PSLDX vs. PCN

Last updated Apr 1, 2026

Compare and contrast key facts about PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) and PIMCO Corporate & Income Strategy Fund (PCN).

PSLDX is managed by PIMCO. It was launched on Aug 31, 2007. PCN is managed by PIMCO. It was launched on Dec 20, 2001.

Performance

PSLDX vs. PCN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) and PIMCO Corporate & Income Strategy Fund (PCN). The values are adjusted to include any dividend payments, if applicable.

PSLDX vs. PCN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSLDX PIMCO StocksPLUS Long Duration Fund Class I	-9.19%	12.26%	17.15%	27.92%	-43.18%	25.85%	37.80%	60.43%	-9.31%	33.07%
PCN PIMCO Corporate & Income Strategy Fund	-4.21%	5.55%	19.52%	16.22%	-22.88%	6.93%	-2.19%	39.10%	-5.94%	26.20%

Returns By Period

In the year-to-date period, PSLDX achieves a -9.19% return, which is significantly lower than PCN's -4.21% return. Over the past 10 years, PSLDX has outperformed PCN with an annualized return of 12.36%, while PCN has yielded a comparatively lower 8.27% annualized return.

PSLDX

• 1D: 0.96%
• 1M: -12.58%
• YTD: -9.19%
• 6M: -13.68%
• 1Y: 3.47%
• 3Y*: 10.69%
• 5Y*: 2.64%
• 10Y*: 12.36%

PCN

• 1D: 3.48%
• 1M: -4.53%
• YTD: -4.21%
• 6M: -6.22%
• 1Y: -3.05%
• 3Y*: 8.96%
• 5Y*: 2.37%
• 10Y*: 8.27%

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

PSLDX vs. PCN - Expense Ratio Comparison

PSLDX has a 0.61% expense ratio, which is lower than PCN's 0.85% expense ratio.

PCN

PIMCO Corporate & Income Strategy Fund

PSLDX

PIMCO StocksPLUS Long Duration Fund Class I

Return for Risk

PSLDX vs. PCN — Risk / Return Rank

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

PSLDX

PSLDX Risk / Return Rank: 10
PSLDX Sharpe Ratio Rank: 10
PSLDX Sortino Ratio Rank: 10
PSLDX Omega Ratio Rank: 11
PSLDX Calmar Ratio Rank: 9
PSLDX Martin Ratio Rank: 9

PCN

PCN Risk / Return Rank: 3
PCN Sharpe Ratio Rank: 3
PCN Sortino Ratio Rank: 3
PCN Omega Ratio Rank: 3
PCN Calmar Ratio Rank: 4
PCN Martin Ratio Rank: 3

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.

PSLDX vs. PCN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) and PIMCO Corporate & Income Strategy Fund (PCN). 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.

	PSLDX	PCN	Difference
Sharpe ratio Return per unit of total volatility	0.20	-0.20	+0.39
Sortino ratio Return per unit of downside risk	0.43	-0.15	+0.58
Omega ratio Gain probability vs. loss probability	1.06	0.97	+0.09
Calmar ratio Return relative to maximum drawdown	0.16	-0.20	+0.36
Martin ratio Return relative to average drawdown	0.49	-0.66	+1.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSLDX vs. PCN - Sharpe Ratio Comparison

The current PSLDX Sharpe Ratio is 0.20, which is higher than the PCN Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of PSLDX and PCN, 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

	PSLDX	PCN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.20	-0.20	+0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.12	0.14	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.38	+0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.39	+0.22

Correlation

The correlation between PSLDX and PCN is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

PSLDX vs. PCN - Dividend Comparison

PSLDX's dividend yield for the trailing twelve months is around 3.40%, less than PCN's 11.34% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PSLDX PIMCO StocksPLUS Long Duration Fund Class I	3.40%	5.60%	16.73%	3.67%	2.66%	38.80%	12.89%	18.91%	15.58%	24.52%	11.55%	12.08%
PCN PIMCO Corporate & Income Strategy Fund	11.34%	10.58%	10.06%	10.88%	12.66%	7.89%	7.83%	7.37%	9.60%	7.85%	11.98%	10.22%

Drawdowns

PSLDX vs. PCN - Drawdown Comparison

The maximum PSLDX drawdown since its inception was -55.25%, smaller than the maximum PCN drawdown of -61.12%. Use the drawdown chart below to compare losses from any high point for PSLDX and PCN.

Drawdown Indicators

	PSLDX	PCN	Difference
Max Drawdown Largest peak-to-trough decline	-55.25%	-61.12%	+5.87%
Max Drawdown (1Y) Largest decline over 1 year	-19.25%	-13.78%	-5.47%
Max Drawdown (5Y) Largest decline over 5 years	-49.32%	-33.39%	-15.93%
Max Drawdown (10Y) Largest decline over 10 years	-49.32%	-50.27%	+0.95%
Current Drawdown Current decline from peak	-18.47%	-6.71%	-11.76%
Average Drawdown Average peak-to-trough decline	-10.70%	-7.22%	-3.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.30%	4.32%	+1.98%

Volatility

PSLDX vs. PCN - Volatility Comparison

PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) has a higher volatility of 7.50% compared to PIMCO Corporate & Income Strategy Fund (PCN) at 5.81%. This indicates that PSLDX's price experiences larger fluctuations and is considered to be riskier than PCN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSLDX	PCN	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.50%	5.81%	+1.69%
Volatility (6M) Calculated over the trailing 6-month period	14.03%	8.64%	+5.39%
Volatility (1Y) Calculated over the trailing 1-year period	23.99%	15.69%	+8.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.86%	16.55%	+6.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.31%	21.97%	-0.66%