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PSTIX vs. RYTPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSTIX vs. RYTPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO StocksPLUS Short Fund (PSTIX) and Rydex Inverse S&P 500 2x Strategy Fund (RYTPX). The values are adjusted to include any dividend payments, if applicable.

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PSTIX vs. RYTPX - 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%
RYTPX
Rydex Inverse S&P 500 2x Strategy Fund
16.72%-27.24%-29.24%-31.96%29.31%-43.38%-50.05%-41.84%4.42%-32.54%

Returns By Period

In the year-to-date period, PSTIX achieves a 8.22% return, which is significantly lower than RYTPX's 16.72% return. Both investments have delivered pretty close results over the past 10 years, with PSTIX having a -15.10% annualized return and RYTPX not far ahead at -15.00%.


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%

RYTPX

1D
0.78%
1M
16.95%
YTD
16.72%
6M
12.84%
1Y
-22.90%
3Y*
-22.33%
5Y*
-19.19%
10Y*
-15.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSTIX vs. RYTPX - Expense Ratio Comparison

PSTIX has a 0.64% expense ratio, which is lower than RYTPX's 2.16% expense ratio.


Return for Risk

PSTIX vs. RYTPX — 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

RYTPX
RYTPX Risk / Return Rank: 22
Overall Rank
RYTPX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
RYTPX Sortino Ratio Rank: 11
Sortino Ratio Rank
RYTPX Omega Ratio Rank: 11
Omega Ratio Rank
RYTPX Calmar Ratio Rank: 22
Calmar Ratio Rank
RYTPX Martin Ratio Rank: 44
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. RYTPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Short Fund (PSTIX) and Rydex Inverse S&P 500 2x Strategy Fund (RYTPX). 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.


PSTIXRYTPXDifference

Sharpe ratio

Return per unit of total volatility

-0.45

-0.66

+0.21

Sortino ratio

Return per unit of downside risk

-0.51

-0.77

+0.27

Omega ratio

Gain probability vs. loss probability

0.92

0.89

+0.04

Calmar ratio

Return relative to maximum drawdown

-0.23

-0.42

+0.19

Martin ratio

Return relative to average drawdown

-0.28

-0.50

+0.23

PSTIX vs. RYTPX - Sharpe Ratio Comparison

The current PSTIX Sharpe Ratio is -0.45, which is higher than the RYTPX Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of PSTIX and RYTPX, 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


PSTIXRYTPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

-0.66

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

-0.57

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

-0.03

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.53

-0.05

-0.48

Correlation

The correlation between PSTIX and RYTPX is 0.92, 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. RYTPX - Dividend Comparison

PSTIX has not paid dividends to shareholders, while RYTPX's dividend yield for the trailing twelve months is around 4.41%.


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%
RYTPX
Rydex Inverse S&P 500 2x Strategy Fund
4.41%5.15%6.90%3.35%0.00%0.00%0.00%0.23%0.00%0.00%0.00%0.00%

Drawdowns

PSTIX vs. RYTPX - Drawdown Comparison

The maximum PSTIX drawdown since its inception was -97.01%, roughly equal to the maximum RYTPX drawdown of -99.91%. Use the drawdown chart below to compare losses from any high point for PSTIX and RYTPX.


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Drawdown Indicators


PSTIXRYTPXDifference

Max Drawdown

Largest peak-to-trough decline

-97.01%

-99.91%

+2.90%

Max Drawdown (1Y)

Largest decline over 1 year

-24.50%

-48.95%

+24.45%

Max Drawdown (5Y)

Largest decline over 5 years

-33.39%

-71.49%

+38.10%

Max Drawdown (10Y)

Largest decline over 10 years

-83.12%

-96.04%

+12.92%

Current Drawdown

Current decline from peak

-96.70%

-99.89%

+3.19%

Average Drawdown

Average peak-to-trough decline

-67.75%

-82.21%

+14.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.25%

40.96%

-20.71%

Volatility

PSTIX vs. RYTPX - Volatility Comparison

The current volatility for PIMCO StocksPLUS Short Fund (PSTIX) is 4.10%, while Rydex Inverse S&P 500 2x Strategy Fund (RYTPX) has a volatility of 8.47%. This indicates that PSTIX experiences smaller price fluctuations and is considered to be less risky than RYTPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSTIXRYTPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

8.47%

-4.37%

Volatility (6M)

Calculated over the trailing 6-month period

8.82%

18.00%

-9.18%

Volatility (1Y)

Calculated over the trailing 1-year period

17.85%

36.19%

-18.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.46%

33.67%

-17.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.74%

436.49%

-412.75%