PSTIX vs. PMJIX
PSTIX (PIMCO StocksPLUS Short Fund) and PMJIX (PIMCO RAE US Small Fund) are both mutual funds - PSTIX is a Inverse Equities fund managed by PIMCO, while PMJIX is a Small Cap Value Equities fund managed by PIMCO. Over the past 10 years, PSTIX returned -10.26%/yr vs 13.93%/yr for PMJIX. At a correlation of -0.74, they often move in opposite directions. PSTIX charges 0.64%/yr vs 0.50%/yr for PMJIX.
Performance
PSTIX vs. PMJIX - Performance Comparison
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Returns By Period
In the year-to-date period, PSTIX achieves a -6.18% return, which is significantly lower than PMJIX's 20.98% return. Over the past 10 years, PSTIX has underperformed PMJIX with an annualized return of -10.26%, while PMJIX has yielded a comparatively higher 13.93% annualized return.
PSTIX
- 1D
- -0.97%
- 1M
- 2.05%
- 6M
- -6.18%
- YTD
- -6.18%
- 1Y
- -10.80%
- 3Y*
- -9.15%
- 5Y*
- -6.40%
- 10Y*
- -10.26%
PMJIX
- 1D
- -0.14%
- 1M
- 2.93%
- 6M
- 20.98%
- YTD
- 20.98%
- 1Y
- 32.64%
- 3Y*
- 20.96%
- 5Y*
- 11.18%
- 10Y*
- 13.93%
PSTIX vs. PMJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSTIX PIMCO StocksPLUS Short Fund | -6.18% | -8.24% | -11.28% | -11.01% | 17.41% | -21.89% | -20.83% | -20.27% | 5.21% | -14.04% |
PMJIX PIMCO RAE US Small Fund | 20.98% | 5.11% | 22.05% | 19.77% | -4.62% | 39.15% | 6.95% | 20.22% | -11.69% | 9.22% |
Correlation
The correlation between PSTIX and PMJIX is -0.65, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.73 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2015 | -0.74 |
The correlation between PSTIX and PMJIX has been stable across timeframes, ranging from -0.74 to -0.65 - a consistent structural relationship.
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Return for Risk
PSTIX vs. PMJIX — Risk / Return Rank
PSTIX
PMJIX
PSTIX vs. PMJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Short Fund (PSTIX) and PIMCO RAE US Small Fund (PMJIX). 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 | PMJIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.95 | ||
| Sortino ratioReturn per unit of downside risk | -4.18 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.35 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 4.68 | -5.40 |
| Martin ratioReturn relative to average drawdown | -1.52 | 13.83 | -15.35 |
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Drawdowns
PSTIX vs. PMJIX - Drawdown Comparison
The maximum PSTIX drawdown since its inception was -90.52%, which is greater than PMJIX's maximum drawdown of -49.75%. Use the drawdown chart below to compare losses from any high point for PSTIX and PMJIX.
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Drawdown Indicators
| PSTIX | PMJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.52% | -49.75% | -40.77% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -7.62% | -7.43% |
Max Drawdown (3Y)Largest decline over 3 years | -33.92% | -26.04% | -7.88% |
Max Drawdown (5Y)Largest decline over 5 years | -37.53% | -49.75% | +12.22% |
Max Drawdown (10Y)Largest decline over 10 years | -67.42% | -49.75% | -17.67% |
Current DrawdownCurrent decline from peak | -90.33% | -0.50% | -89.83% |
Average DrawdownAverage peak-to-trough decline | -57.28% | -16.12% | -41.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.05% | 2.57% | +4.48% |
Volatility
PSTIX vs. PMJIX - Volatility Comparison
PIMCO StocksPLUS Short Fund (PSTIX) and PIMCO RAE US Small Fund (PMJIX) have volatilities of 4.86% and 4.79%, 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
| PSTIX | PMJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 4.79% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 11.93% | -2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 17.22% | -5.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.57% | 39.44% | -22.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 33.05% | -15.56% |
PSTIX vs. PMJIX - Expense Ratio Comparison
PSTIX has a 0.64% expense ratio, which is higher than PMJIX's 0.50% expense ratio.
Dividends
PSTIX vs. PMJIX - Dividend Comparison
PSTIX's dividend yield for the trailing twelve months is around 0.90%, less than PMJIX's 2.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMJIX PIMCO RAE US Small Fund | 2.61% | 3.15% | 3.26% | 1.25% | 9.91% | 65.79% | 9.46% | 1.55% | 7.65% | 4.69% | 1.24% | 1.67% |
PSTIX PIMCO StocksPLUS Short Fund | 0.90% | 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 PMJIX have a correlation of -0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSTIX has higher volatility (4.86%) compared to PMJIX (4.79%). In terms of maximum drawdown, PSTIX dropped -90.52% vs PMJIX's -49.75%.
PMJIX currently has the higher Sharpe Ratio (2.07 vs -0.88), 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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