PSLDX vs. VTSAX
Compare and contrast key facts about PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
PSLDX is managed by PIMCO. It was launched on Aug 31, 2007. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSLDX or VTSAX.
Key characteristics
| PSLDX | VTSAX | |
|---|---|---|
| YTD Return | 24.50% | 26.26% |
| 1Y Return | 53.37% | 40.42% |
| 3Y Return (Ann) | -3.07% | 8.66% |
| 5Y Return (Ann) | 10.39% | 15.35% |
| 10Y Return (Ann) | 13.22% | 12.89% |
| Sharpe Ratio | 2.69 | 3.08 |
| Sortino Ratio | 3.55 | 4.11 |
| Omega Ratio | 1.44 | 1.57 |
| Calmar Ratio | 1.19 | 4.19 |
| Martin Ratio | 15.23 | 20.10 |
| Ulcer Index | 3.24% | 1.95% |
| Daily Std Dev | 18.33% | 12.73% |
| Max Drawdown | -79.57% | -55.34% |
| Current Drawdown | -10.08% | 0.00% |
Correlation
The correlation between PSLDX and VTSAX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PSLDX vs. VTSAX - Performance Comparison
In the year-to-date period, PSLDX achieves a 24.50% return, which is significantly lower than VTSAX's 26.26% return. Both investments have delivered pretty close results over the past 10 years, with PSLDX having a 13.22% annualized return and VTSAX not far behind at 12.89%. 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. VTSAX - Expense Ratio Comparison
PSLDX has a 0.61% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Risk-Adjusted Performance
PSLDX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
PSLDX's dividend yield for the trailing twelve months is around 14.21%, more than VTSAX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSLDX PIMCO StocksPLUS Long Duration Fund Class I | 14.21% | 3.67% | 2.66% | 38.80% | 11.13% | 14.09% | 15.58% | 24.51% | 11.55% | 12.08% | 23.01% | 43.03% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
PSLDX vs. VTSAX - Drawdown Comparison
The maximum PSLDX drawdown since its inception was -79.57%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for PSLDX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
PSLDX vs. VTSAX - Volatility Comparison
PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) has a higher volatility of 4.86% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.07%. This indicates that PSLDX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.