PSTIX vs. BRPIX
PSTIX (PIMCO StocksPLUS Short Fund) and BRPIX (ProFunds Bear Fund) are both Inverse Equities funds. Over the past 10 years, PSTIX returned -9.92%/yr vs -13.79%/yr for BRPIX. Their 0.95 correlation means they have historically moved very closely together. PSTIX charges 0.64%/yr vs 1.64%/yr for BRPIX.
Performance
PSTIX vs. BRPIX - Performance Comparison
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Returns By Period
In the year-to-date period, PSTIX achieves a -5.26% return, which is significantly higher than BRPIX's -6.47% return. Over the past 10 years, PSTIX has outperformed BRPIX with an annualized return of -9.92%, while BRPIX has yielded a comparatively lower -13.79% annualized return.
PSTIX
- 1D
- -1.59%
- 1M
- 0.65%
- 6M
- -4.53%
- YTD
- -5.26%
- 1Y
- -10.18%
- 3Y*
- -8.25%
- 5Y*
- -5.88%
- 10Y*
- -9.92%
- ALL TIME*
- -7.70%
BRPIX
- 1D
- -1.61%
- 1M
- 0.83%
- 6M
- -5.43%
- YTD
- -6.47%
- 1Y
- -13.31%
- 3Y*
- -13.67%
- 5Y*
- -10.10%
- 10Y*
- -13.79%
- ALL TIME*
- 0.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BRPIX ProFunds Bear Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
PSTIX vs. BRPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSTIX PIMCO StocksPLUS Short Fund | -5.26% | -8.24% | -11.28% | -11.01% | 17.41% | -21.89% | -20.83% | -20.27% | 5.21% | -14.04% |
BRPIX ProFunds Bear Fund | -6.47% | -12.27% | -20.40% | -15.39% | 17.31% | -24.68% | -25.63% | -23.18% | 4.03% | -18.03% |
Correlation
The correlation between PSTIX and BRPIX is 0.98 - 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. | 0.98 |
Correlation (3Y) Balances recent behavior with more history. | 0.98 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.98 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2004 | 0.95 |
The correlation between PSTIX and BRPIX has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
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Return for Risk
PSTIX vs. BRPIX — Risk / Return Rank
PSTIX
BRPIX
PSTIX vs. BRPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Short Fund (PSTIX) and ProFunds Bear Fund (BRPIX). 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.
| PSTIX | BRPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.86 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | -0.71 | +0.18 |
| Martin ratioReturn relative to average drawdown | -1.01 | -1.26 | +0.24 |
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Drawdowns
PSTIX vs. BRPIX - Drawdown Comparison
The maximum PSTIX drawdown since its inception was -90.52%, smaller than the maximum BRPIX drawdown of -96.76%. Use the drawdown chart below to compare losses from any high point for PSTIX and BRPIX.
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Drawdown Indicators
| PSTIX | BRPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.52% | -96.76% | +6.24% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -16.15% | +1.10% |
Max Drawdown (3Y)Largest decline over 3 years | -33.92% | -44.49% | +10.57% |
Max Drawdown (5Y)Largest decline over 5 years | -37.53% | -50.06% | +12.53% |
Max Drawdown (10Y)Largest decline over 10 years | -67.42% | -78.55% | +11.13% |
Current DrawdownCurrent decline from peak | -90.23% | -96.28% | +6.05% |
Average DrawdownAverage peak-to-trough decline | -57.40% | -62.30% | +4.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.99% | 9.18% | -1.19% |
Volatility
PSTIX vs. BRPIX - Volatility Comparison
The current volatility for PIMCO StocksPLUS Short Fund (PSTIX) is 3.19%, while ProFunds Bear Fund (BRPIX) has a volatility of 3.39%. This indicates that PSTIX experiences smaller price fluctuations and is considered to be less risky than BRPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSTIX | BRPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 3.39% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.63% | 10.17% | -0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.47% | 12.90% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 17.28% | -0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.50% | 17.88% | -0.38% |
PSTIX vs. BRPIX - Expense Ratio Comparison
PSTIX has a 0.64% expense ratio, which is lower than BRPIX's 1.64% expense ratio.
Dividends
PSTIX vs. BRPIX - Dividend Comparison
PSTIX's dividend yield for the trailing twelve months is around 0.89%, less than BRPIX's 4.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRPIX ProFunds Bear Fund | 4.65% | 4.35% | 0.00% | 5.58% | 0.00% | 0.00% | 0.06% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% |
PSTIX PIMCO StocksPLUS Short Fund | 0.89% | 0.00% | 0.00% | 4.09% | 1.16% | 0.68% | 5.06% | 1.23% | 1.26% | 1.68% | 0.00% | 3.57% |
Frequently Asked Questions
With a correlation of 0.98, PSTIX and BRPIX 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.
BRPIX has higher volatility (3.39%) compared to PSTIX (3.19%). In terms of maximum drawdown, PSTIX dropped -90.52% vs BRPIX's -96.76%.
PSTIX currently has the higher Sharpe Ratio (-0.65 vs -0.90), 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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