PSLDX vs. PSPTX

Last updated Jun 3, 2026

PSLDX (PIMCO StocksPLUS Long Duration Fund Class I) and PSPTX (PIMCO StocksPLUS Absolute Return Fund) are both mutual funds - PSLDX is a Diversified Portfolio fund managed by PIMCO, while PSPTX is a Large Cap Blend Equities fund managed by PIMCO. Over the past 10 years, PSLDX returned 14.63%/yr vs 15.68%/yr for PSPTX. Their correlation of 0.81 suggests significant overlap in exposure. PSLDX charges 0.61%/yr vs 0.65%/yr for PSPTX.

Performance

PSLDX vs. PSPTX - 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 StocksPLUS Absolute Return Fund (PSPTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSLDX achieves a 10.00% return, which is significantly lower than PSPTX's 10.79% return. Over the past 10 years, PSLDX has underperformed PSPTX with an annualized return of 14.63%, while PSPTX has yielded a comparatively higher 15.68% annualized return.

PSLDX

• 1D: 0.21%
• 1M: 5.66%
• YTD: 10.00%
• 6M: 9.38%
• 1Y: 34.01%
• 3Y*: 19.48%
• 5Y*: 5.94%
• 10Y*: 14.63%

PSPTX

• 1D: 0.21%
• 1M: 5.47%
• YTD: 10.79%
• 6M: 7.62%
• 1Y: 26.96%
• 3Y*: 22.31%
• 5Y*: 12.57%
• 10Y*: 15.68%

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

PSLDX vs. PSPTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSLDX PIMCO StocksPLUS Long Duration Fund Class I	10.00%	20.34%	15.41%	27.93%	-43.18%	25.85%	37.80%	60.43%	-9.31%	33.07%
PSPTX PIMCO StocksPLUS Absolute Return Fund	10.79%	16.07%	25.78%	26.92%	-22.08%	27.99%	18.86%	36.66%	-5.65%	23.90%

Correlation

The correlation between PSLDX and PSPTX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007	0.81

The correlation between PSLDX and PSPTX has been stable across timeframes, ranging from 0.79 to 0.88 - a consistent structural relationship.

Return for Risk

PSLDX vs. PSPTX — Risk / Return Rank

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

PSLDX

PSLDX Risk / Return Rank: 45
PSLDX Sharpe Ratio Rank: 49
PSLDX Sortino Ratio Rank: 44
PSLDX Omega Ratio Rank: 45
PSLDX Calmar Ratio Rank: 41
PSLDX Martin Ratio Rank: 48

PSPTX

PSPTX Risk / Return Rank: 43
PSPTX Sharpe Ratio Rank: 50
PSPTX Sortino Ratio Rank: 43
PSPTX Omega Ratio Rank: 49
PSPTX Calmar Ratio Rank: 34
PSPTX Martin Ratio Rank: 38

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. PSPTX - 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 StocksPLUS Absolute Return Fund (PSPTX). 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	PSPTX	Difference
Sharpe ratio Return per unit of total volatility	2.07	2.09	-0.01
Sortino ratio Return per unit of downside risk	2.77	2.76	+0.01
Omega ratio Gain probability vs. loss probability	1.37	1.38	-0.02
Calmar ratio Return relative to maximum drawdown	2.48	2.23	+0.25
Martin ratio Return relative to average drawdown	10.05	8.52	+1.53
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. PSPTX - Sharpe Ratio Comparison

The current PSLDX Sharpe Ratio is 2.07, which is comparable to the PSPTX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of PSLDX and PSPTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PSLDX	PSPTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.07	2.09	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	0.71	-0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.83	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.61	+0.07

Drawdowns

PSLDX vs. PSPTX - Drawdown Comparison

The maximum PSLDX drawdown since its inception was -55.25%, smaller than the maximum PSPTX drawdown of -61.82%. Use the drawdown chart below to compare losses from any high point for PSLDX and PSPTX.

Drawdown Indicators

	PSLDX	PSPTX	Difference
Max Drawdown Largest peak-to-trough decline	-55.25%	-61.82%	+6.57%
Max Drawdown (1Y) Largest decline over 1 year	-13.70%	-12.70%	-1.00%
Max Drawdown (3Y) Largest decline over 3 years	-24.03%	-19.80%	-4.23%
Max Drawdown (5Y) Largest decline over 5 years	-49.32%	-28.53%	-20.79%
Max Drawdown (10Y) Largest decline over 10 years	-49.32%	-39.47%	-9.85%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-10.65%	-6.76%	-3.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.38%	3.32%	+0.06%

Volatility

PSLDX vs. PSPTX - Volatility Comparison

PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) has a higher volatility of 5.38% compared to PIMCO StocksPLUS Absolute Return Fund (PSPTX) at 3.36%. This indicates that PSLDX's price experiences larger fluctuations and is considered to be riskier than PSPTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSLDX	PSPTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.38%	3.36%	+2.02%
Volatility (6M) Calculated over the trailing 6-month period	13.18%	10.68%	+2.50%
Volatility (1Y) Calculated over the trailing 1-year period	16.37%	13.37%	+3.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.71%	17.75%	+4.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.32%	18.92%	+2.40%

PSLDX vs. PSPTX - Expense Ratio Comparison

PSLDX has a 0.61% expense ratio, which is lower than PSPTX's 0.65% expense ratio.

Dividends

PSLDX vs. PSPTX - Dividend Comparison

PSLDX's dividend yield for the trailing twelve months is around 9.46%, less than PSPTX's 12.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PSLDX PIMCO StocksPLUS Long Duration Fund Class I	9.46%	12.92%	15.23%	3.67%	2.66%	38.80%	12.89%	18.91%	15.58%	24.52%	11.55%	12.08%
PSPTX PIMCO StocksPLUS Absolute Return Fund	12.11%	14.54%	10.60%	2.60%	4.72%	32.14%	4.56%	11.00%	11.46%	17.93%	0.16%	5.71%

Frequently Asked Questions

Can I hold both PSLDX and PSPTX in my portfolio?

PSLDX and PSPTX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSLDX or PSPTX?

PSLDX has higher volatility (5.38%) compared to PSPTX (3.36%). In terms of maximum drawdown, PSLDX dropped -55.25% vs PSPTX's -61.82%.

Which has better risk-adjusted returns?

PSPTX currently has the higher Sharpe Ratio (2.09 vs 2.07), 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.