PSLDX vs. VWO
Compare and contrast key facts about PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) and Vanguard FTSE Emerging Markets ETF (VWO).
PSLDX is managed by PIMCO. It was launched on Aug 31, 2007. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSLDX or VWO.
Key characteristics
| PSLDX | VWO | |
|---|---|---|
| YTD Return | 24.50% | 14.73% |
| 1Y Return | 53.37% | 23.16% |
| 3Y Return (Ann) | -3.07% | 0.04% |
| 5Y Return (Ann) | 10.39% | 4.74% |
| 10Y Return (Ann) | 13.22% | 3.93% |
| Sharpe Ratio | 2.69 | 1.48 |
| Sortino Ratio | 3.55 | 2.13 |
| Omega Ratio | 1.44 | 1.27 |
| Calmar Ratio | 1.19 | 0.88 |
| Martin Ratio | 15.23 | 8.41 |
| Ulcer Index | 3.24% | 2.62% |
| Daily Std Dev | 18.33% | 14.87% |
| Max Drawdown | -79.57% | -67.68% |
| Current Drawdown | -10.08% | -7.65% |
Correlation
The correlation between PSLDX and VWO is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
PSLDX vs. VWO - Performance Comparison
In the year-to-date period, PSLDX achieves a 24.50% return, which is significantly higher than VWO's 14.73% return. Over the past 10 years, PSLDX has outperformed VWO with an annualized return of 13.22%, while VWO has yielded a comparatively lower 3.93% 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. VWO - Expense Ratio Comparison
PSLDX has a 0.61% expense ratio, which is higher than VWO's 0.08% expense ratio.
Risk-Adjusted Performance
PSLDX vs. VWO - 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 FTSE Emerging Markets ETF (VWO). 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. VWO - Dividend Comparison
PSLDX's dividend yield for the trailing twelve months is around 14.21%, more than VWO's 2.58% 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% |
VWO Vanguard FTSE Emerging Markets ETF | 2.58% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
Drawdowns
PSLDX vs. VWO - Drawdown Comparison
The maximum PSLDX drawdown since its inception was -79.57%, which is greater than VWO's maximum drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for PSLDX and VWO. For additional features, visit the drawdowns tool.
Volatility
PSLDX vs. VWO - Volatility Comparison
PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 4.86% and 4.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.