PSPCX vs. PSLDX

Last updated Jun 4, 2026

PSPCX (PIMCO StocksPLUS Fund Class C) and PSLDX (PIMCO StocksPLUS Long Duration Fund Class I) are both mutual funds - PSPCX is a S&P 500 fund actively managed by PIMCO, while PSLDX is a Diversified Portfolio fund managed by PIMCO. Over the past 10 years, PSPCX returned 14.35%/yr vs 14.66%/yr for PSLDX. A 0.78 correlation means they provide meaningful diversification when combined. PSPCX charges 1.69%/yr vs 0.61%/yr for PSLDX.

Performance

PSPCX vs. PSLDX - Performance Comparison

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

Returns By Period

In the year-to-date period, PSPCX achieves a 11.39% return, which is significantly higher than PSLDX's 10.35% return. Both investments have delivered pretty close results over the past 10 years, with PSPCX having a 14.35% annualized return and PSLDX not far ahead at 14.66%.

PSPCX

• 1D: 0.10%
• 1M: 5.77%
• YTD: 11.39%
• 6M: 2.98%
• 1Y: 18.68%
• 3Y*: 17.54%
• 5Y*: 9.99%
• 10Y*: 14.35%

PSLDX

• 1D: 0.32%
• 1M: 7.19%
• YTD: 10.35%
• 6M: 9.08%
• 1Y: 33.67%
• 3Y*: 19.60%
• 5Y*: 6.18%
• 10Y*: 14.66%

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

PSPCX vs. PSLDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSPCX PIMCO StocksPLUS Fund Class C	11.39%	7.00%	22.72%	24.17%	-21.92%	26.86%	17.29%	47.57%	-6.34%	21.34%
PSLDX PIMCO StocksPLUS Long Duration Fund Class I	10.35%	20.34%	15.41%	27.93%	-43.18%	25.85%	37.80%	60.43%	-9.31%	33.07%

Correlation

The correlation between PSPCX and PSLDX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007	0.78

The correlation between PSPCX and PSLDX has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.

Return for Risk

PSPCX vs. PSLDX — Risk / Return Rank

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

PSPCX

PSPCX Risk / Return Rank: 18
PSPCX Sharpe Ratio Rank: 22
PSPCX Sortino Ratio Rank: 16
PSPCX Omega Ratio Rank: 28
PSPCX Calmar Ratio Rank: 14
PSPCX Martin Ratio Rank: 13

PSLDX

PSLDX Risk / Return Rank: 47
PSLDX Sharpe Ratio Rank: 51
PSLDX Sortino Ratio Rank: 46
PSLDX Omega Ratio Rank: 47
PSLDX Calmar Ratio Rank: 44
PSLDX Martin Ratio Rank: 49

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.

PSPCX vs. PSLDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Fund Class C (PSPCX) and PIMCO StocksPLUS Long Duration Fund Class I (PSLDX). 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.

	PSPCX	PSLDX	Difference
Sharpe ratio: Return per unit of total volatility	1.34	2.12	-0.78
Sortino ratio: Return per unit of downside risk	1.67	2.82	-1.16
Omega ratio: Gain probability vs. loss probability	1.28	1.37	-0.09
Calmar ratio: Return relative to maximum drawdown	1.25	2.53	-1.28
Martin ratio: Return relative to average drawdown	3.65	10.23	-6.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSPCX vs. PSLDX - Sharpe Ratio Comparison

The current PSPCX Sharpe Ratio is 1.34, which is lower than the PSLDX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of PSPCX and PSLDX, 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

	PSPCX	PSLDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.34	2.12	-0.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.27	+0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	0.69	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.67	-0.22

Drawdowns

PSPCX vs. PSLDX - Drawdown Comparison

The maximum PSPCX drawdown since its inception was -63.07%, which is greater than PSLDX's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PSPCX and PSLDX.

Drawdown Indicators

	PSPCX	PSLDX	Difference
Max Drawdown Largest peak-to-trough decline	-63.07%	-55.25%	-7.82%
Max Drawdown (1Y) Largest decline over 1 year	-15.74%	-13.70%	-2.04%
Max Drawdown (3Y) Largest decline over 3 years	-20.40%	-24.03%	+3.63%
Max Drawdown (5Y) Largest decline over 5 years	-27.83%	-49.32%	+21.49%
Max Drawdown (10Y) Largest decline over 10 years	-36.46%	-49.32%	+12.86%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-10.96%	-10.65%	-0.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.34%	3.38%	+1.96%

Volatility

PSPCX vs. PSLDX - Volatility Comparison

The current volatility for PIMCO StocksPLUS Fund Class C (PSPCX) is 2.74%, while PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) has a volatility of 5.37%. This indicates that PSPCX experiences smaller price fluctuations and is considered to be less risky than PSLDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSPCX	PSLDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.74%	5.37%	-2.63%
Volatility (6M) Calculated over the trailing 6-month period	12.51%	13.18%	-0.67%
Volatility (1Y) Calculated over the trailing 1-year period	14.61%	16.34%	-1.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.62%	22.71%	-5.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.91%	21.32%	-2.41%

PSPCX vs. PSLDX - Expense Ratio Comparison

PSPCX has a 1.69% expense ratio, which is higher than PSLDX's 0.61% expense ratio.

Dividends

PSPCX vs. PSLDX - Dividend Comparison

PSPCX's dividend yield for the trailing twelve months is around 16.23%, more than PSLDX's 9.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PSLDX PIMCO StocksPLUS Long Duration Fund Class I	9.43%	12.92%	15.23%	3.67%	2.66%	38.80%	12.89%	18.91%	15.58%	24.52%	11.55%	12.08%
PSPCX PIMCO StocksPLUS Fund Class C	16.23%	16.57%	14.61%	2.25%	11.36%	16.99%	4.05%	27.22%	23.19%	0.76%	0.40%	11.53%

Frequently Asked Questions

Can I hold both PSPCX and PSLDX in my portfolio?

PSPCX and PSLDX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSPCX or PSLDX?

PSLDX has higher volatility (5.37%) compared to PSPCX (2.74%). In terms of maximum drawdown, PSPCX dropped -63.07% vs PSLDX's -55.25%.

Which has better risk-adjusted returns?

PSLDX currently has the higher Sharpe Ratio (2.12 vs 1.34), 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.