PSLDX vs. USFR
Compare and contrast key facts about PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR).
PSLDX is managed by PIMCO. It was launched on Aug 31, 2007. USFR is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg U.S. Treasury Floating Rate Bond Index. It was launched on Feb 4, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSLDX or USFR.
Key characteristics
| PSLDX | USFR | |
|---|---|---|
| YTD Return | -1.30% | 2.03% |
| 1Y Return | 11.79% | 5.53% |
| 3Y Return (Ann) | -4.39% | 3.02% |
| 5Y Return (Ann) | 8.50% | 2.17% |
| 10Y Return (Ann) | 12.09% | 2.11% |
| Sharpe Ratio | 0.59 | 15.07 |
| Daily Std Dev | 20.81% | 0.37% |
| Max Drawdown | -79.57% | -1.36% |
| Current Drawdown | -28.72% | 0.00% |
Correlation
The correlation between PSLDX and USFR is 0.01, 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.
Performance
PSLDX vs. USFR - Performance Comparison
In the year-to-date period, PSLDX achieves a -1.30% return, which is significantly lower than USFR's 2.03% return. Over the past 10 years, PSLDX has outperformed USFR with an annualized return of 12.09%, while USFR has yielded a comparatively lower 2.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PSLDX vs. USFR - Expense Ratio Comparison
PSLDX has a 0.61% expense ratio, which is higher than USFR's 0.15% expense ratio.
Risk-Adjusted Performance
PSLDX vs. USFR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR). 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.
Dividends
PSLDX vs. USFR - Dividend Comparison
PSLDX's dividend yield for the trailing twelve months is around 8.52%, more than USFR's 5.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSLDX PIMCO StocksPLUS Long Duration Fund Class I | 8.52% | 3.67% | 2.66% | 38.80% | 11.13% | 14.09% | 15.58% | 24.52% | 11.54% | 12.08% | 23.01% | 43.03% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 5.35% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 0.00% | 0.00% | 0.00% |
Drawdowns
PSLDX vs. USFR - Drawdown Comparison
The maximum PSLDX drawdown since its inception was -79.57%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for PSLDX and USFR. For additional features, visit the drawdowns tool.
Volatility
PSLDX vs. USFR - Volatility Comparison
PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) has a higher volatility of 5.80% compared to WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that PSLDX's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.