PSTKX vs. PSLDX
Compare and contrast key facts about PIMCO StocksPLUS Fund (PSTKX) and PIMCO StocksPLUS Long Duration Fund Class I (PSLDX).
PSTKX is managed by PIMCO. It was launched on May 13, 1993. PSLDX is managed by PIMCO. It was launched on Aug 31, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSTKX or PSLDX.
Key characteristics
| PSTKX | PSLDX | |
|---|---|---|
| YTD Return | 27.32% | 24.43% |
| 1Y Return | 38.45% | 50.06% |
| 3Y Return (Ann) | 2.71% | -2.48% |
| 5Y Return (Ann) | 8.94% | 10.19% |
| 10Y Return (Ann) | 5.50% | 13.18% |
| Sharpe Ratio | 3.26 | 2.94 |
| Sortino Ratio | 4.31 | 3.87 |
| Omega Ratio | 1.62 | 1.48 |
| Calmar Ratio | 1.83 | 1.32 |
| Martin Ratio | 21.29 | 16.46 |
| Ulcer Index | 1.91% | 3.24% |
| Daily Std Dev | 12.42% | 18.04% |
| Max Drawdown | -62.60% | -79.57% |
| Current Drawdown | 0.00% | -10.13% |
Correlation
The correlation between PSTKX and PSLDX is 0.77, 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.
Performance
PSTKX vs. PSLDX - Performance Comparison
In the year-to-date period, PSTKX achieves a 27.32% return, which is significantly higher than PSLDX's 24.43% return. Over the past 10 years, PSTKX has underperformed PSLDX with an annualized return of 5.50%, while PSLDX has yielded a comparatively higher 13.18% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PSTKX vs. PSLDX - Expense Ratio Comparison
PSTKX has a 0.51% expense ratio, which is lower than PSLDX's 0.61% expense ratio.
Risk-Adjusted Performance
PSTKX vs. PSLDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Fund (PSTKX) and PIMCO StocksPLUS Long Duration Fund Class I (PSLDX). 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.
Dividends
PSTKX vs. PSLDX - Dividend Comparison
PSTKX's dividend yield for the trailing twelve months is around 5.33%, less than PSLDX's 14.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSTKX PIMCO StocksPLUS Fund | 5.33% | 2.89% | 0.83% | 4.50% | 2.91% | 5.85% | 2.73% | 1.32% | 1.36% | 2.03% | 0.70% | 4.98% |
PSLDX PIMCO StocksPLUS Long Duration Fund Class I | 14.22% | 3.67% | 2.66% | 38.80% | 11.13% | 14.09% | 15.58% | 24.51% | 11.55% | 12.08% | 23.01% | 43.03% |
Drawdowns
PSTKX vs. PSLDX - Drawdown Comparison
The maximum PSTKX drawdown since its inception was -62.60%, smaller than the maximum PSLDX drawdown of -79.57%. Use the drawdown chart below to compare losses from any high point for PSTKX and PSLDX. For additional features, visit the drawdowns tool.
Volatility
PSTKX vs. PSLDX - Volatility Comparison
The current volatility for PIMCO StocksPLUS Fund (PSTKX) is 4.00%, while PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) has a volatility of 4.85%. This indicates that PSTKX experiences smaller price fluctuations and is considered to be less risky than PSLDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.