PSTKX vs. NTSX
PSTKX (PIMCO StocksPLUS Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both funds - PSTKX is a Large Cap Blend Equities fund managed by PIMCO, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. Over the past 5 years, PSTKX returned 10.39%/yr vs 8.15%/yr for NTSX. Their correlation of 0.91 means they have usually moved in the same direction. PSTKX charges 0.51%/yr vs 0.20%/yr for NTSX.
Performance
PSTKX vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, PSTKX achieves a 9.64% return, which is significantly higher than NTSX's 7.28% return.
PSTKX
- 1D
- 1.73%
- 1M
- -0.44%
- 6M
- 8.02%
- YTD
- 9.64%
- 1Y
- 14.49%
- 3Y*
- 16.66%
- 5Y*
- 10.39%
- 10Y*
- 14.96%
- ALL TIME*
- 10.71%
NTSX
- 1D
- 0.71%
- 1M
- -0.51%
- 6M
- 6.45%
- YTD
- 7.28%
- 1Y
- 17.51%
- 3Y*
- 16.97%
- 5Y*
- 8.15%
- 10Y*
- —
- ALL TIME*
- 12.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.95M | $1.79M | $2.60M | |
| $0.00 | $0.00 | $0.00 |
PSTKX vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PSTKX PIMCO StocksPLUS Fund | 9.64% | 11.51% | 23.87% | 26.53% | -21.20% | 28.03% | 18.27% | 46.11% | -10.79% |
NTSX WisdomTree U.S. Efficient Core Fund | 7.28% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -7.87% |
Correlation
The correlation between PSTKX and NTSX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.91 |
The correlation between PSTKX and NTSX has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.
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Return for Risk
PSTKX vs. NTSX — Risk / Return Rank
PSTKX
NTSX
PSTKX vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Fund (PSTKX) and WisdomTree U.S. Efficient Core Fund (NTSX). 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.
| PSTKX | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.79 | -0.89 |
| Martin ratioReturn relative to average drawdown | 2.91 | 7.28 | -4.37 |
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Drawdowns
PSTKX vs. NTSX - Drawdown Comparison
The maximum PSTKX drawdown since its inception was -62.59%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for PSTKX and NTSX.
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Drawdown Indicators
| PSTKX | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.59% | -31.34% | -31.25% |
Max Drawdown (1Y)Largest decline over 1 year | -13.72% | -9.16% | -4.56% |
Max Drawdown (3Y)Largest decline over 3 years | -19.46% | -16.82% | -2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -27.37% | -31.34% | +3.97% |
Max Drawdown (10Y)Largest decline over 10 years | -36.45% | — | — |
Current DrawdownCurrent decline from peak | -1.97% | -2.27% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -9.31% | -6.70% | -2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.25% | 2.26% | +1.99% |
Volatility
PSTKX vs. NTSX - Volatility Comparison
The current volatility for PIMCO StocksPLUS Fund (PSTKX) is 3.58%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 3.82%. This indicates that PSTKX experiences smaller price fluctuations and is considered to be less risky than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSTKX | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 3.82% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.24% | 10.74% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.43% | 13.29% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.50% | 17.20% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 18.22% | +0.48% |
PSTKX vs. NTSX - Expense Ratio Comparison
PSTKX has a 0.51% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Dividends
PSTKX vs. NTSX - Dividend Comparison
PSTKX's dividend yield for the trailing twelve months is around 13.07%, more than NTSX's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 1.10% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% | 0.00% | 0.00% |
PSTKX PIMCO StocksPLUS Fund | 13.07% | 12.67% | 11.32% | 2.89% | 9.61% | 14.34% | 3.96% | 23.49% | 20.86% | 1.32% | 1.03% | 10.86% |
Frequently Asked Questions
With a correlation of 0.92, PSTKX and NTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
NTSX has higher volatility (3.82%) compared to PSTKX (3.58%). In terms of maximum drawdown, PSTKX dropped -62.59% vs NTSX's -31.34%.
NTSX currently has the higher Sharpe Ratio (1.24 vs 0.86), 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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