PSTKX vs. SSEYX
PSTKX (PIMCO StocksPLUS Fund) and SSEYX (State Street Equity 500 Index II Portfolio) are both Large Cap Blend Equities funds. Over the past 10 years, PSTKX returned 15.76%/yr vs 15.54%/yr for SSEYX. With a 0.99 correlation, they move nearly in lockstep. PSTKX charges 0.51%/yr vs 0.02%/yr for SSEYX.
Performance
PSTKX vs. SSEYX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with PSTKX having a 8.58% return and SSEYX slightly lower at 8.21%. Both investments have delivered pretty close results over the past 10 years, with PSTKX having a 15.76% annualized return and SSEYX not far behind at 15.54%.
PSTKX
- 1D
- -1.40%
- 1M
- -1.09%
- YTD
- 8.58%
- 6M
- 1.25%
- 1Y
- 16.25%
- 3Y*
- 18.87%
- 5Y*
- 11.08%
- 10Y*
- 15.76%
SSEYX
- 1D
- -1.43%
- 1M
- -1.33%
- YTD
- 8.21%
- 6M
- 6.88%
- 1Y
- 22.02%
- 3Y*
- 20.70%
- 5Y*
- 13.06%
- 10Y*
- 15.54%
PSTKX vs. SSEYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSTKX PIMCO StocksPLUS Fund | 8.58% | 11.51% | 25.03% | 26.53% | -21.20% | 28.03% | 18.27% | 46.11% | -5.56% | 22.42% |
SSEYX State Street Equity 500 Index II Portfolio | 8.21% | 17.52% | 25.01% | 26.29% | -18.18% | 28.58% | 18.28% | 31.42% | -4.54% | 21.72% |
Correlation
The correlation between PSTKX and SSEYX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2014 | 0.99 |
The correlation between PSTKX and SSEYX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
PSTKX vs. SSEYX — Risk / Return Rank
PSTKX
SSEYX
PSTKX vs. SSEYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Fund (PSTKX) and State Street Equity 500 Index II Portfolio (SSEYX). 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 | SSEYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.34 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 2.64 | -1.35 |
| Martin ratioReturn relative to average drawdown | 4.20 | 11.88 | -7.67 |
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Drawdowns
PSTKX vs. SSEYX - Drawdown Comparison
The maximum PSTKX drawdown since its inception was -62.59%, which is greater than SSEYX's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for PSTKX and SSEYX.
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Drawdown Indicators
| PSTKX | SSEYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.59% | -33.75% | -28.84% |
Max Drawdown (1Y)Largest decline over 1 year | -13.72% | -8.88% | -4.84% |
Max Drawdown (3Y)Largest decline over 3 years | -19.46% | -18.74% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -27.37% | -24.52% | -2.85% |
Max Drawdown (10Y)Largest decline over 10 years | -36.45% | -33.75% | -2.70% |
Current DrawdownCurrent decline from peak | -2.92% | -3.12% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -9.33% | -4.08% | -5.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 1.97% | +2.24% |
Volatility
PSTKX vs. SSEYX - Volatility Comparison
PIMCO StocksPLUS Fund (PSTKX) and State Street Equity 500 Index II Portfolio (SSEYX) have volatilities of 4.79% and 4.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSTKX | SSEYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 4.89% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 9.91% | +1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.15% | 12.55% | +1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.48% | 17.01% | +0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.71% | 18.08% | +0.63% |
PSTKX vs. SSEYX - Expense Ratio Comparison
PSTKX has a 0.51% expense ratio, which is higher than SSEYX's 0.02% expense ratio.
Dividends
PSTKX vs. SSEYX - Dividend Comparison
PSTKX's dividend yield for the trailing twelve months is around 13.20%, more than SSEYX's 1.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSTKX PIMCO StocksPLUS Fund | 13.20% | 12.67% | 12.28% | 2.89% | 9.61% | 14.34% | 3.96% | 23.49% | 20.86% | 1.32% | 1.03% | 10.86% |
SSEYX State Street Equity 500 Index II Portfolio | 1.28% | 1.38% | 1.93% | 1.46% | 1.57% | 2.48% | 3.63% | 2.36% | 5.91% | 5.37% | 2.29% | 3.47% |
Frequently Asked Questions
With a correlation of 0.99, PSTKX and SSEYX 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.
SSEYX has higher volatility (4.89%) compared to PSTKX (4.79%). In terms of maximum drawdown, PSTKX dropped -62.59% vs SSEYX's -33.75%.
SSEYX currently has the higher Sharpe Ratio (1.88 vs 1.26), 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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