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PTLDX vs. PSLDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTLDX vs. PSLDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Low Duration Fund (PTLDX) and PIMCO StocksPLUS Long Duration Fund Class I (PSLDX). The values are adjusted to include any dividend payments, if applicable.

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PTLDX vs. PSLDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTLDX
PIMCO Low Duration Fund
-0.43%5.58%4.85%5.32%-5.69%-0.70%3.42%4.49%0.52%1.84%
PSLDX
PIMCO StocksPLUS Long Duration Fund Class I
-9.19%12.26%17.15%27.92%-43.18%25.85%37.80%60.43%-9.31%33.07%

Returns By Period

In the year-to-date period, PTLDX achieves a -0.43% return, which is significantly higher than PSLDX's -9.19% return. Over the past 10 years, PTLDX has underperformed PSLDX with an annualized return of 2.01%, while PSLDX has yielded a comparatively higher 12.36% annualized return.


PTLDX

1D
0.22%
1M
-1.17%
YTD
-0.43%
6M
0.76%
1Y
3.38%
3Y*
4.55%
5Y*
1.68%
10Y*
2.01%

PSLDX

1D
0.96%
1M
-12.58%
YTD
-9.19%
6M
-13.68%
1Y
3.47%
3Y*
10.69%
5Y*
2.64%
10Y*
12.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTLDX vs. PSLDX - Expense Ratio Comparison

PTLDX has a 0.46% expense ratio, which is lower than PSLDX's 0.61% expense ratio.


Return for Risk

PTLDX vs. PSLDX — Risk / Return Rank

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

PTLDX
PTLDX Risk / Return Rank: 9090
Overall Rank
PTLDX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PTLDX Sortino Ratio Rank: 9393
Sortino Ratio Rank
PTLDX Omega Ratio Rank: 8989
Omega Ratio Rank
PTLDX Calmar Ratio Rank: 9090
Calmar Ratio Rank
PTLDX Martin Ratio Rank: 9191
Martin Ratio Rank

PSLDX
PSLDX Risk / Return Rank: 1010
Overall Rank
PSLDX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PSLDX Sortino Ratio Rank: 1010
Sortino Ratio Rank
PSLDX Omega Ratio Rank: 1111
Omega Ratio Rank
PSLDX Calmar Ratio Rank: 99
Calmar Ratio Rank
PSLDX Martin Ratio Rank: 99
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.

PTLDX vs. PSLDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Low Duration Fund (PTLDX) 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.


PTLDXPSLDXDifference

Sharpe ratio

Return per unit of total volatility

1.66

0.20

+1.46

Sortino ratio

Return per unit of downside risk

2.85

0.43

+2.42

Omega ratio

Gain probability vs. loss probability

1.39

1.06

+0.33

Calmar ratio

Return relative to maximum drawdown

2.48

0.16

+2.32

Martin ratio

Return relative to average drawdown

10.46

0.49

+9.97

PTLDX vs. PSLDX - Sharpe Ratio Comparison

The current PTLDX Sharpe Ratio is 1.66, which is higher than the PSLDX Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of PTLDX and PSLDX, 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


PTLDXPSLDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

0.20

+1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.12

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.58

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

1.45

0.61

+0.84

Correlation

The correlation between PTLDX and PSLDX is 0.28, 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

PTLDX vs. PSLDX - Dividend Comparison

PTLDX's dividend yield for the trailing twelve months is around 3.89%, more than PSLDX's 3.40% yield.


TTM20252024202320222021202020192018201720162015
PTLDX
PIMCO Low Duration Fund
3.89%4.22%4.16%4.04%1.57%0.83%1.83%3.35%2.16%1.72%2.00%2.51%
PSLDX
PIMCO StocksPLUS Long Duration Fund Class I
3.40%5.60%16.73%3.67%2.66%38.80%12.89%18.91%15.58%24.52%11.55%12.08%

Drawdowns

PTLDX vs. PSLDX - Drawdown Comparison

The maximum PTLDX drawdown since its inception was -8.21%, smaller than the maximum PSLDX drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PTLDX and PSLDX.


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Drawdown Indicators


PTLDXPSLDXDifference

Max Drawdown

Largest peak-to-trough decline

-8.21%

-55.25%

+47.04%

Max Drawdown (1Y)

Largest decline over 1 year

-1.60%

-19.25%

+17.65%

Max Drawdown (5Y)

Largest decline over 5 years

-8.21%

-49.32%

+41.11%

Max Drawdown (10Y)

Largest decline over 10 years

-8.21%

-49.32%

+41.11%

Current Drawdown

Current decline from peak

-1.17%

-18.47%

+17.30%

Average Drawdown

Average peak-to-trough decline

-0.76%

-10.70%

+9.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

6.30%

-5.92%

Volatility

PTLDX vs. PSLDX - Volatility Comparison

The current volatility for PIMCO Low Duration Fund (PTLDX) is 0.82%, while PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) has a volatility of 7.50%. This indicates that PTLDX 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.


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Volatility by Period


PTLDXPSLDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

7.50%

-6.68%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

14.03%

-12.54%

Volatility (1Y)

Calculated over the trailing 1-year period

2.29%

23.99%

-21.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.45%

22.86%

-20.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.08%

21.31%

-19.23%