PSPCX vs. RYSOX
PSPCX (PIMCO StocksPLUS Fund Class C) and RYSOX (Rydex S&P 500 Fund) are both S&P 500 funds. PSPCX is actively managed, while RYSOX is passively managed. Over the past 10 years, PSPCX returned 13.68%/yr vs 13.05%/yr for RYSOX. Their 0.98 correlation means they have historically moved very closely together. PSPCX charges 1.69%/yr vs 1.56%/yr for RYSOX.
Performance
PSPCX vs. RYSOX - Performance Comparison
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Returns By Period
In the year-to-date period, PSPCX achieves a 9.08% return, which is significantly higher than RYSOX's 8.32% return. Both investments have delivered pretty close results over the past 10 years, with PSPCX having a 13.68% annualized return and RYSOX not far behind at 13.05%.
PSPCX
- 1D
- 1.65%
- 1M
- -0.54%
- 6M
- 7.50%
- YTD
- 9.08%
- 1Y
- 11.00%
- 3Y*
- 14.03%
- 5Y*
- 8.49%
- 10Y*
- 13.68%
- ALL TIME*
- 8.41%
RYSOX
- 1D
- 1.66%
- 1M
- -0.66%
- 6M
- 6.93%
- YTD
- 8.32%
- 1Y
- 18.70%
- 3Y*
- 17.08%
- 5Y*
- 10.84%
- 10Y*
- 13.05%
- ALL TIME*
- 9.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
RYSOX Rydex S&P 500 Fund | $0.00 | $0.00 | $0.00 |
PSPCX vs. RYSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSPCX PIMCO StocksPLUS Fund Class C | 9.08% | 7.00% | 22.72% | 24.17% | -21.92% | 26.86% | 17.29% | 47.57% | -6.34% | 21.34% |
RYSOX Rydex S&P 500 Fund | 8.32% | 15.93% | 22.98% | 24.15% | -19.47% | 26.68% | 16.25% | 29.15% | -6.01% | 19.53% |
Correlation
The correlation between PSPCX and RYSOX is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.99 |
Correlation (3Y) Balances recent behavior with more history. | 0.99 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.99 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007 | 0.98 |
The correlation between PSPCX and RYSOX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
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Return for Risk
PSPCX vs. RYSOX — Risk / Return Rank
PSPCX
RYSOX
PSPCX vs. RYSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Fund Class C (PSPCX) and Rydex S&P 500 Fund (RYSOX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PSPCX | RYSOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.23 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.57 | 1.81 | -1.24 |
| Martin ratioReturn relative to average drawdown | 1.66 | 7.60 | -5.94 |
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Drawdowns
PSPCX vs. RYSOX - Drawdown Comparison
The maximum PSPCX drawdown since its inception was -63.07%, which is greater than RYSOX's maximum drawdown of -55.24%. Use the drawdown chart below to compare losses from any high point for PSPCX and RYSOX.
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Drawdown Indicators
| PSPCX | RYSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.07% | -55.24% | -7.83% |
Max Drawdown (1Y)Largest decline over 1 year | -15.74% | -9.06% | -6.68% |
Max Drawdown (3Y)Largest decline over 3 years | -20.40% | -18.94% | -1.46% |
Max Drawdown (5Y)Largest decline over 5 years | -27.83% | -25.45% | -2.38% |
Max Drawdown (10Y)Largest decline over 10 years | -36.46% | -34.05% | -2.41% |
Current DrawdownCurrent decline from peak | -2.07% | -2.35% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -10.91% | -8.22% | -2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.40% | 2.16% | +3.24% |
Volatility
PSPCX vs. RYSOX - Volatility Comparison
PIMCO StocksPLUS Fund Class C (PSPCX) and Rydex S&P 500 Fund (RYSOX) have volatilities of 3.50% and 3.45%, 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.
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Volatility by Period
| PSPCX | RYSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 3.45% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 10.08% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.38% | 12.84% | +2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 17.02% | +0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.90% | 18.09% | +0.81% |
PSPCX vs. RYSOX - Expense Ratio Comparison
PSPCX has a 1.69% expense ratio, which is higher than RYSOX's 1.56% expense ratio.
Dividends
PSPCX vs. RYSOX - Dividend Comparison
PSPCX's dividend yield for the trailing twelve months is around 18.57%, more than RYSOX's 2.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSPCX PIMCO StocksPLUS Fund Class C | 18.57% | 16.57% | 14.61% | 2.25% | 11.36% | 16.99% | 4.05% | 27.22% | 23.19% | 0.76% | 0.40% | 11.53% |
RYSOX Rydex S&P 500 Fund | 2.44% | 2.65% | 1.08% | 0.60% | 1.17% | 1.25% | 13.42% | 0.93% | 1.69% | 4.56% | 0.84% | 4.01% |
Frequently Asked Questions
With a correlation of 0.99, PSPCX and RYSOX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PSPCX has higher volatility (3.50%) compared to RYSOX (3.45%). In terms of maximum drawdown, PSPCX dropped -63.07% vs RYSOX's -55.24%.
RYSOX currently has the higher Sharpe Ratio (1.28 vs 0.58), 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.
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