PWLIX vs. COAGX

Last updated Apr 2, 2026

Compare and contrast key facts about PIMCO RAE Worldwide Long/Short PLUS Fund (PWLIX) and Caldwell & Orkin - Gator Capital Long/Short Fund (COAGX).

PWLIX is managed by PIMCO. It was launched on Dec 3, 2014. COAGX is managed by Caldwell & Orkin. It was launched on Aug 23, 1992.

Performance

PWLIX vs. COAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAE Worldwide Long/Short PLUS Fund (PWLIX) and Caldwell & Orkin - Gator Capital Long/Short Fund (COAGX). The values are adjusted to include any dividend payments, if applicable.

PWLIX vs. COAGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PWLIX PIMCO RAE Worldwide Long/Short PLUS Fund	9.37%	4.64%	4.65%	4.04%	4.33%	15.15%	-12.66%	9.60%	0.49%	11.80%
COAGX Caldwell & Orkin - Gator Capital Long/Short Fund	3.61%	17.44%	35.58%	31.98%	-7.18%	27.17%	11.06%	24.20%	-15.53%	0.93%

Returns By Period

PWLIX

• 1D: -0.12%
• 1M: 0.63%
• YTD: 9.37%
• 6M: 9.23%
• 1Y: 6.23%
• 3Y*: 8.04%
• 5Y*: 7.20%
• 10Y*: 5.82%

COAGX

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

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

PWLIX vs. COAGX - Expense Ratio Comparison

PWLIX has a 1.19% expense ratio, which is lower than COAGX's 2.00% expense ratio.

COAGX

Caldwell & Orkin - Gator Capital Long/Short Fund

PWLIX

PIMCO RAE Worldwide Long/Short PLUS Fund

Return for Risk

PWLIX vs. COAGX — Risk / Return Rank

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

PWLIX

PWLIX Risk / Return Rank: 25
PWLIX Sharpe Ratio Rank: 24
PWLIX Sortino Ratio Rank: 22
PWLIX Omega Ratio Rank: 19
PWLIX Calmar Ratio Rank: 41
PWLIX Martin Ratio Rank: 18

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.

PWLIX vs. COAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE Worldwide Long/Short PLUS Fund (PWLIX) and Caldwell & Orkin - Gator Capital Long/Short Fund (COAGX). 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.

	PWLIX	COAGX	Difference
Sharpe ratio Return per unit of total volatility	0.70	—	—
Sortino ratio Return per unit of downside risk	1.02	—	—
Omega ratio Gain probability vs. loss probability	1.13	—	—
Calmar ratio Return relative to maximum drawdown	1.24	—	—
Martin ratio Return relative to average drawdown	2.36	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PWLIX	COAGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.70	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.82	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	—	—

Correlation

The correlation between PWLIX and COAGX is 0.18, 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

PWLIX vs. COAGX - Dividend Comparison

PWLIX's dividend yield for the trailing twelve months is around 6.08%, while COAGX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PWLIX PIMCO RAE Worldwide Long/Short PLUS Fund	6.08%	6.65%	4.75%	5.51%	14.75%	11.99%	7.31%	6.79%	0.39%	10.82%	4.16%	3.61%
COAGX Caldwell & Orkin - Gator Capital Long/Short Fund	0.00%	0.00%	0.81%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	5.81%

Drawdowns

Drawdown Indicators

	PWLIX	COAGX	Difference
Max Drawdown Largest peak-to-trough decline	-26.92%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-5.79%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-11.74%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-26.92%	—	—
Current Drawdown Current decline from peak	-0.12%	—	—
Average Drawdown Average peak-to-trough decline	-4.16%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.03%	—	—

Volatility

Volatility by Period

	PWLIX	COAGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.38%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.00%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.02%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.86%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.94%	—	—