PSLDX vs. BWBIX
PSLDX (PIMCO StocksPLUS Long Duration Fund Class I) and BWBIX (Baron WealthBuilder Fund) are both Diversified Portfolio funds. Over the past 5 years, PSLDX returned 2.59%/yr vs 3.22%/yr for BWBIX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. PSLDX charges 0.61%/yr vs 0.05%/yr for BWBIX.
Performance
PSLDX vs. BWBIX - Performance Comparison
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Returns By Period
In the year-to-date period, PSLDX achieves a 4.37% return, which is significantly higher than BWBIX's 0.78% return.
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%
BWBIX
- 1D
- -0.64%
- 1M
- -5.41%
- 6M
- 2.24%
- YTD
- 0.78%
- 1Y
- 9.65%
- 3Y*
- 10.86%
- 5Y*
- 3.22%
- 10Y*
- —
- ALL TIME*
- 11.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PSLDX vs. BWBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PSLDX PIMCO StocksPLUS Long Duration Fund Class I | 4.37% | 20.34% | 15.41% | 27.93% | -43.18% | 25.85% | 37.80% | 60.43% | -4.69% |
BWBIX Baron WealthBuilder Fund | 0.78% | 10.23% | 19.62% | 25.77% | -32.58% | 14.76% | 62.85% | 36.41% | -12.02% |
Correlation
The correlation between PSLDX and BWBIX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (All Time) Calculated using the full available price history since May 21, 2018 | 0.74 |
The correlation between PSLDX and BWBIX has been stable across timeframes, ranging from 0.74 to 0.75 - a consistent structural relationship.
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Return for Risk
PSLDX vs. BWBIX — Risk / Return Rank
PSLDX
BWBIX
PSLDX vs. BWBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) and Baron WealthBuilder Fund (BWBIX). 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.
| PSLDX | BWBIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.09 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 0.64 | +0.52 |
| Martin ratioReturn relative to average drawdown | 4.40 | 1.96 | +2.44 |
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Drawdowns
PSLDX vs. BWBIX - Drawdown Comparison
The maximum PSLDX drawdown since its inception was -55.25%, which is greater than BWBIX's maximum drawdown of -39.14%. Use the drawdown chart below to compare losses from any high point for PSLDX and BWBIX.
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Drawdown Indicators
| PSLDX | BWBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.25% | -39.14% | -16.11% |
Max Drawdown (1Y)Largest decline over 1 year | -13.70% | -11.65% | -2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -24.03% | -21.59% | -2.44% |
Max Drawdown (5Y)Largest decline over 5 years | -49.32% | -39.14% | -10.18% |
Max Drawdown (10Y)Largest decline over 10 years | -49.32% | — | — |
Current DrawdownCurrent decline from peak | -5.42% | -5.90% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -10.58% | -11.55% | +0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 3.79% | -0.20% |
Volatility
PSLDX vs. BWBIX - Volatility Comparison
PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) has a higher volatility of 5.05% compared to Baron WealthBuilder Fund (BWBIX) at 4.30%. This indicates that PSLDX's price experiences larger fluctuations and is considered to be riskier than BWBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSLDX | BWBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.05% | 4.30% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 14.32% | 12.24% | +2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.44% | 16.10% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.92% | 21.31% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.39% | 23.09% | -1.70% |
PSLDX vs. BWBIX - Expense Ratio Comparison
PSLDX has a 0.61% expense ratio, which is higher than BWBIX's 0.05% expense ratio.
Dividends
PSLDX vs. BWBIX - Dividend Comparison
PSLDX's dividend yield for the trailing twelve months is around 11.41%, more than BWBIX's 7.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BWBIX Baron WealthBuilder Fund | 7.55% | 7.61% | 0.77% | 0.06% | 3.21% | 3.75% | 1.24% | 3.51% | 0.14% | 0.00% | 0.00% | 0.00% |
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
PSLDX and BWBIX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSLDX has higher volatility (5.05%) compared to BWBIX (4.30%). In terms of maximum drawdown, PSLDX dropped -55.25% vs BWBIX's -39.14%.
PSLDX currently has the higher Sharpe Ratio (0.91 vs 0.46), 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.
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