PCLAX vs. PSLDX
Compare and contrast key facts about PIMCO CommoditiesPLUS Strategy Fund (PCLAX) and PIMCO StocksPLUS Long Duration Fund Class I (PSLDX).
PCLAX is managed by PIMCO. It was launched on May 28, 2010. PSLDX is managed by PIMCO. It was launched on Aug 31, 2007.
Performance
PCLAX vs. PSLDX - Performance Comparison
Loading graphics...
PCLAX vs. PSLDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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
PCLAX
PSLDX
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.
| PCLAX | PSLDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 0.20 | +1.61 |
Sortino ratioReturn per unit of downside risk | 2.35 | 0.43 | +1.92 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.06 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 3.09 | 0.16 | +2.93 |
Martin ratioReturn relative to average drawdown | 8.51 | 0.49 | +8.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PCLAX | PSLDX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Loading graphics...
Drawdown Indicators
| PCLAX | PSLDX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -18.47% | +18.47% |
Average DrawdownAverage peak-to-trough decline | -25.92% | -10.70% | -15.22% |
Ulcer IndexDepth 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.
Loading graphics...
Volatility by Period
| PCLAX | PSLDX | Difference | |
|---|---|---|---|
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% |