Correlation
The correlation between PSPTX and NTSX is 0.92, 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.
PSPTX vs. NTSX
Compare and contrast key facts about PIMCO StocksPLUS Absolute Return Fund (PSPTX) and WisdomTree U.S. Efficient Core Fund (NTSX).
PSPTX is managed by PIMCO. It was launched on Jun 28, 2002. NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSPTX or NTSX.
Performance
PSPTX vs. NTSX - Performance Comparison
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Key characteristics
PSPTX:
0.67
NTSX:
0.70
PSPTX:
1.01
NTSX:
1.02
PSPTX:
1.15
NTSX:
1.15
PSPTX:
0.65
NTSX:
0.77
PSPTX:
2.49
NTSX:
2.86
PSPTX:
5.19%
NTSX:
4.50%
PSPTX:
20.67%
NTSX:
19.57%
PSPTX:
-61.83%
NTSX:
-31.34%
PSPTX:
-4.17%
NTSX:
-2.85%
Returns By Period
In the year-to-date period, PSPTX achieves a 0.80% return, which is significantly lower than NTSX's 2.17% return.
PSPTX
0.80%
6.38%
-1.10%
13.84%
13.60%
15.54%
12.34%
NTSX
2.17%
4.94%
-0.69%
13.58%
10.51%
10.77%
N/A
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PSPTX vs. NTSX - Expense Ratio Comparison
PSPTX has a 0.65% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Risk-Adjusted Performance
PSPTX vs. NTSX — Risk-Adjusted Performance Rank
PSPTX
NTSX
PSPTX vs. NTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Absolute Return Fund (PSPTX) and WisdomTree U.S. Efficient Core Fund (NTSX). 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.
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Dividends
PSPTX vs. NTSX - Dividend Comparison
PSPTX's dividend yield for the trailing twelve months is around 10.56%, more than NTSX's 1.18% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSPTX PIMCO StocksPLUS Absolute Return Fund | 10.56% | 10.60% | 2.60% | 4.72% | 32.14% | 4.30% | 8.50% | 11.46% | 17.93% | 0.16% | 5.71% | 20.72% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.18% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.53% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PSPTX vs. NTSX - Drawdown Comparison
The maximum PSPTX drawdown since its inception was -61.83%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for PSPTX and NTSX.
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Volatility
PSPTX vs. NTSX - Volatility Comparison
PIMCO StocksPLUS Absolute Return Fund (PSPTX) has a higher volatility of 4.94% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 4.70%. This indicates that PSPTX's price experiences larger fluctuations and is considered to be riskier than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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