PSPCX vs. WFSPX
PSPCX (PIMCO StocksPLUS Fund Class C) and WFSPX (iShares S&P 500 Index Fund) are both S&P 500 funds. PSPCX is actively managed, while WFSPX is passively managed. Over the past 10 years, PSPCX returned 14.35%/yr vs 15.54%/yr for WFSPX. Their correlation of 0.94 suggests significant overlap in exposure. PSPCX charges 1.69%/yr vs 0.03%/yr for WFSPX.
Performance
PSPCX vs. WFSPX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with PSPCX having a 11.39% return and WFSPX slightly higher at 11.69%. Over the past 10 years, PSPCX has underperformed WFSPX with an annualized return of 14.35%, while WFSPX has yielded a comparatively higher 15.54% annualized return.
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%
WFSPX
- 1D
- 0.13%
- 1M
- 5.80%
- YTD
- 11.69%
- 6M
- 11.72%
- 1Y
- 28.93%
- 3Y*
- 22.71%
- 5Y*
- 14.24%
- 10Y*
- 15.54%
PSPCX vs. WFSPX - 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% |
WFSPX iShares S&P 500 Index Fund | 11.69% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Correlation
The correlation between PSPCX and WFSPX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 1994 | 0.94 |
The correlation between PSPCX and WFSPX has been stable across timeframes, ranging from 0.94 to 0.99 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PSPCX vs. WFSPX — Risk / Return Rank
PSPCX
WFSPX
PSPCX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Fund Class C (PSPCX) and iShares S&P 500 Index Fund (WFSPX). 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 | WFSPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.46 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 3.35 | -2.10 |
| Martin ratioReturn relative to average drawdown | 3.65 | 15.65 | -12.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| PSPCX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 2.52 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.85 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.87 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.13 | +0.33 |
Drawdowns
PSPCX vs. WFSPX - Drawdown Comparison
The maximum PSPCX drawdown since its inception was -63.07%, which is greater than WFSPX's maximum drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for PSPCX and WFSPX.
Loading charts...
Drawdown Indicators
| PSPCX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.07% | -58.21% | -4.86% |
Max Drawdown (1Y)Largest decline over 1 year | -15.74% | -8.90% | -6.84% |
Max Drawdown (3Y)Largest decline over 3 years | -20.40% | -18.74% | -1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -27.83% | -24.51% | -3.32% |
Max Drawdown (10Y)Largest decline over 10 years | -36.46% | -33.74% | -2.72% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -10.96% | -12.77% | +1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.34% | 1.90% | +3.44% |
Volatility
PSPCX vs. WFSPX - Volatility Comparison
PIMCO StocksPLUS Fund Class C (PSPCX) and iShares S&P 500 Index Fund (WFSPX) have volatilities of 2.74% and 2.82%, 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.
Loading charts...
Volatility by Period
| PSPCX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.74% | 2.82% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.51% | 8.97% | +3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.61% | 11.85% | +2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 16.88% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.91% | 18.02% | +0.89% |
PSPCX vs. WFSPX - Expense Ratio Comparison
PSPCX has a 1.69% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Dividends
PSPCX vs. WFSPX - Dividend Comparison
PSPCX's dividend yield for the trailing twelve months is around 16.23%, more than WFSPX's 1.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WFSPX iShares S&P 500 Index Fund | 1.56% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Frequently Asked Questions
With a correlation of 0.99, PSPCX and WFSPX 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.
WFSPX has higher volatility (2.82%) compared to PSPCX (2.74%). In terms of maximum drawdown, PSPCX dropped -63.07% vs WFSPX's -58.21%.
WFSPX currently has the higher Sharpe Ratio (2.52 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.
Find the right allocation for PSPCX and WFSPX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer