PTRIX vs. PSLDX

Last updated Apr 1, 2026

Compare and contrast key facts about PIMCO Mortgage-Backed Securities Fund (PTRIX) and PIMCO StocksPLUS Long Duration Fund Class I (PSLDX).

PTRIX is managed by PIMCO. It was launched on Jul 31, 1997. PSLDX is managed by PIMCO. It was launched on Aug 31, 2007.

Performance

PTRIX vs. PSLDX - Performance Comparison

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

PTRIX vs. PSLDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PTRIX PIMCO Mortgage-Backed Securities Fund	0.00%	0.00%	5.87%	5.25%	-14.13%	1.04%	5.30%	6.44%	1.35%	4.38%
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

PTRIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

PTRIX vs. PSLDX - Expense Ratio Comparison

PTRIX has a 0.50% expense ratio, which is lower than PSLDX's 0.61% expense ratio.

PSLDX

PIMCO StocksPLUS Long Duration Fund Class I

PTRIX

PIMCO Mortgage-Backed Securities Fund

Return for Risk

PTRIX vs. PSLDX — Risk / Return Rank

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

PSLDX

PSLDX Risk / Return Rank: 10
PSLDX Sharpe Ratio Rank: 10
PSLDX Sortino Ratio Rank: 10
PSLDX Omega Ratio Rank: 11
PSLDX Calmar Ratio Rank: 9
PSLDX Martin Ratio Rank: 9

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.

PTRIX vs. PSLDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Mortgage-Backed Securities Fund (PTRIX) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	PTRIX	PSLDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.20	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.12	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.61	—

Correlation

The correlation between PTRIX and PSLDX is 0.29, 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

PTRIX vs. PSLDX - Dividend Comparison

PTRIX has not paid dividends to shareholders, while PSLDX's dividend yield for the trailing twelve months is around 3.40%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PTRIX PIMCO Mortgage-Backed Securities Fund	0.00%	0.00%	4.07%	5.32%	3.82%	3.02%	2.89%	3.73%	3.54%	3.04%	3.18%	2.43%
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

Drawdown Indicators

	PTRIX	PSLDX	Difference
Max Drawdown Largest peak-to-trough decline	—	-55.25%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-19.25%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-49.32%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-49.32%	—
Current Drawdown Current decline from peak	—	-18.47%	—
Average Drawdown Average peak-to-trough decline	—	-10.70%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.30%	—

Volatility

Volatility by Period

	PTRIX	PSLDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.50%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.03%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	23.99%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.86%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	21.31%	—