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PSCSX vs. VTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSCSX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO StocksPLUS Small Fund (PSCSX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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PSCSX vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSCSX
PIMCO StocksPLUS Small Fund
-3.82%12.57%12.60%17.09%-23.95%14.15%19.50%30.55%-12.05%17.64%
VTI
Vanguard Total Stock Market ETF
-4.01%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Returns By Period

The year-to-date returns for both stocks are quite close, with PSCSX having a -3.82% return and VTI slightly lower at -4.01%. Over the past 10 years, PSCSX has underperformed VTI with an annualized return of 9.82%, while VTI has yielded a comparatively higher 13.60% annualized 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%

VTI

1D
2.93%
1M
-5.00%
YTD
-4.01%
6M
-1.66%
1Y
18.11%
3Y*
17.84%
5Y*
10.46%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSCSX vs. VTI - Expense Ratio Comparison

PSCSX has a 0.70% expense ratio, which is higher than VTI's 0.03% expense ratio.


Return for Risk

PSCSX vs. VTI — Risk / Return Rank

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

PSCSX
PSCSX Risk / Return Rank: 3333
Overall Rank
PSCSX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
PSCSX Sortino Ratio Rank: 3535
Sortino Ratio Rank
PSCSX Omega Ratio Rank: 2828
Omega Ratio Rank
PSCSX Calmar Ratio Rank: 3636
Calmar Ratio Rank
PSCSX Martin Ratio Rank: 3434
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 6565
Overall Rank
VTI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6262
Sortino Ratio Rank
VTI Omega Ratio Rank: 6565
Omega Ratio Rank
VTI Calmar Ratio Rank: 6565
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
Martin Ratio Rank
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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Small Fund (PSCSX) and Vanguard Total Stock Market ETF (VTI). 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.


PSCSXVTIDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.96

-0.19

Sortino ratio

Return per unit of downside risk

1.20

1.48

-0.28

Omega ratio

Gain probability vs. loss probability

1.15

1.23

-0.07

Calmar ratio

Return relative to maximum drawdown

0.99

1.52

-0.53

Martin ratio

Return relative to average drawdown

3.69

7.26

-3.57

PSCSX vs. VTI - Sharpe Ratio Comparison

The current PSCSX Sharpe Ratio is 0.77, which is comparable to the VTI Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of PSCSX and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSCSXVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.96

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.60

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.75

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.48

-0.10

Correlation

The correlation between PSCSX and VTI is 0.88, 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. VTI - Dividend Comparison

PSCSX's dividend yield for the trailing twelve months is around 4.35%, more than VTI's 1.17% yield.


TTM20252024202320222021202020192018201720162015
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%
VTI
Vanguard Total Stock Market ETF
1.17%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Drawdowns

PSCSX vs. VTI - Drawdown Comparison

The maximum PSCSX drawdown since its inception was -58.02%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PSCSX and VTI.


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Drawdown Indicators


PSCSXVTIDifference

Max Drawdown

Largest peak-to-trough decline

-58.02%

-55.45%

-2.57%

Max Drawdown (1Y)

Largest decline over 1 year

-15.12%

-12.30%

-2.82%

Max Drawdown (5Y)

Largest decline over 5 years

-35.03%

-25.36%

-9.67%

Max Drawdown (10Y)

Largest decline over 10 years

-46.15%

-35.00%

-11.15%

Current Drawdown

Current decline from peak

-12.21%

-6.25%

-5.96%

Average Drawdown

Average peak-to-trough decline

-10.29%

-8.08%

-2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

2.58%

+1.62%

Volatility

PSCSX vs. VTI - Volatility Comparison

PIMCO StocksPLUS Small Fund (PSCSX) has a higher volatility of 7.13% compared to Vanguard Total Stock Market ETF (VTI) at 5.45%. This indicates that PSCSX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSCSXVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

5.45%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

15.00%

9.73%

+5.27%

Volatility (1Y)

Calculated over the trailing 1-year period

24.09%

19.01%

+5.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.39%

17.42%

+5.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.15%

18.29%

+5.86%