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PSKIX vs. FSPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSKIX and FSPGX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

PSKIX vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO StocksPLUS International Fund (Unhedged) (PSKIX) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%December2025FebruaryMarchAprilMay
39.89%
307.64%
PSKIX
FSPGX

Key characteristics

Sharpe Ratio

PSKIX:

0.71

FSPGX:

0.52

Sortino Ratio

PSKIX:

1.03

FSPGX:

0.89

Omega Ratio

PSKIX:

1.15

FSPGX:

1.13

Calmar Ratio

PSKIX:

0.47

FSPGX:

0.56

Martin Ratio

PSKIX:

2.43

FSPGX:

1.90

Ulcer Index

PSKIX:

5.18%

FSPGX:

6.90%

Daily Std Dev

PSKIX:

17.77%

FSPGX:

24.99%

Max Drawdown

PSKIX:

-65.31%

FSPGX:

-32.66%

Current Drawdown

PSKIX:

-13.77%

FSPGX:

-10.80%

Returns By Period

In the year-to-date period, PSKIX achieves a 12.88% return, which is significantly higher than FSPGX's -7.05% return.


PSKIX

YTD

12.88%

1M

18.26%

6M

10.61%

1Y

11.13%

5Y*

6.06%

10Y*

1.30%

FSPGX

YTD

-7.05%

1M

14.21%

6M

-4.36%

1Y

11.65%

5Y*

17.09%

10Y*

N/A

*Annualized

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PSKIX vs. FSPGX - Expense Ratio Comparison

PSKIX has a 0.65% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


Risk-Adjusted Performance

PSKIX vs. FSPGX — Risk-Adjusted Performance Rank

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

PSKIX
The Risk-Adjusted Performance Rank of PSKIX is 6262
Overall Rank
The Sharpe Ratio Rank of PSKIX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of PSKIX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of PSKIX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of PSKIX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of PSKIX is 6161
Martin Ratio Rank

FSPGX
The Risk-Adjusted Performance Rank of FSPGX is 5252
Overall Rank
The Sharpe Ratio Rank of FSPGX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PSKIX vs. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS International Fund (Unhedged) (PSKIX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.


The current PSKIX Sharpe Ratio is 0.71, which is higher than the FSPGX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of PSKIX and FSPGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.63
0.47
PSKIX
FSPGX

Dividends

PSKIX vs. FSPGX - Dividend Comparison

PSKIX's dividend yield for the trailing twelve months is around 7.32%, more than FSPGX's 0.40% yield.


TTM20242023202220212020201920182017201620152014
PSKIX
PIMCO StocksPLUS International Fund (Unhedged)
7.32%15.67%2.10%3.72%31.35%0.58%1.78%6.20%4.46%0.00%6.77%5.30%
FSPGX
Fidelity Large Cap Growth Index Fund
0.40%0.37%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%0.00%0.00%

Drawdowns

PSKIX vs. FSPGX - Drawdown Comparison

The maximum PSKIX drawdown since its inception was -65.31%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for PSKIX and FSPGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-13.77%
-10.80%
PSKIX
FSPGX

Volatility

PSKIX vs. FSPGX - Volatility Comparison

The current volatility for PIMCO StocksPLUS International Fund (Unhedged) (PSKIX) is 7.42%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 14.00%. This indicates that PSKIX experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
7.42%
14.00%
PSKIX
FSPGX