PTSAX vs. PSLDX
Compare and contrast key facts about PIMCO Total Return ESG Fund (PTSAX) and PIMCO StocksPLUS Long Duration Fund Class I (PSLDX).
PTSAX is managed by PIMCO. It was launched on May 1, 1991. PSLDX is managed by PIMCO. It was launched on Aug 31, 2007.
Performance
PTSAX vs. PSLDX - Performance Comparison
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PTSAX vs. PSLDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTSAX PIMCO Total Return ESG Fund | -1.05% | 8.56% | 2.31% | 5.50% | -16.17% | -1.07% | 8.98% | 8.97% | -0.78% | 4.46% |
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, PTSAX achieves a -1.05% return, which is significantly higher than PSLDX's -9.19% return. Over the past 10 years, PTSAX has underperformed PSLDX with an annualized return of 1.79%, while PSLDX has yielded a comparatively higher 12.36% annualized return.
PTSAX
- 1D
- 0.52%
- 1M
- -3.12%
- YTD
- -1.05%
- 6M
- 0.44%
- 1Y
- 3.91%
- 3Y*
- 4.08%
- 5Y*
- -0.15%
- 10Y*
- 1.79%
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%
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PTSAX vs. PSLDX - Expense Ratio Comparison
PTSAX has a 0.51% expense ratio, which is lower than PSLDX's 0.61% expense ratio.
Return for Risk
PTSAX vs. PSLDX — Risk / Return Rank
PTSAX
PSLDX
PTSAX vs. PSLDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return ESG Fund (PTSAX) 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.
| PTSAX | PSLDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.20 | +0.74 |
Sortino ratioReturn per unit of downside risk | 1.32 | 0.43 | +0.89 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.06 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 0.16 | +1.20 |
Martin ratioReturn relative to average drawdown | 4.13 | 0.49 | +3.64 |
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
| PTSAX | PSLDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.20 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.12 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.58 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.61 | +0.49 |
Correlation
The correlation between PTSAX and PSLDX is 0.38, 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
PTSAX vs. PSLDX - Dividend Comparison
PTSAX's dividend yield for the trailing twelve months is around 3.60%, more than PSLDX's 3.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTSAX PIMCO Total Return ESG Fund | 3.60% | 3.87% | 3.89% | 3.32% | 3.68% | 2.96% | 4.60% | 3.48% | 2.56% | 2.03% | 2.96% | 4.71% |
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
PTSAX vs. PSLDX - Drawdown Comparison
The maximum PTSAX drawdown since its inception was -21.12%, smaller than the maximum PSLDX drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PTSAX and PSLDX.
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Drawdown Indicators
| PTSAX | PSLDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.12% | -55.25% | +34.13% |
Max Drawdown (1Y)Largest decline over 1 year | -3.63% | -19.25% | +15.62% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -49.32% | +28.20% |
Max Drawdown (10Y)Largest decline over 10 years | -21.12% | -49.32% | +28.20% |
Current DrawdownCurrent decline from peak | -4.12% | -18.47% | +14.35% |
Average DrawdownAverage peak-to-trough decline | -2.47% | -10.70% | +8.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 6.30% | -5.11% |
Volatility
PTSAX vs. PSLDX - Volatility Comparison
The current volatility for PIMCO Total Return ESG Fund (PTSAX) is 1.95%, while PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) has a volatility of 7.50%. This indicates that PTSAX 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
| PTSAX | PSLDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.95% | 7.50% | -5.55% |
Volatility (6M)Calculated over the trailing 6-month period | 2.90% | 14.03% | -11.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.84% | 23.99% | -19.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.05% | 22.86% | -16.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.05% | 21.31% | -16.26% |