PWLIX vs. PSLDX
Compare and contrast key facts about PIMCO RAE Worldwide Long/Short PLUS Fund (PWLIX) and PIMCO StocksPLUS Long Duration Fund Class I (PSLDX).
PWLIX is managed by PIMCO. It was launched on Dec 3, 2014. PSLDX is managed by PIMCO. It was launched on Aug 31, 2007.
Performance
PWLIX vs. PSLDX - Performance Comparison
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PWLIX vs. PSLDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PWLIX PIMCO RAE Worldwide Long/Short PLUS Fund | 9.51% | 4.64% | 4.65% | 4.04% | 4.33% | 15.15% | -12.66% | 9.60% | 0.49% | 11.80% |
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, PWLIX achieves a 9.51% return, which is significantly higher than PSLDX's -9.19% return. Over the past 10 years, PWLIX has underperformed PSLDX with an annualized return of 5.83%, while PSLDX has yielded a comparatively higher 12.36% annualized return.
PWLIX
- 1D
- 1.13%
- 1M
- 0.50%
- YTD
- 9.51%
- 6M
- 8.92%
- 1Y
- 6.36%
- 3Y*
- 8.08%
- 5Y*
- 7.13%
- 10Y*
- 5.83%
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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PWLIX vs. PSLDX - Expense Ratio Comparison
PWLIX has a 1.19% expense ratio, which is higher than PSLDX's 0.61% expense ratio.
Return for Risk
PWLIX vs. PSLDX — Risk / Return Rank
PWLIX
PSLDX
PWLIX vs. PSLDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE Worldwide Long/Short PLUS Fund (PWLIX) 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.
| PWLIX | PSLDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.20 | +0.59 |
Sortino ratioReturn per unit of downside risk | 1.14 | 0.43 | +0.71 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.06 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 0.16 | +1.22 |
Martin ratioReturn relative to average drawdown | 2.63 | 0.49 | +2.14 |
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
| PWLIX | PSLDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.20 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.12 | +0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.58 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.61 | -0.07 |
Correlation
The correlation between PWLIX and PSLDX is 0.23, 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. PSLDX - Dividend Comparison
PWLIX's dividend yield for the trailing twelve months is around 6.07%, more than PSLDX's 3.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PWLIX PIMCO RAE Worldwide Long/Short PLUS Fund | 6.07% | 6.65% | 4.75% | 5.51% | 14.75% | 11.99% | 7.31% | 6.79% | 0.39% | 10.82% | 4.16% | 3.61% |
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
PWLIX vs. PSLDX - Drawdown Comparison
The maximum PWLIX drawdown since its inception was -26.92%, smaller than the maximum PSLDX drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PWLIX and PSLDX.
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Drawdown Indicators
| PWLIX | PSLDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.92% | -55.25% | +28.33% |
Max Drawdown (1Y)Largest decline over 1 year | -5.79% | -19.25% | +13.46% |
Max Drawdown (5Y)Largest decline over 5 years | -11.74% | -49.32% | +37.58% |
Max Drawdown (10Y)Largest decline over 10 years | -26.92% | -49.32% | +22.40% |
Current DrawdownCurrent decline from peak | 0.00% | -18.47% | +18.47% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -10.70% | +6.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 6.30% | -3.27% |
Volatility
PWLIX vs. PSLDX - Volatility Comparison
The current volatility for PIMCO RAE Worldwide Long/Short PLUS Fund (PWLIX) is 2.39%, while PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) has a volatility of 7.50%. This indicates that PWLIX 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
| PWLIX | PSLDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.39% | 7.50% | -5.11% |
Volatility (6M)Calculated over the trailing 6-month period | 6.03% | 14.03% | -8.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.04% | 23.99% | -14.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.86% | 22.86% | -14.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.94% | 21.31% | -12.37% |