PSTIX vs. SHPIX
PSTIX (PIMCO StocksPLUS Short Fund) and SHPIX (ProFunds Short Small Cap ProFund) are both Inverse Equities funds. Over the past 10 years, PSTIX returned -10.14%/yr vs 9.70%/yr for SHPIX. Their correlation of 0.82 suggests significant overlap in exposure. PSTIX charges 0.64%/yr vs 1.78%/yr for SHPIX.
Performance
PSTIX vs. SHPIX - Performance Comparison
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Returns By Period
In the year-to-date period, PSTIX achieves a -7.10% return, which is significantly higher than SHPIX's -16.67% return. Over the past 10 years, PSTIX has underperformed SHPIX with an annualized return of -10.14%, while SHPIX has yielded a comparatively higher 9.70% 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%
SHPIX
- 1D
- 0.48%
- 1M
- -0.95%
- 6M
- -11.60%
- YTD
- -16.67%
- 1Y
- -24.34%
- 3Y*
- 9.71%
- 5Y*
- 47.54%
- 10Y*
- 9.70%
PSTIX vs. SHPIX - 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% |
SHPIX ProFunds Short Small Cap ProFund | -16.67% | -9.61% | 83.27% | 344.97% | 16.39% | -19.78% | -31.60% | -20.89% | 9.96% | -14.49% |
Correlation
The correlation between PSTIX and SHPIX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2004 | 0.82 |
The correlation between PSTIX and SHPIX has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.
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Return for Risk
PSTIX vs. SHPIX — Risk / Return Rank
PSTIX
SHPIX
PSTIX vs. SHPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Short Fund (PSTIX) and ProFunds Short Small Cap ProFund (SHPIX). 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 | SHPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.82 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | -0.84 | +0.14 |
| Martin ratioReturn relative to average drawdown | -1.43 | -1.44 | +0.02 |
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Drawdowns
PSTIX vs. SHPIX - Drawdown Comparison
The maximum PSTIX drawdown since its inception was -90.52%, smaller than the maximum SHPIX drawdown of -96.86%. Use the drawdown chart below to compare losses from any high point for PSTIX and SHPIX.
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Drawdown Indicators
| PSTIX | SHPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.52% | -96.86% | +6.34% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -27.97% | +12.92% |
Max Drawdown (3Y)Largest decline over 3 years | -33.92% | -41.50% | +7.58% |
Max Drawdown (5Y)Largest decline over 5 years | -37.53% | -41.50% | +3.97% |
Max Drawdown (10Y)Largest decline over 10 years | -67.42% | -68.01% | +0.59% |
Current DrawdownCurrent decline from peak | -90.42% | -75.84% | -14.58% |
Average DrawdownAverage peak-to-trough decline | -57.32% | -74.99% | +17.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.39% | 16.23% | -8.84% |
Volatility
PSTIX vs. SHPIX - Volatility Comparison
The current volatility for PIMCO StocksPLUS Short Fund (PSTIX) is 4.12%, while ProFunds Short Small Cap ProFund (SHPIX) has a volatility of 4.93%. This indicates that PSTIX experiences smaller price fluctuations and is considered to be less risky than SHPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSTIX | SHPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 4.93% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 14.21% | -4.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 19.47% | -7.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 188.94% | -172.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.48% | 134.62% | -117.14% |
PSTIX vs. SHPIX - Expense Ratio Comparison
PSTIX has a 0.64% expense ratio, which is lower than SHPIX's 1.78% expense ratio.
Dividends
PSTIX vs. SHPIX - Dividend Comparison
PSTIX's dividend yield for the trailing twelve months is around 0.91%, less than SHPIX's 33.22% 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% |
SHPIX ProFunds Short Small Cap ProFund | 33.22% | 5.70% | 0.00% | 17.01% | 0.00% | 0.00% | 0.00% | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PSTIX and SHPIX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHPIX has higher volatility (4.93%) compared to PSTIX (4.12%). In terms of maximum drawdown, PSTIX dropped -90.52% vs SHPIX's -96.86%.
PSTIX currently has the higher Sharpe Ratio (-0.87 vs -1.21), 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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