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TSPX vs. SPLS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSPX vs. SPLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Twin Oak Active Opportunities ETF (TSPX) and PIMCO U.S. Stocks PLUS Active Bond ETF (SPLS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TSPX

1D
-0.59%
1M
1.01%
6M
6.59%
YTD
7.87%
1Y
16.61%
3Y*
5Y*
10Y*

SPLS

1D
-0.91%
1M
1.26%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSPX vs. SPLS - Yearly Performance Comparison


Correlation

The correlation between TSPX and SPLS is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 16, 2026

0.99

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Return for Risk

TSPX vs. SPLS — Risk / Return Rank

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

TSPX
TSPX Risk / Return Rank: 6767
Overall Rank
TSPX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
TSPX Sortino Ratio Rank: 6666
Sortino Ratio Rank
TSPX Omega Ratio Rank: 6666
Omega Ratio Rank
TSPX Calmar Ratio Rank: 6262
Calmar Ratio Rank
TSPX Martin Ratio Rank: 7373
Martin Ratio Rank

SPLS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

TSPX vs. SPLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Twin Oak Active Opportunities ETF (TSPX) and PIMCO U.S. Stocks PLUS Active Bond ETF (SPLS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TSPXSPLSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.45

Martin ratioReturn relative to average drawdown

10.71

TSPX vs. SPLS - Sharpe Ratio Comparison


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Drawdowns

TSPX vs. SPLS - Drawdown Comparison

The maximum TSPX drawdown since its inception was -7.80%, smaller than the maximum SPLS drawdown of -9.24%. Use the drawdown chart below to compare losses from any high point for TSPX and SPLS.


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Drawdown Indicators


TSPXSPLSDifference

Max Drawdown

Largest peak-to-trough decline

-7.80%

-9.24%

+1.44%

Max Drawdown (1Y)

Largest decline over 1 year

-6.81%

Current Drawdown

Current decline from peak

-0.83%

-0.97%

+0.14%

Average Drawdown

Average peak-to-trough decline

-1.21%

-1.84%

+0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

Volatility

TSPX vs. SPLS - Volatility Comparison


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Volatility by Period


TSPXSPLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.65%

Volatility (1Y)

Calculated over the trailing 1-year period

9.62%

15.09%

-5.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.86%

15.09%

-4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.86%

15.09%

-4.23%

TSPX vs. SPLS - Expense Ratio Comparison

TSPX has a 1.01% expense ratio, which is higher than SPLS's 0.18% expense ratio.


Dividends

TSPX vs. SPLS - Dividend Comparison

TSPX's dividend yield for the trailing twelve months is around 1.99%, more than SPLS's 0.55% yield.


Frequently Asked Questions


With a correlation of 0.99, TSPX and SPLS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SPLS is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPLS is cheaper with a 0.18% expense ratio, compared with 1.01% for TSPX.

TSPX has the higher dividend yield at 1.99%, compared with 0.55% for SPLS.

They also come from different issuers: Twin Oak and PIMCO. Their fees differ too: 1.01% for TSPX and 0.18% for SPLS.

Portfolio Optimizer

Find the right allocation for TSPX and SPLS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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