PCFIX vs. WGROX
PCFIX (PIMCO RAE PLUS Small Fund) and WGROX (Wasatch Core Growth Fund) are both mutual funds - PCFIX is a Small Cap Value Equities fund managed by PIMCO, while WGROX is a Small Cap Growth Equities fund managed by Wasatch. Over the past 10 years, PCFIX returned 13.24%/yr vs 10.66%/yr for WGROX. Their correlation of 0.85 means they have usually moved in the same direction. PCFIX charges 0.85%/yr vs 1.17%/yr for WGROX.
Performance
PCFIX vs. WGROX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PCFIX achieves a 19.54% return, which is significantly higher than WGROX's 5.28% return. Over the past 10 years, PCFIX has outperformed WGROX with an annualized return of 13.24%, while WGROX has yielded a comparatively lower 10.66% annualized return.
PCFIX
- 1D
- 0.38%
- 1M
- -0.10%
- 6M
- 15.72%
- YTD
- 19.54%
- 1Y
- 37.01%
- 3Y*
- 18.29%
- 5Y*
- 10.98%
- 10Y*
- 13.24%
- ALL TIME*
- 14.98%
WGROX
- 1D
- 1.14%
- 1M
- -1.75%
- 6M
- 2.49%
- YTD
- 5.28%
- 1Y
- 0.46%
- 3Y*
- 5.42%
- 5Y*
- 0.42%
- 10Y*
- 10.66%
- ALL TIME*
- 11.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PCFIX vs. WGROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PCFIX PIMCO RAE PLUS Small Fund | 19.54% | 6.78% | 20.88% | 18.04% | -12.46% | 39.43% | 9.77% | 21.53% | -12.19% | 12.90% |
WGROX Wasatch Core Growth Fund | 5.28% | -10.37% | 13.13% | 33.43% | -30.86% | 20.76% | 36.73% | 33.31% | -3.75% | 24.29% |
Correlation
The correlation between PCFIX and WGROX is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2011 | 0.85 |
The correlation between PCFIX and WGROX has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PCFIX vs. WGROX — Risk / Return Rank
PCFIX
WGROX
PCFIX vs. WGROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE PLUS Small Fund (PCFIX) and Wasatch Core Growth Fund (WGROX). 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.
| PCFIX | WGROX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.06 | ||
| Sortino ratioReturn per unit of downside risk | +2.84 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.99 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 3.82 | -0.18 | +4.00 |
| Martin ratioReturn relative to average drawdown | 12.52 | -0.48 | +13.01 |
Loading charts...
Drawdowns
PCFIX vs. WGROX - Drawdown Comparison
The maximum PCFIX drawdown since its inception was -52.02%, smaller than the maximum WGROX drawdown of -61.61%. Use the drawdown chart below to compare losses from any high point for PCFIX and WGROX.
Loading charts...
Drawdown Indicators
| PCFIX | WGROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.02% | -61.61% | +9.59% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -14.95% | +6.08% |
Max Drawdown (3Y)Largest decline over 3 years | -28.08% | -27.61% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -28.76% | -40.16% | +11.40% |
Max Drawdown (10Y)Largest decline over 10 years | -52.02% | -40.16% | -11.86% |
Current DrawdownCurrent decline from peak | -1.78% | -14.59% | +12.81% |
Average DrawdownAverage peak-to-trough decline | -7.78% | -9.92% | +2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 6.11% | -3.39% |
Volatility
PCFIX vs. WGROX - Volatility Comparison
The current volatility for PIMCO RAE PLUS Small Fund (PCFIX) is 3.86%, while Wasatch Core Growth Fund (WGROX) has a volatility of 4.91%. This indicates that PCFIX experiences smaller price fluctuations and is considered to be less risky than WGROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PCFIX | WGROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 4.91% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 14.59% | -2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.72% | 19.69% | -1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.88% | 23.09% | -0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.82% | 23.32% | +1.50% |
PCFIX vs. WGROX - Expense Ratio Comparison
PCFIX has a 0.85% expense ratio, which is lower than WGROX's 1.17% expense ratio.
Dividends
PCFIX vs. WGROX - Dividend Comparison
PCFIX's dividend yield for the trailing twelve months is around 4.02%, less than WGROX's 8.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCFIX PIMCO RAE PLUS Small Fund | 4.02% | 2.24% | 6.12% | 2.12% | 13.29% | 224.73% | 18.00% | 2.63% | 12.78% | 9.33% | 0.00% | 26.50% |
WGROX Wasatch Core Growth Fund | 8.12% | 8.55% | 9.22% | 0.00% | 0.71% | 16.82% | 7.21% | 10.73% | 10.14% | 6.24% | 0.15% | 12.70% |
Frequently Asked Questions
PCFIX and WGROX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WGROX has higher volatility (4.91%) compared to PCFIX (3.86%). In terms of maximum drawdown, PCFIX dropped -52.02% vs WGROX's -61.61%.
PCFIX currently has the higher Sharpe Ratio (1.92 vs -0.14), 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.
Find the right allocation for PCFIX and WGROX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer