PSLDX vs. VWO

Last updated Jun 3, 2026

PSLDX (PIMCO StocksPLUS Long Duration Fund Class I) and VWO (Vanguard FTSE Emerging Markets ETF) are both funds - PSLDX is a Diversified Portfolio fund managed by PIMCO, while VWO is a Emerging Markets Equities fund tracking the FTSE Emerging Index. Over the past 10 years, PSLDX returned 14.63%/yr vs 9.01%/yr for VWO. A 0.59 correlation means they provide meaningful diversification when combined. PSLDX charges 0.61%/yr vs 0.08%/yr for VWO.

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.

Returns By Period

In the year-to-date period, PSLDX achieves a 10.00% return, which is significantly lower than VWO's 13.82% return. Over the past 10 years, PSLDX has outperformed VWO with an annualized return of 14.63%, while VWO has yielded a comparatively lower 9.01% annualized return.

PSLDX

• 1D: 0.21%
• 1M: 5.66%
• YTD: 10.00%
• 6M: 9.38%
• 1Y: 34.01%
• 3Y*: 19.48%
• 5Y*: 5.94%
• 10Y*: 14.63%

VWO

• 1D: 1.27%
• 1M: 3.73%
• YTD: 13.82%
• 6M: 15.26%
• 1Y: 32.89%
• 3Y*: 18.58%
• 5Y*: 5.66%
• 10Y*: 9.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PSLDX vs. VWO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSLDX PIMCO StocksPLUS Long Duration Fund Class I	10.00%	20.34%	15.41%	27.93%	-43.18%	25.85%	37.80%	60.43%	-9.31%	33.07%
VWO Vanguard FTSE Emerging Markets ETF	13.82%	25.60%	10.59%	9.25%	-17.98%	1.26%	15.17%	20.75%	-14.76%	31.49%

Correlation

The correlation between PSLDX and VWO is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (10Y) Calculated over the trailing 10-year period	0.55
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007	0.59

The correlation between PSLDX and VWO shifts across timeframes, from 0.53 (5 years) to 0.68 (1 year), reflecting how their relationship changes across market environments.

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: 45
PSLDX Sharpe Ratio Rank: 49
PSLDX Sortino Ratio Rank: 44
PSLDX Omega Ratio Rank: 45
PSLDX Calmar Ratio Rank: 41
PSLDX Martin Ratio Rank: 48

VWO

VWO Risk / Return Rank: 61
VWO Sharpe Ratio Rank: 62
VWO Sortino Ratio Rank: 61
VWO Omega Ratio Rank: 63
VWO Calmar Ratio Rank: 60
VWO Martin Ratio Rank: 61

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.

	PSLDX	VWO	Difference
Sharpe ratio Return per unit of total volatility	2.07	2.09	-0.02
Sortino ratio Return per unit of downside risk	2.77	2.88	-0.11
Omega ratio Gain probability vs. loss probability	1.37	1.39	-0.02
Calmar ratio Return relative to maximum drawdown	2.48	3.03	-0.55
Martin ratio Return relative to average drawdown	10.05	10.94	-0.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSLDX vs. VWO - Sharpe Ratio Comparison

The current PSLDX Sharpe Ratio is 2.07, which is comparable to the VWO Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of PSLDX and VWO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PSLDX	VWO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.07	2.09	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	0.33	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.47	+0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.27	+0.40

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.

Drawdown Indicators

	PSLDX	VWO	Difference
Max Drawdown Largest peak-to-trough decline	-55.25%	-67.68%	+12.43%
Max Drawdown (1Y) Largest decline over 1 year	-13.70%	-11.17%	-2.53%
Max Drawdown (3Y) Largest decline over 3 years	-24.03%	-17.37%	-6.66%
Max Drawdown (5Y) Largest decline over 5 years	-49.32%	-32.64%	-16.68%
Max Drawdown (10Y) Largest decline over 10 years	-49.32%	-36.39%	-12.93%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-10.65%	-15.82%	+5.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.38%	3.09%	+0.29%

Volatility

PSLDX vs. VWO - Volatility Comparison

PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 5.38% and 5.41%, 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.

Volatility by Period

	PSLDX	VWO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.38%	5.41%	-0.03%
Volatility (6M) Calculated over the trailing 6-month period	13.18%	13.13%	+0.05%
Volatility (1Y) Calculated over the trailing 1-year period	16.37%	15.83%	+0.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.71%	17.36%	+5.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.32%	19.20%	+2.12%

PSLDX vs. VWO - Expense Ratio Comparison

PSLDX has a 0.61% expense ratio, which is higher than VWO's 0.08% expense ratio.

Dividends

PSLDX vs. VWO - Dividend Comparison

PSLDX's dividend yield for the trailing twelve months is around 9.46%, more than VWO's 2.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PSLDX PIMCO StocksPLUS Long Duration Fund Class I	9.46%	12.92%	15.23%	3.67%	2.66%	38.80%	12.89%	18.91%	15.58%	24.52%	11.55%	12.08%
VWO Vanguard FTSE Emerging Markets ETF	2.37%	2.79%	3.20%	3.52%	4.11%	2.63%	1.91%	3.23%	2.88%	2.30%	2.52%	3.26%

Frequently Asked Questions

Can I hold both PSLDX and VWO in my portfolio?

PSLDX and VWO have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSLDX or VWO?

VWO has higher volatility (5.41%) compared to PSLDX (5.38%). In terms of maximum drawdown, PSLDX dropped -55.25% vs VWO's -67.68%.

Which has better risk-adjusted returns?

VWO currently has the higher Sharpe Ratio (2.09 vs 2.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.