Calmar ratio

Return relative to maximum drawdown

0.87

0.16

+0.71

Martin ratio

Return relative to average drawdown

2.88

0.49

+2.39

PBDCX vs. PSLDX - Sharpe Ratio Comparison

The current PBDCX Sharpe Ratio is 0.62, which is higher than the PSLDX Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of PBDCX and PSLDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PBDCXPSLDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.20

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.12

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.58

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.61

+0.12

Correlation

The correlation between PBDCX and PSLDX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PBDCX vs. PSLDX - Dividend Comparison

PBDCX's dividend yield for the trailing twelve months is around 3.39%, which matches PSLDX's 3.40% yield.


TTM20252024202320222021202020192018201720162015
PBDCX
PIMCO Investment Grade Credit Bond Fund Class C
3.39%3.55%3.21%2.45%2.46%3.48%2.69%2.82%3.04%3.33%2.76%5.47%
PSLDX
PIMCO StocksPLUS Long Duration Fund Class I
3.40%5.60%16.73%3.67%2.66%38.80%12.89%18.91%15.58%24.52%11.55%12.08%

Drawdowns

PBDCX vs. PSLDX - Drawdown Comparison

The maximum PBDCX drawdown since its inception was -23.73%, smaller than the maximum PSLDX drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PBDCX and PSLDX.


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Drawdown Indicators


PBDCXPSLDXDifference

Max Drawdown

Largest peak-to-trough decline

-23.73%

-55.25%

+31.52%

Max Drawdown (1Y)

Largest decline over 1 year

-3.98%

-19.25%

+15.27%

Max Drawdown (5Y)

Largest decline over 5 years

-23.70%

-49.32%

+25.62%

Max Drawdown (10Y)

Largest decline over 10 years

-23.73%

-49.32%

+25.59%

Current Drawdown

Current decline from peak

-6.98%

-18.47%

+11.49%

Average Drawdown

Average peak-to-trough decline

-4.00%

-10.70%

+6.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

6.30%

-5.10%

Volatility

PBDCX vs. PSLDX - Volatility Comparison

The current volatility for PIMCO Investment Grade Credit Bond Fund Class C (PBDCX) is 2.21%, while PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) has a volatility of 7.50%. This indicates that PBDCX experiences smaller price fluctuations and is considered to be less risky than PSLDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBDCXPSLDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

7.50%

-5.29%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

14.03%

-10.90%

Volatility (1Y)

Calculated over the trailing 1-year period

5.08%

23.99%

-18.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.32%

22.86%

-16.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.72%

21.31%

-15.59%