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PSTIX vs. GRZZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSTIX vs. GRZZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO StocksPLUS Short Fund (PSTIX) and Grizzly Short Fund (GRZZX). The values are adjusted to include any dividend payments, if applicable.

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PSTIX vs. GRZZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSTIX
PIMCO StocksPLUS Short Fund
8.22%-8.24%-11.28%-11.01%17.41%-60.95%-20.83%-20.27%5.21%-14.04%
GRZZX
Grizzly Short Fund
8.09%-2.98%-6.74%-18.72%22.43%-15.87%-41.33%-29.43%301.98%-19.84%

Returns By Period

The year-to-date returns for both stocks are quite close, with PSTIX having a 8.22% return and GRZZX slightly lower at 8.09%. Over the past 10 years, PSTIX has underperformed GRZZX with an annualized return of -15.10%, while GRZZX has yielded a comparatively higher -0.55% annualized return.


PSTIX

1D
0.42%
1M
7.56%
YTD
8.22%
6M
8.22%
1Y
-7.42%
3Y*
-6.58%
5Y*
-5.33%
10Y*
-15.10%

GRZZX

1D
-0.14%
1M
8.36%
YTD
8.09%
6M
8.73%
1Y
-0.26%
3Y*
-3.75%
5Y*
-2.06%
10Y*
-0.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSTIX vs. GRZZX - Expense Ratio Comparison

PSTIX has a 0.64% expense ratio, which is lower than GRZZX's 1.61% expense ratio.


Return for Risk

PSTIX vs. GRZZX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PSTIX
PSTIX Risk / Return Rank: 33
Overall Rank
PSTIX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PSTIX Sortino Ratio Rank: 22
Sortino Ratio Rank
PSTIX Omega Ratio Rank: 11
Omega Ratio Rank
PSTIX Calmar Ratio Rank: 44
Calmar Ratio Rank
PSTIX Martin Ratio Rank: 55
Martin Ratio Rank

GRZZX
GRZZX Risk / Return Rank: 66
Overall Rank
GRZZX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
GRZZX Sortino Ratio Rank: 55
Sortino Ratio Rank
GRZZX Omega Ratio Rank: 55
Omega Ratio Rank
GRZZX Calmar Ratio Rank: 77
Calmar Ratio Rank
GRZZX Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PSTIX vs. GRZZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Short Fund (PSTIX) and Grizzly Short Fund (GRZZX). 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.


PSTIXGRZZXDifference

Sharpe ratio

Return per unit of total volatility

-0.45

-0.02

-0.42

Sortino ratio

Return per unit of downside risk

-0.51

0.11

-0.61

Omega ratio

Gain probability vs. loss probability

0.92

1.02

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.23

0.07

-0.30

Martin ratio

Return relative to average drawdown

-0.28

0.08

-0.36

PSTIX vs. GRZZX - Sharpe Ratio Comparison

The current PSTIX Sharpe Ratio is -0.45, which is lower than the GRZZX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of PSTIX and GRZZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSTIXGRZZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

-0.02

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

-0.11

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

-0.01

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.53

-0.10

-0.43

Correlation

The correlation between PSTIX and GRZZX is 0.85, 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

PSTIX vs. GRZZX - Dividend Comparison

PSTIX has not paid dividends to shareholders, while GRZZX's dividend yield for the trailing twelve months is around 4.79%.


TTM20252024202320222021202020192018201720162015
PSTIX
PIMCO StocksPLUS Short Fund
0.00%0.00%0.00%4.09%1.16%1.35%5.06%1.23%1.26%1.68%0.00%3.57%
GRZZX
Grizzly Short Fund
4.79%6.00%10.30%6.61%0.00%0.00%0.00%1.14%0.00%0.00%0.00%0.00%

Drawdowns

PSTIX vs. GRZZX - Drawdown Comparison

The maximum PSTIX drawdown since its inception was -97.01%, which is greater than GRZZX's maximum drawdown of -91.80%. Use the drawdown chart below to compare losses from any high point for PSTIX and GRZZX.


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Drawdown Indicators


PSTIXGRZZXDifference

Max Drawdown

Largest peak-to-trough decline

-97.01%

-91.80%

-5.21%

Max Drawdown (1Y)

Largest decline over 1 year

-24.50%

-22.23%

-2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-33.39%

-36.02%

+2.63%

Max Drawdown (10Y)

Largest decline over 10 years

-83.12%

-71.73%

-11.39%

Current Drawdown

Current decline from peak

-96.70%

-87.95%

-8.75%

Average Drawdown

Average peak-to-trough decline

-67.75%

-69.22%

+1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.25%

17.80%

+2.45%

Volatility

PSTIX vs. GRZZX - Volatility Comparison

PIMCO StocksPLUS Short Fund (PSTIX) and Grizzly Short Fund (GRZZX) have volatilities of 4.10% and 4.31%, 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


PSTIXGRZZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

4.31%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

8.82%

10.16%

-1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

17.85%

19.73%

-1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.46%

19.49%

-3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.74%

96.65%

-72.91%