PCKPX vs. GS

Last updated Jun 24, 2026

PCKPX (PIMCO StocksPLUS Small Fund) is Small Cap Blend Equities fund managed by PIMCO, while GS (The Goldman Sachs Group, Inc.) is a stock. Over the past 10 years, PCKPX returned 11.33%/yr vs 25.22%/yr for GS. A 0.65 correlation means they provide meaningful diversification when combined.

Performance

PCKPX vs. GS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO StocksPLUS Small Fund (PCKPX) and The Goldman Sachs Group, Inc. (GS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PCKPX achieves a 21.27% return, which is significantly lower than GS's 25.72% return. Over the past 10 years, PCKPX has underperformed GS with an annualized return of 11.33%, while GS has yielded a comparatively higher 25.22% annualized return.

PCKPX

• 1D: 0.72%
• 1M: 5.56%
• YTD: 21.27%
• 6M: 16.17%
• 1Y: 41.77%
• 3Y*: 18.59%
• 5Y*: 5.07%
• 10Y*: 11.33%

GS

• 1D: -1.08%
• 1M: 10.29%
• YTD: 25.72%
• 6M: 22.55%
• 1Y: 72.59%
• 3Y*: 55.10%
• 5Y*: 27.35%
• 10Y*: 25.22%

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

PCKPX vs. GS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PCKPX PIMCO StocksPLUS Small Fund	21.27%	10.58%	11.55%	15.90%	-23.99%	14.03%	19.39%	26.69%	-12.23%	17.59%
GS The Goldman Sachs Group, Inc.	25.72%	56.64%	52.03%	15.91%	-7.87%	47.61%	17.45%	40.48%	-33.53%	7.73%

Correlation

The correlation between PCKPX and GS is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.67
Correlation (5Y) Calculated over the trailing 5-year period	0.69
Correlation (10Y) Calculated over the trailing 10-year period	0.67
Correlation (All Time) Calculated using the full available price history since Apr 30, 2008	0.65

The correlation between PCKPX and GS has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.

Return for Risk

PCKPX vs. GS — Risk / Return Rank

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

PCKPX

PCKPX Risk / Return Rank: 64
PCKPX Sharpe Ratio Rank: 60
PCKPX Sortino Ratio Rank: 56
PCKPX Omega Ratio Rank: 48
PCKPX Calmar Ratio Rank: 82
PCKPX Martin Ratio Rank: 73

GS

GS Risk / Return Rank: 90
GS Sharpe Ratio Rank: 93
GS Sortino Ratio Rank: 90
GS Omega Ratio Rank: 90
GS Calmar Ratio Rank: 87
GS Martin Ratio Rank: 91

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.

PCKPX vs. GS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Small Fund (PCKPX) and The Goldman Sachs Group, Inc. (GS). 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.

	PCKPX	GS	Difference
Sharpe ratio: Return per unit of total volatility	2.11	2.57	-0.46
Sortino ratio: Return per unit of downside risk	2.87	3.17	-0.30
Omega ratio: Gain probability vs. loss probability	1.35	1.41	-0.07
Calmar ratio: Return relative to maximum drawdown	3.59	3.76	-0.17
Martin ratio: Return relative to average drawdown	12.92	12.47	+0.46

PCKPX vs. GS - Sharpe Ratio Comparison

The current PCKPX Sharpe Ratio is 2.11, which is comparable to the GS Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of PCKPX and GS, 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

PCKPX vs. GS - Drawdown Comparison

The maximum PCKPX drawdown since its inception was -55.77%, smaller than the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for PCKPX and GS.

Drawdown Indicators

	PCKPX	GS	Difference
Max Drawdown Largest peak-to-trough decline	-55.77%	-78.84%	+23.07%
Max Drawdown (1Y) Largest decline over 1 year	-12.25%	-19.42%	+7.17%
Max Drawdown (3Y) Largest decline over 3 years	-29.79%	-30.90%	+1.11%
Max Drawdown (5Y) Largest decline over 5 years	-35.71%	-32.84%	-2.87%
Max Drawdown (10Y) Largest decline over 10 years	-46.38%	-48.75%	+2.37%
Current Drawdown Current decline from peak	0.00%	-1.08%	+1.08%
Average Drawdown Average peak-to-trough decline	-10.43%	-22.63%	+12.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.39%	5.84%	-2.45%

Volatility

PCKPX vs. GS - Volatility Comparison

The current volatility for PIMCO StocksPLUS Small Fund (PCKPX) is 6.78%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 10.15%. This indicates that PCKPX experiences smaller price fluctuations and is considered to be less risky than GS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PCKPX	GS	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.78%	10.15%	-3.37%
Volatility (6M) Calculated over the trailing 6-month period	15.59%	23.25%	-7.66%
Volatility (1Y) Calculated over the trailing 1-year period	20.91%	28.43%	-7.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.54%	28.04%	-4.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.30%	29.78%	-5.48%

Dividends

PCKPX vs. GS - Dividend Comparison

PCKPX's dividend yield for the trailing twelve months is around 3.57%, more than GS's 1.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GS The Goldman Sachs Group, Inc.	1.55%	1.59%	2.01%	2.72%	2.62%	1.70%	1.90%	1.80%	1.89%	1.14%	1.09%	1.41%
PCKPX PIMCO StocksPLUS Small Fund	3.57%	4.23%	3.52%	1.45%	26.78%	19.38%	5.69%	5.92%	12.87%	5.82%	3.37%	8.93%

Frequently Asked Questions

Can I hold both PCKPX and GS in my portfolio?

PCKPX and GS have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PCKPX or GS?

GS has higher volatility (10.15%) compared to PCKPX (6.78%). In terms of maximum drawdown, PCKPX dropped -55.77% vs GS's -78.84%.

Which has better risk-adjusted returns?

GS currently has the higher Sharpe Ratio (2.57 vs 2.11), 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.