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PSLDX vs. VWO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSLDX vs. VWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) and Vanguard FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

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PSLDX vs. VWO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSLDX
PIMCO StocksPLUS Long Duration Fund Class I
-6.30%12.26%17.15%27.92%-43.18%25.85%37.80%60.43%-9.31%33.07%
VWO
Vanguard FTSE Emerging Markets ETF
0.84%25.60%10.59%9.25%-17.98%1.26%15.17%20.75%-14.76%31.49%

Returns By Period

In the year-to-date period, PSLDX achieves a -6.30% return, which is significantly lower than VWO's 0.84% return. Over the past 10 years, PSLDX has outperformed VWO with an annualized return of 12.72%, while VWO has yielded a comparatively lower 7.66% annualized return.


PSLDX

1D
3.18%
1M
-8.98%
YTD
-6.30%
6M
-11.47%
1Y
5.69%
3Y*
11.86%
5Y*
2.79%
10Y*
12.72%

VWO

1D
0.30%
1M
-5.29%
YTD
0.84%
6M
1.39%
1Y
22.71%
3Y*
13.84%
5Y*
3.90%
10Y*
7.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

PSLDX vs. VWO — Risk / Return Rank

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

PSLDX
PSLDX Risk / Return Rank: 1111
Overall Rank
PSLDX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PSLDX Sortino Ratio Rank: 1111
Sortino Ratio Rank
PSLDX Omega Ratio Rank: 1111
Omega Ratio Rank
PSLDX Calmar Ratio Rank: 1313
Calmar Ratio Rank
PSLDX Martin Ratio Rank: 1212
Martin Ratio Rank

VWO
VWO Risk / Return Rank: 7070
Overall Rank
VWO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VWO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VWO Omega Ratio Rank: 6969
Omega Ratio Rank
VWO Calmar Ratio Rank: 7171
Calmar Ratio Rank
VWO Martin Ratio Rank: 6868
Martin Ratio Rank
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. VWO - Risk-Adjusted Trends 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.


PSLDXVWODifference

Sharpe ratio

Return per unit of total volatility

0.28

1.28

-1.00

Sortino ratio

Return per unit of downside risk

0.55

1.80

-1.26

Omega ratio

Gain probability vs. loss probability

1.08

1.26

-0.18

Calmar ratio

Return relative to maximum drawdown

0.37

1.89

-1.52

Martin ratio

Return relative to average drawdown

1.11

7.18

-6.07

PSLDX vs. VWO - Sharpe Ratio Comparison

The current PSLDX Sharpe Ratio is 0.28, which is lower than the VWO Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of PSLDX and VWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSLDXVWODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

1.28

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.23

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.40

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.25

+0.37

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.


Dividends

PSLDX vs. VWO - Dividend Comparison

PSLDX's dividend yield for the trailing twelve months is around 3.30%, more than VWO's 2.68% yield.


TTM20252024202320222021202020192018201720162015
PSLDX
PIMCO StocksPLUS Long Duration Fund Class I
3.30%5.60%16.73%3.67%2.66%38.80%12.89%18.91%15.58%24.52%11.55%12.08%
VWO
Vanguard FTSE Emerging Markets ETF
2.68%2.79%3.20%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%

Drawdowns

PSLDX vs. VWO - Drawdown Comparison

The maximum PSLDX drawdown since its inception was -55.25%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for PSLDX and VWO.


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Drawdown Indicators


PSLDXVWODifference

Max Drawdown

Largest peak-to-trough decline

-55.25%

-67.68%

+12.43%

Max Drawdown (1Y)

Largest decline over 1 year

-19.25%

-12.23%

-7.02%

Max Drawdown (5Y)

Largest decline over 5 years

-49.32%

-32.80%

-16.52%

Max Drawdown (10Y)

Largest decline over 10 years

-49.32%

-36.39%

-12.93%

Current Drawdown

Current decline from peak

-15.88%

-8.13%

-7.75%

Average Drawdown

Average peak-to-trough decline

-10.70%

-15.93%

+5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.38%

3.22%

+3.16%

Volatility

PSLDX vs. VWO - Volatility Comparison

PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) has a higher volatility of 8.39% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 7.41%. This indicates that PSLDX's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSLDXVWODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.39%

7.41%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

14.38%

12.26%

+2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

24.15%

17.83%

+6.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.90%

17.21%

+5.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.33%

19.18%

+2.15%