PSTKX vs. VSMPX

Last updated Aug 1, 2026

PSTKX (PIMCO StocksPLUS Fund) and VSMPX (Vanguard Total Stock Market Index Fund Institutional Plus Shares) are both Large Cap Blend Equities funds. Over the past 10 years, PSTKX returned 14.96%/yr vs 14.49%/yr for VSMPX. Their 0.98 correlation means they have historically moved very closely together. PSTKX charges 0.51%/yr vs 0.02%/yr for VSMPX.

Performance

PSTKX vs. VSMPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO StocksPLUS Fund (PSTKX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with PSTKX having a 9.64% return and VSMPX slightly higher at 9.88%. Both investments have delivered pretty close results over the past 10 years, with PSTKX having a 14.96% annualized return and VSMPX not far behind at 14.49%.

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%

VSMPX

• 1D: 1.63%
• 1M: -0.78%
• 6M: 8.16%
• YTD: 9.88%
• 1Y: 21.12%
• 3Y*: 18.60%
• 5Y*: 11.63%
• 10Y*: 14.49%
• ALL TIME*: 14.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PSTKX PIMCO StocksPLUS Fund	$0.00	$0.00	$0.00
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares	$0.00	$0.00	$0.00

PSTKX vs. VSMPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSTKX PIMCO StocksPLUS Fund	9.64%	11.51%	23.87%	26.53%	-21.20%	28.03%	18.27%	46.11%	-5.56%	22.42%
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares	9.88%	17.15%	23.26%	26.53%	-19.50%	25.74%	21.01%	30.79%	-5.16%	21.19%

Correlation

The correlation between PSTKX and VSMPX is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.99
Correlation (3Y) Balances recent behavior with more history.	0.98
Correlation (5Y) Shows whether the relationship held over a longer period.	0.99
Correlation (10Y) Provides a long-term view across more market conditions.	0.98
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.98

The correlation between PSTKX and VSMPX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

Return for Risk

PSTKX vs. VSMPX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PSTKX

PSTKX Risk / Return Rank: 23
PSTKX Sharpe Ratio Rank: 25
PSTKX Sortino Ratio Rank: 22
PSTKX Omega Ratio Rank: 28
PSTKX Calmar Ratio Rank: 19
PSTKX Martin Ratio Rank: 21

VSMPX

VSMPX Risk / Return Rank: 64
VSMPX Sharpe Ratio Rank: 61
VSMPX Sortino Ratio Rank: 58
VSMPX Omega Ratio Rank: 57
VSMPX Calmar Ratio Rank: 66
VSMPX Martin Ratio Rank: 78

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PSTKX vs. VSMPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Fund (PSTKX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX). 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	VSMPX	Difference
Sharpe ratio: Return per unit of total volatility	0.86	1.43	-0.57
Sortino ratio: Return per unit of downside risk	1.18	2.01	-0.83
Omega ratio: Gain probability vs. loss probability	1.17	1.26	-0.09
Calmar ratio: Return relative to maximum drawdown	0.90	2.10	-1.20
Martin ratio: Return relative to average drawdown	2.91	9.09	-6.19

PSTKX vs. VSMPX - Sharpe Ratio Comparison

The current PSTKX Sharpe Ratio is 0.86, which is lower than the VSMPX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of PSTKX and VSMPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PSTKX vs. VSMPX - Drawdown Comparison

The maximum PSTKX drawdown since its inception was -62.59%, which is greater than VSMPX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for PSTKX and VSMPX.

Drawdown Indicators

	PSTKX	VSMPX	Difference
Max Drawdown Largest peak-to-trough decline	-62.59%	-34.97%	-27.62%
Max Drawdown (1Y) Largest decline over 1 year	-13.72%	-8.92%	-4.80%
Max Drawdown (3Y) Largest decline over 3 years	-19.46%	-19.36%	-0.10%
Max Drawdown (5Y) Largest decline over 5 years	-27.37%	-25.35%	-2.02%
Max Drawdown (10Y) Largest decline over 10 years	-36.45%	-34.97%	-1.48%
Current Drawdown Current decline from peak	-1.97%	-1.89%	-0.08%
Average Drawdown Average peak-to-trough decline	-9.31%	-4.55%	-4.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.25%	2.06%	+2.19%

Volatility

PSTKX vs. VSMPX - Volatility Comparison

PIMCO StocksPLUS Fund (PSTKX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) have volatilities of 3.58% and 3.41%, 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.

Volatility by Period

	PSTKX	VSMPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.58%	3.41%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	10.24%	10.27%	-0.03%
Volatility (1Y) Calculated over the trailing 1-year period	14.43%	13.13%	+1.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.50%	17.47%	+0.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.70%	18.41%	+0.29%

PSTKX vs. VSMPX - Expense Ratio Comparison

PSTKX has a 0.51% expense ratio, which is higher than VSMPX's 0.02% expense ratio.

Dividends

PSTKX vs. VSMPX - Dividend Comparison

PSTKX's dividend yield for the trailing twelve months is around 13.07%, more than VSMPX's 1.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares	1.07%	1.13%	1.27%	1.43%	1.67%	1.22%	1.43%	1.78%	2.05%	1.73%	1.95%	0.00%

Frequently Asked Questions

Can I hold both PSTKX and VSMPX in my portfolio?

With a correlation of 0.99, PSTKX and VSMPX 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.

Which is riskier, PSTKX or VSMPX?

PSTKX has higher volatility (3.58%) compared to VSMPX (3.41%). In terms of maximum drawdown, PSTKX dropped -62.59% vs VSMPX's -34.97%.

Which has better risk-adjusted returns?

VSMPX currently has the higher Sharpe Ratio (1.43 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.