PZRIX vs. PSLDX
Compare and contrast key facts about PIMCO RAE Global ex-US Fund (PZRIX) and PIMCO StocksPLUS Long Duration Fund Class I (PSLDX).
PZRIX is managed by PIMCO. It was launched on Jun 4, 2015. PSLDX is managed by PIMCO. It was launched on Aug 31, 2007.
Performance
PZRIX vs. PSLDX - Performance Comparison
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PZRIX vs. PSLDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PZRIX PIMCO RAE Global ex-US Fund | 7.89% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
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, PZRIX achieves a 7.89% return, which is significantly higher than PSLDX's -9.19% return. Over the past 10 years, PZRIX has underperformed PSLDX with an annualized return of 9.95%, while PSLDX has yielded a comparatively higher 12.36% annualized return.
PZRIX
- 1D
- 0.41%
- 1M
- -6.89%
- YTD
- 7.89%
- 6M
- 16.45%
- 1Y
- 34.85%
- 3Y*
- 18.91%
- 5Y*
- 10.55%
- 10Y*
- 9.95%
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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PZRIX vs. PSLDX - Expense Ratio Comparison
PZRIX has a 0.00% expense ratio, which is lower than PSLDX's 0.61% expense ratio.
Return for Risk
PZRIX vs. PSLDX — Risk / Return Rank
PZRIX
PSLDX
PZRIX vs. PSLDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE Global ex-US Fund (PZRIX) 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.
| PZRIX | PSLDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.41 | 0.20 | +2.21 |
Sortino ratioReturn per unit of downside risk | 3.09 | 0.43 | +2.66 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.06 | +0.40 |
Calmar ratioReturn relative to maximum drawdown | 2.70 | 0.16 | +2.54 |
Martin ratioReturn relative to average drawdown | 12.87 | 0.49 | +12.38 |
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
| PZRIX | PSLDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.41 | 0.20 | +2.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.12 | +0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.58 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.61 | -0.02 |
Correlation
The correlation between PZRIX and PSLDX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PZRIX vs. PSLDX - Dividend Comparison
PZRIX's dividend yield for the trailing twelve months is around 6.08%, more than PSLDX's 3.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PZRIX PIMCO RAE Global ex-US Fund | 6.08% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
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
PZRIX vs. PSLDX - Drawdown Comparison
The maximum PZRIX drawdown since its inception was -43.53%, smaller than the maximum PSLDX drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PZRIX and PSLDX.
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Drawdown Indicators
| PZRIX | PSLDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.53% | -55.25% | +11.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -19.25% | +8.57% |
Max Drawdown (5Y)Largest decline over 5 years | -30.85% | -49.32% | +18.47% |
Max Drawdown (10Y)Largest decline over 10 years | -43.53% | -49.32% | +5.79% |
Current DrawdownCurrent decline from peak | -6.96% | -18.47% | +11.51% |
Average DrawdownAverage peak-to-trough decline | -9.00% | -10.70% | +1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 6.30% | -3.77% |
Volatility
PZRIX vs. PSLDX - Volatility Comparison
The current volatility for PIMCO RAE Global ex-US Fund (PZRIX) is 5.02%, while PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) has a volatility of 7.50%. This indicates that PZRIX 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
| PZRIX | PSLDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 7.50% | -2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 8.77% | 14.03% | -5.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.09% | 23.99% | -9.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 22.86% | -7.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.01% | 21.31% | -4.30% |