PSPTX vs. DFIEX
Compare and contrast key facts about PIMCO StocksPLUS Absolute Return Fund (PSPTX) and DFA International Core Equity Portfolio I (DFIEX).
PSPTX is managed by PIMCO. It was launched on Jun 28, 2002. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
PSPTX vs. DFIEX - Performance Comparison
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PSPTX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSPTX PIMCO StocksPLUS Absolute Return Fund | -5.59% | 16.07% | 25.78% | 26.92% | -22.08% | 27.99% | 18.86% | 36.66% | -5.65% | 23.90% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, PSPTX achieves a -5.59% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, PSPTX has outperformed DFIEX with an annualized return of 14.12%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
PSPTX
- 1D
- 3.18%
- 1M
- -6.11%
- YTD
- -5.59%
- 6M
- -5.95%
- 1Y
- 13.14%
- 3Y*
- 17.75%
- 5Y*
- 10.15%
- 10Y*
- 14.12%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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PSPTX vs. DFIEX - Expense Ratio Comparison
PSPTX has a 0.65% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
PSPTX vs. DFIEX — Risk / Return Rank
PSPTX
DFIEX
PSPTX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Absolute Return Fund (PSPTX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| PSPTX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 1.95 | -1.25 |
Sortino ratioReturn per unit of downside risk | 1.10 | 2.55 | -1.44 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.39 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 2.57 | -1.66 |
Martin ratioReturn relative to average drawdown | 3.33 | 10.07 | -6.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSPTX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.95 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.60 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.59 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.35 | +0.23 |
Correlation
The correlation between PSPTX and DFIEX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PSPTX vs. DFIEX - Dividend Comparison
PSPTX's dividend yield for the trailing twelve months is around 14.21%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSPTX PIMCO StocksPLUS Absolute Return Fund | 14.21% | 14.54% | 10.60% | 2.60% | 4.72% | 32.14% | 4.56% | 11.00% | 11.46% | 17.93% | 0.16% | 5.71% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
PSPTX vs. DFIEX - Drawdown Comparison
The maximum PSPTX drawdown since its inception was -61.82%, roughly equal to the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for PSPTX and DFIEX.
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Drawdown Indicators
| PSPTX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.82% | -62.22% | +0.40% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -11.01% | -2.40% |
Max Drawdown (5Y)Largest decline over 5 years | -28.53% | -28.66% | +0.13% |
Max Drawdown (10Y)Largest decline over 10 years | -39.47% | -41.04% | +1.57% |
Current DrawdownCurrent decline from peak | -9.92% | -7.75% | -2.17% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -12.26% | +5.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 2.81% | +0.89% |
Volatility
PSPTX vs. DFIEX - Volatility Comparison
The current volatility for PIMCO StocksPLUS Absolute Return Fund (PSPTX) is 6.09%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that PSPTX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSPTX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.09% | 7.09% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 10.45% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 15.90% | +3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 15.65% | +2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.89% | 16.35% | +2.54% |