PSCSX vs. PMJIX

Last updated Aug 1, 2026

PSCSX (PIMCO StocksPLUS Small Fund) and PMJIX (PIMCO RAE US Small Fund) are both mutual funds - PSCSX is a Small Cap Blend Equities fund managed by PIMCO, while PMJIX is a Small Cap Value Equities fund managed by PIMCO. Over the past 10 years, PSCSX returned 10.95%/yr vs 13.38%/yr for PMJIX. Their correlation of 0.92 means they have usually moved in the same direction. PSCSX charges 0.70%/yr vs 0.50%/yr for PMJIX.

Performance

PSCSX vs. PMJIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO StocksPLUS Small Fund (PSCSX) and PIMCO RAE US Small Fund (PMJIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSCSX achieves a 18.66% return, which is significantly lower than PMJIX's 20.55% return. Over the past 10 years, PSCSX has underperformed PMJIX with an annualized return of 10.95%, while PMJIX has yielded a comparatively higher 13.38% annualized return.

PSCSX

• 1D: 1.46%
• 1M: -2.11%
• 6M: 12.73%
• YTD: 18.66%
• 1Y: 35.88%
• 3Y*: 15.39%
• 5Y*: 6.13%
• 10Y*: 10.95%
• ALL TIME*: 10.47%

PMJIX

• 1D: 0.14%
• 1M: 0.50%
• 6M: 16.74%
• YTD: 20.55%
• 1Y: 36.15%
• 3Y*: 18.03%
• 5Y*: 13.12%
• 10Y*: 13.38%
• ALL TIME*: 11.87%

*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)
PMJIX PIMCO RAE US Small Fund	$0.00	$0.00	$0.00
PSCSX PIMCO StocksPLUS Small Fund	$0.00	$0.00	$0.00

PSCSX vs. PMJIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSCSX PIMCO StocksPLUS Small Fund	18.66%	12.57%	12.60%	17.09%	-23.95%	14.15%	19.50%	30.55%	-12.05%	17.64%
PMJIX PIMCO RAE US Small Fund	20.55%	5.11%	22.05%	19.77%	-4.62%	39.15%	6.95%	20.22%	-11.69%	9.22%

Correlation

The correlation between PSCSX and PMJIX is 0.85, 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.	0.85
Correlation (3Y) Balances recent behavior with more history.	0.90
Correlation (5Y) Shows whether the relationship held over a longer period.	0.90
Correlation (10Y) Provides a long-term view across more market conditions.	0.91
Correlation (All Time) Calculated using the full available price history since Jun 5, 2015	0.92

The correlation between PSCSX and PMJIX has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.

Return for Risk

PSCSX vs. PMJIX — Risk / Return Rank

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

PSCSX

PSCSX Risk / Return Rank: 67
PSCSX Sharpe Ratio Rank: 63
PSCSX Sortino Ratio Rank: 62
PSCSX Omega Ratio Rank: 55
PSCSX Calmar Ratio Rank: 79
PSCSX Martin Ratio Rank: 76

PMJIX

PMJIX Risk / Return Rank: 86
PMJIX Sharpe Ratio Rank: 83
PMJIX Sortino Ratio Rank: 81
PMJIX Omega Ratio Rank: 77
PMJIX Calmar Ratio Rank: 95
PMJIX Martin Ratio Rank: 92

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.

PSCSX vs. PMJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Small Fund (PSCSX) and PIMCO RAE US Small Fund (PMJIX). 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.

	PSCSX	PMJIX	Difference
Sharpe ratio: Return per unit of total volatility	1.58	1.96	-0.38
Sortino ratio: Return per unit of downside risk	2.26	2.82	-0.56
Omega ratio: Gain probability vs. loss probability	1.27	1.34	-0.07
Calmar ratio: Return relative to maximum drawdown	2.67	4.31	-1.64
Martin ratio: Return relative to average drawdown	9.56	13.25	-3.70

PSCSX vs. PMJIX - Sharpe Ratio Comparison

The current PSCSX Sharpe Ratio is 1.58, which is comparable to the PMJIX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of PSCSX and PMJIX, 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

PSCSX vs. PMJIX - Drawdown Comparison

The maximum PSCSX drawdown since its inception was -58.02%, which is greater than PMJIX's maximum drawdown of -49.75%. Use the drawdown chart below to compare losses from any high point for PSCSX and PMJIX.

Drawdown Indicators

	PSCSX	PMJIX	Difference
Max Drawdown Largest peak-to-trough decline	-58.02%	-49.75%	-8.27%
Max Drawdown (1Y) Largest decline over 1 year	-12.21%	-7.62%	-4.59%
Max Drawdown (3Y) Largest decline over 3 years	-28.03%	-26.04%	-1.99%
Max Drawdown (5Y) Largest decline over 5 years	-35.03%	-49.75%	+14.72%
Max Drawdown (10Y) Largest decline over 10 years	-46.15%	-49.75%	+3.60%
Current Drawdown Current decline from peak	-2.99%	-1.27%	-1.72%
Average Drawdown Average peak-to-trough decline	-10.15%	-16.00%	+5.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	2.50%	+0.91%

Volatility

PSCSX vs. PMJIX - Volatility Comparison

PIMCO StocksPLUS Small Fund (PSCSX) has a higher volatility of 4.20% compared to PIMCO RAE US Small Fund (PMJIX) at 3.21%. This indicates that PSCSX's price experiences larger fluctuations and is considered to be riskier than PMJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCSX	PMJIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.20%	3.21%	+0.99%
Volatility (6M) Calculated over the trailing 6-month period	15.12%	11.24%	+3.88%
Volatility (1Y) Calculated over the trailing 1-year period	20.67%	16.83%	+3.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.45%	39.27%	-15.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.21%	33.03%	-8.82%

PSCSX vs. PMJIX - Expense Ratio Comparison

PSCSX has a 0.70% expense ratio, which is higher than PMJIX's 0.50% expense ratio.

Dividends

PSCSX vs. PMJIX - Dividend Comparison

PSCSX's dividend yield for the trailing twelve months is around 3.61%, more than PMJIX's 2.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PMJIX PIMCO RAE US Small Fund	2.62%	3.15%	3.26%	1.25%	9.91%	65.79%	9.46%	1.55%	7.65%	4.69%	1.24%	1.67%
PSCSX PIMCO StocksPLUS Small Fund	3.61%	5.63%	4.34%	2.36%	26.32%	19.21%	5.69%	8.77%	12.86%	5.84%	3.41%	8.45%

Frequently Asked Questions

Can I hold both PSCSX and PMJIX in my portfolio?

PSCSX and PMJIX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSCSX or PMJIX?

PSCSX has higher volatility (4.20%) compared to PMJIX (3.21%). In terms of maximum drawdown, PSCSX dropped -58.02% vs PMJIX's -49.75%.

Which has better risk-adjusted returns?

PMJIX currently has the higher Sharpe Ratio (1.96 vs 1.58), 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.