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PSTKX vs. SVPFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSTKX vs. SVPFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO StocksPLUS Fund (PSTKX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). The values are adjusted to include any dividend payments, if applicable.

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PSTKX vs. SVPFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PSTKX
PIMCO StocksPLUS Fund
-7.47%11.51%25.03%26.53%-21.20%17.52%
SVPFX
Goldman Sachs Strategic Volatility Premium Fund
0.87%4.19%3.82%5.30%-4.37%0.78%

Returns By Period

In the year-to-date period, PSTKX achieves a -7.47% return, which is significantly lower than SVPFX's 0.87% return.


PSTKX

1D
-0.34%
1M
-8.05%
YTD
-7.47%
6M
-10.26%
1Y
7.63%
3Y*
14.99%
5Y*
9.21%
10Y*
13.82%

SVPFX

1D
0.36%
1M
-0.45%
YTD
0.87%
6M
2.58%
1Y
3.47%
3Y*
4.08%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSTKX vs. SVPFX - Expense Ratio Comparison

PSTKX has a 0.51% expense ratio, which is higher than SVPFX's 0.38% expense ratio.


Return for Risk

PSTKX vs. SVPFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PSTKX
PSTKX Risk / Return Rank: 1616
Overall Rank
PSTKX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PSTKX Sortino Ratio Rank: 1616
Sortino Ratio Rank
PSTKX Omega Ratio Rank: 1919
Omega Ratio Rank
PSTKX Calmar Ratio Rank: 1515
Calmar Ratio Rank
PSTKX Martin Ratio Rank: 1414
Martin Ratio Rank

SVPFX
SVPFX Risk / Return Rank: 2323
Overall Rank
SVPFX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SVPFX Sortino Ratio Rank: 1212
Sortino Ratio Rank
SVPFX Omega Ratio Rank: 3939
Omega Ratio Rank
SVPFX Calmar Ratio Rank: 1919
Calmar Ratio Rank
SVPFX Martin Ratio Rank: 2828
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.

PSTKX vs. SVPFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Fund (PSTKX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). 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.


PSTKXSVPFXDifference

Sharpe ratio

Return per unit of total volatility

0.43

0.44

-0.01

Sortino ratio

Return per unit of downside risk

0.71

0.61

+0.10

Omega ratio

Gain probability vs. loss probability

1.11

1.18

-0.07

Calmar ratio

Return relative to maximum drawdown

0.42

0.57

-0.15

Martin ratio

Return relative to average drawdown

1.36

3.10

-1.75

PSTKX vs. SVPFX - Sharpe Ratio Comparison

The current PSTKX Sharpe Ratio is 0.43, which is comparable to the SVPFX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of PSTKX and SVPFX, 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


PSTKXSVPFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

0.44

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.38

+0.15

Correlation

The correlation between PSTKX and SVPFX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PSTKX vs. SVPFX - Dividend Comparison

PSTKX's dividend yield for the trailing twelve months is around 13.99%, more than SVPFX's 2.49% yield.


TTM20252024202320222021202020192018201720162015
PSTKX
PIMCO StocksPLUS Fund
13.99%12.67%12.28%2.89%9.61%14.34%3.96%23.49%20.86%1.32%1.03%10.86%
SVPFX
Goldman Sachs Strategic Volatility Premium Fund
2.49%1.83%4.37%4.29%0.76%0.38%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PSTKX vs. SVPFX - Drawdown Comparison

The maximum PSTKX drawdown since its inception was -62.59%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for PSTKX and SVPFX.


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Drawdown Indicators


PSTKXSVPFXDifference

Max Drawdown

Largest peak-to-trough decline

-62.59%

-6.37%

-56.22%

Max Drawdown (1Y)

Largest decline over 1 year

-13.72%

-5.22%

-8.50%

Max Drawdown (5Y)

Largest decline over 5 years

-27.37%

Max Drawdown (10Y)

Largest decline over 10 years

-36.45%

Current Drawdown

Current decline from peak

-13.72%

-0.45%

-13.27%

Average Drawdown

Average peak-to-trough decline

-9.38%

-1.99%

-7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

0.98%

+3.30%

Volatility

PSTKX vs. SVPFX - Volatility Comparison

PIMCO StocksPLUS Fund (PSTKX) has a higher volatility of 4.32% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 0.87%. This indicates that PSTKX's price experiences larger fluctuations and is considered to be riskier than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSTKXSVPFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

0.87%

+3.45%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

1.37%

+9.76%

Volatility (1Y)

Calculated over the trailing 1-year period

19.52%

8.02%

+11.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

5.60%

+11.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.66%

5.60%

+13.06%