PLRIX vs. PISIX

Last updated Apr 1, 2026

Compare and contrast key facts about PIMCO Long Duration Total Return Fund (PLRIX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX).

PLRIX is managed by PIMCO. It was launched on Aug 30, 2006. PISIX is managed by PIMCO. It was launched on Oct 31, 2003.

Performance

PLRIX vs. PISIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Long Duration Total Return Fund (PLRIX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). The values are adjusted to include any dividend payments, if applicable.

PLRIX vs. PISIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PLRIX PIMCO Long Duration Total Return Fund	-1.66%	8.78%	-2.18%	7.24%	-28.32%	-1.53%	17.77%	18.62%	-3.83%	12.79%
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)	-0.85%	17.68%	14.87%	21.70%	-8.86%	18.37%	4.29%	26.40%	-10.00%	18.81%

Returns By Period

In the year-to-date period, PLRIX achieves a -1.66% return, which is significantly lower than PISIX's -0.85% return. Over the past 10 years, PLRIX has underperformed PISIX with an annualized return of 1.87%, while PISIX has yielded a comparatively higher 11.51% annualized return.

PLRIX

• 1D: 1.14%
• 1M: -5.22%
• YTD: -1.66%
• 6M: -1.21%
• 1Y: 1.96%
• 3Y*: 1.84%
• 5Y*: -2.56%
• 10Y*: 1.87%

PISIX

• 1D: 0.22%
• 1M: -9.44%
• YTD: -0.85%
• 6M: -0.21%
• 1Y: 12.13%
• 3Y*: 14.32%
• 5Y*: 10.34%
• 10Y*: 11.51%

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

PLRIX vs. PISIX - Expense Ratio Comparison

PLRIX has a 0.50% expense ratio, which is lower than PISIX's 0.76% expense ratio.

PISIX

PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)

PLRIX

PIMCO Long Duration Total Return Fund

Return for Risk

PLRIX vs. PISIX — Risk / Return Rank

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

PLRIX

PLRIX Risk / Return Rank: 13
PLRIX Sharpe Ratio Rank: 12
PLRIX Sortino Ratio Rank: 11
PLRIX Omega Ratio Rank: 10
PLRIX Calmar Ratio Rank: 18
PLRIX Martin Ratio Rank: 14

PISIX

PISIX Risk / Return Rank: 24
PISIX Sharpe Ratio Rank: 27
PISIX Sortino Ratio Rank: 21
PISIX Omega Ratio Rank: 28
PISIX Calmar Ratio Rank: 22
PISIX Martin Ratio Rank: 24

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.

PLRIX vs. PISIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Long Duration Total Return Fund (PLRIX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). 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.

	PLRIX	PISIX	Difference
Sharpe ratio Return per unit of total volatility	0.32	0.63	-0.31
Sortino ratio Return per unit of downside risk	0.49	0.85	-0.37
Omega ratio Gain probability vs. loss probability	1.06	1.14	-0.08
Calmar ratio Return relative to maximum drawdown	0.55	0.64	-0.09
Martin ratio Return relative to average drawdown	1.35	2.55	-1.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PLRIX vs. PISIX - Sharpe Ratio Comparison

The current PLRIX Sharpe Ratio is 0.32, which is lower than the PISIX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of PLRIX and PISIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PLRIX	PISIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.32	0.63	-0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.21	0.75	-0.95
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.16	0.80	-0.63
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.52	-0.09

Correlation

The correlation between PLRIX and PISIX is -0.17. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

PLRIX vs. PISIX - Dividend Comparison

PLRIX's dividend yield for the trailing twelve months is around 4.24%, less than PISIX's 5.19% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PLRIX PIMCO Long Duration Total Return Fund	4.24%	4.57%	3.75%	3.19%	3.32%	6.55%	13.35%	11.38%	5.19%	6.51%	9.97%	8.51%
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)	5.19%	5.14%	11.81%	10.04%	10.11%	7.31%	1.42%	11.47%	7.99%	7.36%	1.02%	8.16%

Drawdowns

PLRIX vs. PISIX - Drawdown Comparison

The maximum PLRIX drawdown since its inception was -37.41%, smaller than the maximum PISIX drawdown of -57.47%. Use the drawdown chart below to compare losses from any high point for PLRIX and PISIX.

Drawdown Indicators

	PLRIX	PISIX	Difference
Max Drawdown Largest peak-to-trough decline	-37.41%	-57.47%	+20.06%
Max Drawdown (1Y) Largest decline over 1 year	-7.14%	-12.81%	+5.67%
Max Drawdown (5Y) Largest decline over 5 years	-36.81%	-18.93%	-17.88%
Max Drawdown (10Y) Largest decline over 10 years	-37.41%	-35.44%	-1.97%
Current Drawdown Current decline from peak	-22.03%	-9.44%	-12.59%
Average Drawdown Average peak-to-trough decline	-8.31%	-7.23%	-1.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	3.54%	-0.63%

Volatility

PLRIX vs. PISIX - Volatility Comparison

The current volatility for PIMCO Long Duration Total Return Fund (PLRIX) is 3.74%, while PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) has a volatility of 6.58%. This indicates that PLRIX experiences smaller price fluctuations and is considered to be less risky than PISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PLRIX	PISIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.74%	6.58%	-2.84%
Volatility (6M) Calculated over the trailing 6-month period	5.77%	11.37%	-5.60%
Volatility (1Y) Calculated over the trailing 1-year period	9.85%	16.52%	-6.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.45%	13.92%	-1.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.45%	14.55%	-3.10%