PSLDX vs. PTSAX
Compare and contrast key facts about PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) and PIMCO Total Return ESG Fund (PTSAX).
PSLDX is managed by PIMCO. It was launched on Aug 31, 2007. PTSAX is managed by PIMCO. It was launched on May 1, 1991.
Performance
PSLDX vs. PTSAX - Performance Comparison
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PSLDX vs. PTSAX - 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% |
PTSAX PIMCO Total Return ESG Fund | -1.05% | 8.56% | 2.31% | 5.50% | -16.17% | -1.07% | 8.98% | 8.97% | -0.78% | 4.46% |
Returns By Period
In the year-to-date period, PSLDX achieves a -9.19% return, which is significantly lower than PTSAX's -1.05% return. Over the past 10 years, PSLDX has outperformed PTSAX with an annualized return of 12.36%, while PTSAX has yielded a comparatively lower 1.79% 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%
PTSAX
- 1D
- 0.52%
- 1M
- -3.12%
- YTD
- -1.05%
- 6M
- 0.44%
- 1Y
- 3.91%
- 3Y*
- 4.08%
- 5Y*
- -0.15%
- 10Y*
- 1.79%
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PSLDX vs. PTSAX - Expense Ratio Comparison
PSLDX has a 0.61% expense ratio, which is higher than PTSAX's 0.51% expense ratio.
Return for Risk
PSLDX vs. PTSAX — Risk / Return Rank
PSLDX
PTSAX
PSLDX vs. PTSAX - 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 Total Return ESG Fund (PTSAX). 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 | PTSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.20 | 0.94 | -0.74 |
Sortino ratioReturn per unit of downside risk | 0.43 | 1.32 | -0.89 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.17 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.16 | 1.36 | -1.20 |
Martin ratioReturn relative to average drawdown | 0.49 | 4.13 | -3.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSLDX | PTSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | 0.94 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | -0.02 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.36 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 1.10 | -0.49 |
Correlation
The correlation between PSLDX and PTSAX is 0.38, 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. PTSAX - Dividend Comparison
PSLDX's dividend yield for the trailing twelve months is around 3.40%, less than PTSAX's 3.60% 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% |
PTSAX PIMCO Total Return ESG Fund | 3.60% | 3.87% | 3.89% | 3.32% | 3.68% | 2.96% | 4.60% | 3.48% | 2.56% | 2.03% | 2.96% | 4.71% |
Drawdowns
PSLDX vs. PTSAX - Drawdown Comparison
The maximum PSLDX drawdown since its inception was -55.25%, which is greater than PTSAX's maximum drawdown of -21.12%. Use the drawdown chart below to compare losses from any high point for PSLDX and PTSAX.
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Drawdown Indicators
| PSLDX | PTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.25% | -21.12% | -34.13% |
Max Drawdown (1Y)Largest decline over 1 year | -19.25% | -3.63% | -15.62% |
Max Drawdown (5Y)Largest decline over 5 years | -49.32% | -21.12% | -28.20% |
Max Drawdown (10Y)Largest decline over 10 years | -49.32% | -21.12% | -28.20% |
Current DrawdownCurrent decline from peak | -18.47% | -4.12% | -14.35% |
Average DrawdownAverage peak-to-trough decline | -10.70% | -2.47% | -8.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.30% | 1.19% | +5.11% |
Volatility
PSLDX vs. PTSAX - Volatility Comparison
PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) has a higher volatility of 7.50% compared to PIMCO Total Return ESG Fund (PTSAX) at 1.95%. This indicates that PSLDX's price experiences larger fluctuations and is considered to be riskier than PTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSLDX | PTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 1.95% | +5.55% |
Volatility (6M)Calculated over the trailing 6-month period | 14.03% | 2.90% | +11.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.99% | 4.84% | +19.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.86% | 6.05% | +16.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.31% | 5.05% | +16.26% |