PMDRX vs. PSLDX
PMDRX (PIMCO Moderate Duration Fund) and PSLDX (PIMCO StocksPLUS Long Duration Fund Class I) are both mutual funds - PMDRX is a Intermediate Core-Plus Bond fund managed by PIMCO, while PSLDX is a Diversified Portfolio fund actively managed by PIMCO. Over the past 10 years, PMDRX returned 2.24%/yr vs 13.05%/yr for PSLDX. Their 0.35 correlation means their historical movements had little consistent relationship. PMDRX charges 0.46%/yr vs 0.61%/yr for PSLDX.
Performance
PMDRX vs. PSLDX - Performance Comparison
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Returns By Period
In the year-to-date period, PMDRX achieves a -0.59% return, which is significantly lower than PSLDX's 4.37% return. Over the past 10 years, PMDRX has underperformed PSLDX with an annualized return of 2.24%, while PSLDX has yielded a comparatively higher 13.05% annualized return.
PMDRX
- 1D
- 0.00%
- 1M
- -0.86%
- 6M
- -0.90%
- YTD
- -0.59%
- 1Y
- 2.38%
- 3Y*
- 4.94%
- 5Y*
- 1.10%
- 10Y*
- 2.24%
- ALL TIME*
- 4.49%
PSLDX
- 1D
- 1.68%
- 1M
- -3.88%
- 6M
- 3.00%
- YTD
- 4.37%
- 1Y
- 16.56%
- 3Y*
- 15.04%
- 5Y*
- 2.59%
- 10Y*
- 13.05%
- ALL TIME*
- 13.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PMDRX vs. PSLDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PMDRX PIMCO Moderate Duration Fund | -0.59% | 8.70% | 3.45% | 5.50% | -9.21% | -1.26% | 7.98% | 6.38% | 0.57% | 3.28% |
PSLDX PIMCO StocksPLUS Long Duration Fund Class I | 4.37% | 20.34% | 15.41% | 27.93% | -43.18% | 25.85% | 37.80% | 60.43% | -9.31% | 33.07% |
Correlation
The correlation between PMDRX and PSLDX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.54 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2007 | 0.35 |
Over the past year, PMDRX and PSLDX have become more correlated (0.56) than their long-term average of 0.35, meaning their price movements have been converging.
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Return for Risk
PMDRX vs. PSLDX — Risk / Return Rank
PMDRX
PSLDX
PMDRX vs. PSLDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Moderate Duration Fund (PMDRX) 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.
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.
| PMDRX | PSLDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.15 | -0.01 |
| Martin ratioReturn relative to average drawdown | 2.99 | 4.40 | -1.41 |
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Drawdowns
PMDRX vs. PSLDX - Drawdown Comparison
The maximum PMDRX drawdown since its inception was -13.19%, smaller than the maximum PSLDX drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PMDRX and PSLDX.
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Drawdown Indicators
| PMDRX | PSLDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.19% | -55.25% | +42.06% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -13.70% | +10.58% |
Max Drawdown (3Y)Largest decline over 3 years | -3.13% | -24.03% | +20.90% |
Max Drawdown (5Y)Largest decline over 5 years | -13.19% | -49.32% | +36.13% |
Max Drawdown (10Y)Largest decline over 10 years | -13.19% | -49.32% | +36.13% |
Current DrawdownCurrent decline from peak | -2.05% | -5.42% | +3.37% |
Average DrawdownAverage peak-to-trough decline | -1.45% | -10.58% | +9.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 3.59% | -2.40% |
Volatility
PMDRX vs. PSLDX - Volatility Comparison
The current volatility for PIMCO Moderate Duration Fund (PMDRX) is 0.94%, while PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) has a volatility of 5.05%. This indicates that PMDRX 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
| PMDRX | PSLDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.94% | 5.05% | -4.11% |
Volatility (6M)Calculated over the trailing 6-month period | 3.05% | 14.32% | -11.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.62% | 17.44% | -13.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.26% | 22.92% | -18.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.60% | 21.39% | -17.79% |
PMDRX vs. PSLDX - Expense Ratio Comparison
PMDRX has a 0.46% expense ratio, which is lower than PSLDX's 0.61% expense ratio.
Dividends
PMDRX vs. PSLDX - Dividend Comparison
PMDRX's dividend yield for the trailing twelve months is around 4.25%, less than PSLDX's 11.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMDRX PIMCO Moderate Duration Fund | 4.25% | 4.42% | 4.38% | 3.76% | 3.18% | 1.32% | 5.16% | 2.82% | 2.45% | 1.75% | 2.06% | 4.33% |
PSLDX PIMCO StocksPLUS Long Duration Fund Class I | 11.41% | 12.92% | 15.23% | 3.67% | 2.66% | 38.80% | 12.89% | 18.91% | 15.58% | 24.52% | 11.55% | 12.08% |
Frequently Asked Questions
PMDRX and PSLDX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSLDX has higher volatility (5.05%) compared to PMDRX (0.94%). In terms of maximum drawdown, PMDRX dropped -13.19% vs PSLDX's -55.25%.
PMDRX currently has the higher Sharpe Ratio (0.99 vs 0.91), 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.
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