PSTKX vs. SVPFX
Compare and contrast key facts about PIMCO StocksPLUS Fund (PSTKX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX).
PSTKX is managed by PIMCO. It was launched on May 13, 1993. SVPFX is managed by Goldman Sachs. It was launched on Mar 28, 2021.
Performance
PSTKX vs. SVPFX - Performance Comparison
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PSTKX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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*
- —
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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
PSTKX
SVPFX
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.
| PSTKX | SVPFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 0.44 | -0.01 |
Sortino ratioReturn per unit of downside risk | 0.71 | 0.61 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.18 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.42 | 0.57 | -0.15 |
Martin ratioReturn relative to average drawdown | 1.36 | 3.10 | -1.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSTKX | SVPFX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| PSTKX | SVPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -13.72% | -0.45% | -13.27% |
Average DrawdownAverage peak-to-trough decline | -9.38% | -1.99% | -7.39% |
Ulcer IndexDepth 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
| PSTKX | SVPFX | Difference | |
|---|---|---|---|
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% |