PSTIX vs. PISIX
PSTIX (PIMCO StocksPLUS Short Fund) and PISIX (PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)) are both mutual funds - PSTIX is a Inverse Equities fund managed by PIMCO, while PISIX is a Foreign Large Cap Equities fund managed by PIMCO. Over the past 10 years, PSTIX returned -9.92%/yr vs 12.11%/yr for PISIX. Their -0.61 correlation means they have often moved in opposite directions in the past. PSTIX charges 0.64%/yr vs 0.76%/yr for PISIX.
Performance
PSTIX vs. PISIX - Performance Comparison
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Returns By Period
In the year-to-date period, PSTIX achieves a -5.26% return, which is significantly lower than PISIX's 12.84% return. Over the past 10 years, PSTIX has underperformed PISIX with an annualized return of -9.92%, while PISIX has yielded a comparatively higher 12.11% 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%
PISIX
- 1D
- 0.68%
- 1M
- -0.58%
- 6M
- 8.78%
- YTD
- 12.84%
- 1Y
- 20.98%
- 3Y*
- 16.47%
- 5Y*
- 12.02%
- 10Y*
- 12.11%
- ALL TIME*
- 10.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PSTIX vs. PISIX - 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% |
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | 12.84% | 17.68% | 14.87% | 21.70% | -8.86% | 18.37% | 4.29% | 26.40% | -10.00% | 18.81% |
Correlation
The correlation between PSTIX and PISIX is -0.39, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.39 |
Correlation (3Y) Balances recent behavior with more history. | -0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.35 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.39 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2004 | -0.61 |
Over the past year, the inverse relationship between PSTIX and PISIX has weakened: their correlation has moved from -0.61 to -0.39, meaning they move in opposite directions less often than they have historically.
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Return for Risk
PSTIX vs. PISIX — Risk / Return Rank
PSTIX
PISIX
PSTIX vs. PISIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Short Fund (PSTIX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). 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 | PISIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.64 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.27 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 1.78 | -2.32 |
| Martin ratioReturn relative to average drawdown | -1.01 | 6.29 | -7.30 |
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Drawdowns
PSTIX vs. PISIX - Drawdown Comparison
The maximum PSTIX drawdown since its inception was -90.52%, which is greater than PISIX's maximum drawdown of -57.47%. Use the drawdown chart below to compare losses from any high point for PSTIX and PISIX.
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Drawdown Indicators
| PSTIX | PISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.52% | -57.47% | -33.05% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -10.71% | -4.34% |
Max Drawdown (3Y)Largest decline over 3 years | -33.92% | -15.21% | -18.71% |
Max Drawdown (5Y)Largest decline over 5 years | -37.53% | -18.93% | -18.60% |
Max Drawdown (10Y)Largest decline over 10 years | -67.42% | -35.44% | -31.98% |
Current DrawdownCurrent decline from peak | -90.23% | -1.15% | -89.08% |
Average DrawdownAverage peak-to-trough decline | -57.40% | -7.16% | -50.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.99% | 3.02% | +4.97% |
Volatility
PSTIX vs. PISIX - Volatility Comparison
The current volatility for PIMCO StocksPLUS Short Fund (PSTIX) is 3.19%, while PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) has a volatility of 3.45%. This indicates that PSTIX experiences smaller price fluctuations and is considered to be less risky than PISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSTIX | PISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 3.45% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.63% | 11.68% | -2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.47% | 14.78% | -2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 14.25% | +2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.50% | 14.38% | +3.12% |
PSTIX vs. PISIX - Expense Ratio Comparison
PSTIX has a 0.64% expense ratio, which is lower than PISIX's 0.76% expense ratio.
Dividends
PSTIX vs. PISIX - Dividend Comparison
PSTIX's dividend yield for the trailing twelve months is around 0.89%, less than PISIX's 4.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | 4.91% | 5.14% | 11.81% | 10.04% | 10.11% | 7.31% | 1.42% | 11.47% | 7.99% | 7.36% | 1.02% | 8.16% |
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
PSTIX and PISIX have a correlation of -0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PISIX has higher volatility (3.45%) compared to PSTIX (3.19%). In terms of maximum drawdown, PSTIX dropped -90.52% vs PISIX's -57.47%.
PISIX currently has the higher Sharpe Ratio (1.29 vs -0.65), 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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