PSTIX vs. PTY
PSTIX (PIMCO StocksPLUS Short Fund) and PTY (PIMCO Corporate & Income Opportunity Fund) are both mutual funds - PSTIX is a Inverse Equities fund managed by PIMCO, while PTY is a Corporate Bonds fund managed by PIMCO. Over the past 10 years, PSTIX returned -10.14%/yr vs 8.61%/yr for PTY. At a correlation of -0.29, they often move in opposite directions. PSTIX charges 0.64%/yr vs 1.19%/yr for PTY.
Performance
PSTIX vs. PTY - Performance Comparison
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Returns By Period
In the year-to-date period, PSTIX achieves a -7.10% return, which is significantly lower than PTY's -1.00% return. Over the past 10 years, PSTIX has underperformed PTY with an annualized return of -10.14%, while PTY has yielded a comparatively higher 8.61% annualized return.
PSTIX
- 1D
- -0.33%
- 1M
- -1.63%
- 6M
- -5.52%
- YTD
- -7.10%
- 1Y
- -10.90%
- 3Y*
- -9.59%
- 5Y*
- -6.36%
- 10Y*
- -10.14%
PTY
- 1D
- -0.26%
- 1M
- 2.80%
- 6M
- -3.18%
- YTD
- -1.00%
- 1Y
- -3.54%
- 3Y*
- 6.02%
- 5Y*
- -0.18%
- 10Y*
- 8.61%
PSTIX vs. PTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSTIX PIMCO StocksPLUS Short Fund | -7.10% | -8.24% | -11.28% | -11.01% | 17.41% | -21.89% | -20.83% | -20.27% | 5.21% | -14.04% |
PTY PIMCO Corporate & Income Opportunity Fund | -1.00% | -0.51% | 19.87% | 22.56% | -18.71% | 0.40% | 3.24% | 35.36% | 2.49% | 26.63% |
Correlation
The correlation between PSTIX and PTY is -0.33, 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 | -0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.34 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2004 | -0.29 |
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Return for Risk
PSTIX vs. PTY — Risk / Return Rank
PSTIX
PTY
PSTIX vs. PTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Short Fund (PSTIX) and PIMCO Corporate & Income Opportunity Fund (PTY). 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 | PTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.95 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | -0.23 | -0.47 |
| Martin ratioReturn relative to average drawdown | -1.43 | -0.42 | -1.01 |
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Drawdowns
PSTIX vs. PTY - Drawdown Comparison
The maximum PSTIX drawdown since its inception was -90.52%, which is greater than PTY's maximum drawdown of -60.86%. Use the drawdown chart below to compare losses from any high point for PSTIX and PTY.
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Drawdown Indicators
| PSTIX | PTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.52% | -60.86% | -29.66% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -15.44% | +0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -33.92% | -16.04% | -17.88% |
Max Drawdown (5Y)Largest decline over 5 years | -37.53% | -41.38% | +3.85% |
Max Drawdown (10Y)Largest decline over 10 years | -67.42% | -46.55% | -20.87% |
Current DrawdownCurrent decline from peak | -90.42% | -10.15% | -80.27% |
Average DrawdownAverage peak-to-trough decline | -57.32% | -8.62% | -48.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.39% | 8.46% | -1.07% |
Volatility
PSTIX vs. PTY - Volatility Comparison
PIMCO StocksPLUS Short Fund (PSTIX) has a higher volatility of 4.12% compared to PIMCO Corporate & Income Opportunity Fund (PTY) at 2.42%. This indicates that PSTIX's price experiences larger fluctuations and is considered to be riskier than PTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSTIX | PTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 2.42% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 7.51% | +1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 11.02% | +1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 17.25% | -0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.48% | 21.18% | -3.70% |
PSTIX vs. PTY - Expense Ratio Comparison
PSTIX has a 0.64% expense ratio, which is lower than PTY's 1.19% expense ratio.
Dividends
PSTIX vs. PTY - Dividend Comparison
PSTIX's dividend yield for the trailing twelve months is around 0.91%, less than PTY's 11.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSTIX PIMCO StocksPLUS Short Fund | 0.91% | 0.00% | 0.00% | 4.09% | 1.16% | 0.68% | 5.06% | 1.23% | 1.26% | 1.68% | 0.00% | 3.57% |
PTY PIMCO Corporate & Income Opportunity Fund | 11.94% | 11.05% | 9.92% | 10.77% | 13.12% | 9.16% | 8.74% | 8.37% | 10.63% | 9.48% | 12.09% | 11.92% |
Frequently Asked Questions
PSTIX and PTY have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSTIX has higher volatility (4.12%) compared to PTY (2.42%). In terms of maximum drawdown, PSTIX dropped -90.52% vs PTY's -60.86%.
PTY currently has the higher Sharpe Ratio (-0.32 vs -0.87), 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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