PPQZX vs. PSLDX

Last updated Aug 1, 2026

PPQZX (PIMCO RealPath Blend 2050 Fund) and PSLDX (PIMCO StocksPLUS Long Duration Fund Class I) are both mutual funds - PPQZX is a Target Retirement Date fund managed by PIMCO, while PSLDX is a Diversified Portfolio fund actively managed by PIMCO. Over the past 10 years, PPQZX returned 10.97%/yr vs 13.05%/yr for PSLDX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. PPQZX charges 0.06%/yr vs 0.61%/yr for PSLDX.

Performance

PPQZX vs. PSLDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RealPath Blend 2050 Fund (PPQZX) and PIMCO StocksPLUS Long Duration Fund Class I (PSLDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PPQZX achieves a 10.28% return, which is significantly higher than PSLDX's 4.37% return. Over the past 10 years, PPQZX has underperformed PSLDX with an annualized return of 10.97%, while PSLDX has yielded a comparatively higher 13.05% annualized return.

PPQZX

• 1D: 1.75%
• 1M: -0.34%
• 6M: 7.06%
• YTD: 10.28%
• 1Y: 21.65%
• 3Y*: 16.08%
• 5Y*: 9.45%
• 10Y*: 10.97%
• ALL TIME*: 9.83%

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%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PPQZX PIMCO RealPath Blend 2050 Fund	$0.00	$0.00	$0.00
PSLDX PIMCO StocksPLUS Long Duration Fund Class I	$0.00	$0.00	$0.00

PPQZX vs. PSLDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PPQZX PIMCO RealPath Blend 2050 Fund	10.28%	20.62%	13.93%	19.69%	-17.27%	18.50%	13.70%	25.09%	-7.75%	19.88%
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 PPQZX and PSLDX is 0.88, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.88
Correlation (3Y) Balances recent behavior with more history.	0.83
Correlation (5Y) Shows whether the relationship held over a longer period.	0.82
Correlation (10Y) Provides a long-term view across more market conditions.	0.79
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015	0.79

The correlation between PPQZX and PSLDX has been stable across timeframes, ranging from 0.79 to 0.88 - a consistent structural relationship.

Return for Risk

PPQZX vs. PSLDX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PPQZX

PPQZX Risk / Return Rank: 70
PPQZX Sharpe Ratio Rank: 69
PPQZX Sortino Ratio Rank: 67
PPQZX Omega Ratio Rank: 68
PPQZX Calmar Ratio Rank: 68
PPQZX Martin Ratio Rank: 79

PSLDX

PSLDX Risk / Return Rank: 28
PSLDX Sharpe Ratio Rank: 28
PSLDX Sortino Ratio Rank: 27
PSLDX Omega Ratio Rank: 28
PSLDX Calmar Ratio Rank: 26
PSLDX Martin Ratio Rank: 31

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PPQZX vs. PSLDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RealPath Blend 2050 Fund (PPQZX) 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.

	PPQZX	PSLDX	Difference
Sharpe ratio: Return per unit of total volatility	1.66	0.91	+0.75
Sortino ratio: Return per unit of downside risk	2.32	1.33	+0.99
Omega ratio: Gain probability vs. loss probability	1.30	1.17	+0.14
Calmar ratio: Return relative to maximum drawdown	2.29	1.15	+1.13
Martin ratio: Return relative to average drawdown	9.69	4.40	+5.29

PPQZX vs. PSLDX - Sharpe Ratio Comparison

The current PPQZX Sharpe Ratio is 1.66, which is higher than the PSLDX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of PPQZX and PSLDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PPQZX vs. PSLDX - Drawdown Comparison

The maximum PPQZX drawdown since its inception was -31.59%, smaller than the maximum PSLDX drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PPQZX and PSLDX.

Drawdown Indicators

	PPQZX	PSLDX	Difference
Max Drawdown Largest peak-to-trough decline	-31.59%	-55.25%	+23.66%
Max Drawdown (1Y) Largest decline over 1 year	-8.74%	-13.70%	+4.96%
Max Drawdown (3Y) Largest decline over 3 years	-14.46%	-24.03%	+9.57%
Max Drawdown (5Y) Largest decline over 5 years	-25.57%	-49.32%	+23.75%
Max Drawdown (10Y) Largest decline over 10 years	-31.59%	-49.32%	+17.73%
Current Drawdown Current decline from peak	-1.78%	-5.42%	+3.64%
Average Drawdown Average peak-to-trough decline	-4.62%	-10.58%	+5.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	3.59%	-1.53%

Volatility

PPQZX vs. PSLDX - Volatility Comparison

The current volatility for PIMCO RealPath Blend 2050 Fund (PPQZX) is 3.54%, while PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) has a volatility of 5.05%. This indicates that PPQZX 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.

Volatility by Period

	PPQZX	PSLDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.54%	5.05%	-1.51%
Volatility (6M) Calculated over the trailing 6-month period	10.02%	14.32%	-4.30%
Volatility (1Y) Calculated over the trailing 1-year period	12.06%	17.44%	-5.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.29%	22.92%	-8.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.81%	21.39%	-6.58%

PPQZX vs. PSLDX - Expense Ratio Comparison

PPQZX has a 0.06% expense ratio, which is lower than PSLDX's 0.61% expense ratio.

Dividends

PPQZX vs. PSLDX - Dividend Comparison

PPQZX's dividend yield for the trailing twelve months is around 4.39%, less than PSLDX's 11.41% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PPQZX PIMCO RealPath Blend 2050 Fund	4.39%	3.82%	4.55%	2.29%	2.43%	5.31%	1.28%	3.79%	6.75%	2.09%	2.40%	2.19%
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

Can I hold both PPQZX and PSLDX in my portfolio?

PPQZX and PSLDX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PPQZX or PSLDX?

PSLDX has higher volatility (5.05%) compared to PPQZX (3.54%). In terms of maximum drawdown, PPQZX dropped -31.59% vs PSLDX's -55.25%.

Which has better risk-adjusted returns?

PPQZX currently has the higher Sharpe Ratio (1.66 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.