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PCLAX vs. PSLDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCLAX vs. PSLDX - Performance Comparison

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

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PCLAX vs. PSLDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCLAX
PIMCO CommoditiesPLUS Strategy Fund
30.70%4.13%5.76%-0.14%22.73%43.18%-9.67%19.19%-12.47%10.30%
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, PCLAX achieves a 30.70% return, which is significantly higher than PSLDX's -9.19% return. Both investments have delivered pretty close results over the past 10 years, with PCLAX having a 12.39% annualized return and PSLDX not far behind at 12.36%.


PCLAX

1D
0.72%
1M
19.09%
YTD
30.70%
6M
31.51%
1Y
32.30%
3Y*
13.39%
5Y*
17.29%
10Y*
12.39%

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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PCLAX vs. PSLDX - Expense Ratio Comparison

PCLAX has a 1.19% expense ratio, which is higher than PSLDX's 0.61% expense ratio.


Return for Risk

PCLAX vs. PSLDX — Risk / Return Rank

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

PCLAX
PCLAX Risk / Return Rank: 8787
Overall Rank
PCLAX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PCLAX Sortino Ratio Rank: 8787
Sortino Ratio Rank
PCLAX Omega Ratio Rank: 8383
Omega Ratio Rank
PCLAX Calmar Ratio Rank: 9494
Calmar Ratio Rank
PCLAX Martin Ratio Rank: 8484
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.

PCLAX vs. PSLDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO CommoditiesPLUS Strategy Fund (PCLAX) 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.


PCLAXPSLDXDifference

Sharpe ratio

Return per unit of total volatility

1.81

0.20

+1.61

Sortino ratio

Return per unit of downside risk

2.35

0.43

+1.92

Omega ratio

Gain probability vs. loss probability

1.33

1.06

+0.27

Calmar ratio

Return relative to maximum drawdown

3.09

0.16

+2.93

Martin ratio

Return relative to average drawdown

8.51

0.49

+8.03

PCLAX vs. PSLDX - Sharpe Ratio Comparison

The current PCLAX Sharpe Ratio is 1.81, which is higher than the PSLDX Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of PCLAX 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


PCLAXPSLDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

0.20

+1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.12

+0.79

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

0.15

0.61

-0.46

Correlation

The correlation between PCLAX and PSLDX is 0.17, 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

PCLAX vs. PSLDX - Dividend Comparison

PCLAX's dividend yield for the trailing twelve months is around 1.29%, less than PSLDX's 3.40% yield.


TTM20252024202320222021202020192018201720162015
PCLAX
PIMCO CommoditiesPLUS Strategy Fund
1.29%1.20%5.20%4.58%44.24%75.67%0.45%2.07%18.31%12.18%0.09%1.77%
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

PCLAX vs. PSLDX - Drawdown Comparison

The maximum PCLAX drawdown since its inception was -68.19%, which is greater than PSLDX's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PCLAX and PSLDX.


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Drawdown Indicators


PCLAXPSLDXDifference

Max Drawdown

Largest peak-to-trough decline

-68.19%

-55.25%

-12.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-19.25%

+8.33%

Max Drawdown (5Y)

Largest decline over 5 years

-21.75%

-49.32%

+27.57%

Max Drawdown (10Y)

Largest decline over 10 years

-52.00%

-49.32%

-2.68%

Current Drawdown

Current decline from peak

0.00%

-18.47%

+18.47%

Average Drawdown

Average peak-to-trough decline

-25.92%

-10.70%

-15.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

6.30%

-2.34%

Volatility

PCLAX vs. PSLDX - Volatility Comparison

PIMCO CommoditiesPLUS Strategy Fund (PCLAX) has a higher volatility of 10.44% compared to PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) at 7.50%. This indicates that PCLAX's price experiences larger fluctuations and is considered to be riskier 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


PCLAXPSLDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.44%

7.50%

+2.94%

Volatility (6M)

Calculated over the trailing 6-month period

14.74%

14.03%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

18.96%

23.99%

-5.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.25%

22.86%

-3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.64%

21.31%

+19.33%