RSSB vs. PLSDX

Last updated Apr 1, 2026

Compare and contrast key facts about Return Stacked Global Stocks & Bonds ETF (RSSB) and Pacific Funds Short Duration Income (PLSDX).

RSSB is an actively managed fund by Return Stacked. It was launched on Dec 4, 2023. PLSDX is managed by Pacific Funds Series Trust. It was launched on Dec 19, 2011.

Performance

RSSB vs. PLSDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked Global Stocks & Bonds ETF (RSSB) and Pacific Funds Short Duration Income (PLSDX). The values are adjusted to include any dividend payments, if applicable.

RSSB vs. PLSDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
RSSB Return Stacked Global Stocks & Bonds ETF	-3.24%	25.16%	10.53%	6.73%
PLSDX Pacific Funds Short Duration Income	0.07%	5.93%	5.44%	1.11%

Returns By Period

In the year-to-date period, RSSB achieves a -3.24% return, which is significantly lower than PLSDX's 0.07% return.

RSSB

• 1D: 2.80%
• 1M: -8.72%
• YTD: -3.24%
• 6M: -0.12%
• 1Y: 20.13%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PLSDX

• 1D: 0.20%
• 1M: -0.68%
• YTD: 0.07%
• 6M: 1.22%
• 1Y: 4.36%
• 3Y*: 5.42%
• 5Y*: 3.08%
• 10Y*: 3.00%

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

RSSB vs. PLSDX - Expense Ratio Comparison

RSSB has a 0.41% expense ratio, which is lower than PLSDX's 0.45% expense ratio.

PLSDX

Pacific Funds Short Duration Income

RSSB

Return Stacked Global Stocks & Bonds ETF

Return for Risk

RSSB vs. PLSDX — Risk / Return Rank

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

RSSB

RSSB Risk / Return Rank: 66
RSSB Sharpe Ratio Rank: 63
RSSB Sortino Ratio Rank: 65
RSSB Omega Ratio Rank: 62
RSSB Calmar Ratio Rank: 68
RSSB Martin Ratio Rank: 70

PLSDX

PLSDX Risk / Return Rank: 98
PLSDX Sharpe Ratio Rank: 98
PLSDX Sortino Ratio Rank: 98
PLSDX Omega Ratio Rank: 97
PLSDX Calmar Ratio Rank: 98
PLSDX Martin Ratio Rank: 98

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.

RSSB vs. PLSDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Global Stocks & Bonds ETF (RSSB) and Pacific Funds Short Duration Income (PLSDX). 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.

	RSSB	PLSDX	Difference
Sharpe ratio Return per unit of total volatility	1.06	2.95	-1.89
Sortino ratio Return per unit of downside risk	1.58	4.44	-2.86
Omega ratio Gain probability vs. loss probability	1.22	1.72	-0.50
Calmar ratio Return relative to maximum drawdown	1.66	4.72	-3.07
Martin ratio Return relative to average drawdown	6.67	21.71	-15.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSSB vs. PLSDX - Sharpe Ratio Comparison

The current RSSB Sharpe Ratio is 1.06, which is lower than the PLSDX Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of RSSB and PLSDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RSSB	PLSDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	2.95	-1.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.72	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.71	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.01	1.83	-0.81

Correlation

The correlation between RSSB and PLSDX 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

RSSB vs. PLSDX - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 3.60%, less than PLSDX's 4.09% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RSSB Return Stacked Global Stocks & Bonds ETF	3.60%	3.48%	1.10%	0.61%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PLSDX Pacific Funds Short Duration Income	4.09%	4.57%	5.00%	4.01%	2.20%	2.38%	1.93%	2.66%	2.63%	2.20%	1.90%	2.08%

Drawdowns

RSSB vs. PLSDX - Drawdown Comparison

The maximum RSSB drawdown since its inception was -16.21%, which is greater than PLSDX's maximum drawdown of -7.79%. Use the drawdown chart below to compare losses from any high point for RSSB and PLSDX.

Drawdown Indicators

	RSSB	PLSDX	Difference
Max Drawdown Largest peak-to-trough decline	-16.21%	-7.79%	-8.42%
Max Drawdown (1Y) Largest decline over 1 year	-12.52%	-0.97%	-11.55%
Max Drawdown (5Y) Largest decline over 5 years	—	-5.03%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-7.79%	—
Current Drawdown Current decline from peak	-8.81%	-0.68%	-8.13%
Average Drawdown Average peak-to-trough decline	-2.30%	-0.51%	-1.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.11%	0.21%	+2.90%

Volatility

RSSB vs. PLSDX - Volatility Comparison

Return Stacked Global Stocks & Bonds ETF (RSSB) has a higher volatility of 7.57% compared to Pacific Funds Short Duration Income (PLSDX) at 0.61%. This indicates that RSSB's price experiences larger fluctuations and is considered to be riskier than PLSDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSSB	PLSDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.57%	0.61%	+6.96%
Volatility (6M) Calculated over the trailing 6-month period	11.90%	0.95%	+10.95%
Volatility (1Y) Calculated over the trailing 1-year period	19.15%	1.50%	+17.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.57%	1.80%	+14.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.57%	1.76%	+14.81%