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PDGZX vs. PSLDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDGZX vs. PSLDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RealPath Blend 2035 Fund (PDGZX) and PIMCO StocksPLUS Long Duration Fund Class I (PSLDX). The values are adjusted to include any dividend payments, if applicable.

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PDGZX vs. PSLDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDGZX
PIMCO RealPath Blend 2035 Fund
-2.76%16.92%10.09%16.52%-17.06%15.06%13.72%22.67%-6.75%18.13%
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, PDGZX achieves a -2.76% return, which is significantly higher than PSLDX's -9.19% return. Over the past 10 years, PDGZX has underperformed PSLDX with an annualized return of 8.66%, while PSLDX has yielded a comparatively higher 12.36% annualized return.


PDGZX

1D
0.07%
1M
-6.83%
YTD
-2.76%
6M
-0.50%
1Y
12.46%
3Y*
11.14%
5Y*
6.21%
10Y*
8.66%

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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PDGZX vs. PSLDX - Expense Ratio Comparison

PDGZX has a 0.05% expense ratio, which is lower than PSLDX's 0.61% expense ratio.


Return for Risk

PDGZX vs. PSLDX — Risk / Return Rank

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

PDGZX
PDGZX Risk / Return Rank: 6464
Overall Rank
PDGZX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PDGZX Sortino Ratio Rank: 6565
Sortino Ratio Rank
PDGZX Omega Ratio Rank: 6464
Omega Ratio Rank
PDGZX Calmar Ratio Rank: 5959
Calmar Ratio Rank
PDGZX Martin Ratio Rank: 6666
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.

PDGZX vs. PSLDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RealPath Blend 2035 Fund (PDGZX) 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.


PDGZXPSLDXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.20

+0.94

Sortino ratio

Return per unit of downside risk

1.63

0.43

+1.19

Omega ratio

Gain probability vs. loss probability

1.24

1.06

+0.18

Calmar ratio

Return relative to maximum drawdown

1.37

0.16

+1.21

Martin ratio

Return relative to average drawdown

6.29

0.49

+5.80

PDGZX vs. PSLDX - Sharpe Ratio Comparison

The current PDGZX Sharpe Ratio is 1.14, which is higher than the PSLDX Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of PDGZX 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


PDGZXPSLDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.20

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.12

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.58

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.61

+0.02

Correlation

The correlation between PDGZX and PSLDX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PDGZX vs. PSLDX - Dividend Comparison

PDGZX's dividend yield for the trailing twelve months is around 5.39%, more than PSLDX's 3.40% yield.


TTM20252024202320222021202020192018201720162015
PDGZX
PIMCO RealPath Blend 2035 Fund
5.39%5.09%4.17%2.73%3.30%4.92%2.12%3.71%5.84%2.17%2.72%2.40%
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

PDGZX vs. PSLDX - Drawdown Comparison

The maximum PDGZX drawdown since its inception was -27.25%, smaller than the maximum PSLDX drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PDGZX and PSLDX.


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Drawdown Indicators


PDGZXPSLDXDifference

Max Drawdown

Largest peak-to-trough decline

-27.25%

-55.25%

+28.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.59%

-19.25%

+10.66%

Max Drawdown (5Y)

Largest decline over 5 years

-24.26%

-49.32%

+25.06%

Max Drawdown (10Y)

Largest decline over 10 years

-27.25%

-49.32%

+22.07%

Current Drawdown

Current decline from peak

-6.94%

-18.47%

+11.53%

Average Drawdown

Average peak-to-trough decline

-4.45%

-10.70%

+6.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

6.30%

-4.43%

Volatility

PDGZX vs. PSLDX - Volatility Comparison

The current volatility for PIMCO RealPath Blend 2035 Fund (PDGZX) is 3.79%, while PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) has a volatility of 7.50%. This indicates that PDGZX 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


PDGZXPSLDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

7.50%

-3.71%

Volatility (6M)

Calculated over the trailing 6-month period

6.33%

14.03%

-7.70%

Volatility (1Y)

Calculated over the trailing 1-year period

11.27%

23.99%

-12.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.55%

22.86%

-11.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.15%

21.31%

-9.16%