PSCSX vs. IDVO

Last updated Apr 1, 2026

Compare and contrast key facts about PIMCO StocksPLUS Small Fund (PSCSX) and Amplify International Enhanced Dividend Income ETF (IDVO).

PSCSX is managed by PIMCO. It was launched on Mar 31, 2006. IDVO is an actively managed fund by Amplify. It was launched on Sep 8, 2022.

Performance

PSCSX vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO StocksPLUS Small Fund (PSCSX) and Amplify International Enhanced Dividend Income ETF (IDVO). The values are adjusted to include any dividend payments, if applicable.

PSCSX vs. IDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
PSCSX PIMCO StocksPLUS Small Fund	-3.82%	12.57%	12.60%	17.09%	-5.09%
IDVO Amplify International Enhanced Dividend Income ETF	7.15%	36.46%	10.16%	17.53%	5.47%

Returns By Period

In the year-to-date period, PSCSX achieves a -3.82% return, which is significantly lower than IDVO's 7.15% return.

PSCSX

• 1D: -1.23%
• 1M: -9.85%
• YTD: -3.82%
• 6M: -2.90%
• 1Y: 18.76%
• 3Y*: 11.68%
• 5Y*: 1.92%
• 10Y*: 9.82%

IDVO

• 1D: 3.80%
• 1M: -5.12%
• YTD: 7.15%
• 6M: 11.86%
• 1Y: 36.67%
• 3Y*: 21.40%
• 5Y*: —
• 10Y*: —

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

PSCSX vs. IDVO - Expense Ratio Comparison

PSCSX has a 0.70% expense ratio, which is higher than IDVO's 0.65% expense ratio.

PSCSX

PIMCO StocksPLUS Small Fund

IDVO

Amplify International Enhanced Dividend Income ETF

Return for Risk

PSCSX vs. IDVO — Risk / Return Rank

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

PSCSX

PSCSX Risk / Return Rank: 33
PSCSX Sharpe Ratio Rank: 33
PSCSX Sortino Ratio Rank: 35
PSCSX Omega Ratio Rank: 28
PSCSX Calmar Ratio Rank: 36
PSCSX Martin Ratio Rank: 34

IDVO

IDVO Risk / Return Rank: 91
IDVO Sharpe Ratio Rank: 92
IDVO Sortino Ratio Rank: 92
IDVO Omega Ratio Rank: 93
IDVO Calmar Ratio Rank: 89
IDVO Martin Ratio Rank: 92

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.

PSCSX vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Small Fund (PSCSX) and Amplify International Enhanced Dividend Income ETF (IDVO). 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.

	PSCSX	IDVO	Difference
Sharpe ratio Return per unit of total volatility	0.77	2.00	-1.23
Sortino ratio Return per unit of downside risk	1.20	2.61	-1.41
Omega ratio Gain probability vs. loss probability	1.15	1.40	-0.25
Calmar ratio Return relative to maximum drawdown	0.99	2.77	-1.79
Martin ratio Return relative to average drawdown	3.69	12.06	-8.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSCSX vs. IDVO - Sharpe Ratio Comparison

The current PSCSX Sharpe Ratio is 0.77, which is lower than the IDVO Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of PSCSX and IDVO, 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

	PSCSX	IDVO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.77	2.00	-1.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	1.32	-0.95

Correlation

The correlation between PSCSX and IDVO is 0.71, 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

PSCSX vs. IDVO - Dividend Comparison

PSCSX's dividend yield for the trailing twelve months is around 4.35%, less than IDVO's 5.54% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PSCSX PIMCO StocksPLUS Small Fund	4.35%	5.63%	4.34%	2.36%	26.32%	19.21%	5.69%	8.77%	12.86%	5.84%	3.41%	8.45%
IDVO Amplify International Enhanced Dividend Income ETF	5.54%	5.42%	6.14%	5.72%	1.96%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

PSCSX vs. IDVO - Drawdown Comparison

The maximum PSCSX drawdown since its inception was -58.02%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for PSCSX and IDVO.

Drawdown Indicators

	PSCSX	IDVO	Difference
Max Drawdown Largest peak-to-trough decline	-58.02%	-15.46%	-42.56%
Max Drawdown (1Y) Largest decline over 1 year	-15.12%	-12.81%	-2.31%
Max Drawdown (5Y) Largest decline over 5 years	-35.03%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-46.15%	—	—
Current Drawdown Current decline from peak	-12.21%	-6.50%	-5.71%
Average Drawdown Average peak-to-trough decline	-10.29%	-2.31%	-7.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.20%	2.94%	+1.26%

Volatility

PSCSX vs. IDVO - Volatility Comparison

The current volatility for PIMCO StocksPLUS Small Fund (PSCSX) is 7.13%, while Amplify International Enhanced Dividend Income ETF (IDVO) has a volatility of 8.13%. This indicates that PSCSX experiences smaller price fluctuations and is considered to be less risky than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCSX	IDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.13%	8.13%	-1.00%
Volatility (6M) Calculated over the trailing 6-month period	15.00%	12.71%	+2.29%
Volatility (1Y) Calculated over the trailing 1-year period	24.09%	18.46%	+5.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.39%	16.33%	+7.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.15%	16.33%	+7.82%