USPVX vs. PXTIX

Last updated Jun 4, 2026

USPVX (Union Street Partners Value Fund) and PXTIX (PIMCO RAE PLUS Fund) are both Large Cap Value Equities funds. Over the past 10 years, USPVX returned 10.78%/yr vs 14.50%/yr for PXTIX. Their correlation of 0.87 suggests significant overlap in exposure. USPVX charges 1.50%/yr vs 0.80%/yr for PXTIX.

Performance

USPVX vs. PXTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Union Street Partners Value Fund (USPVX) and PIMCO RAE PLUS Fund (PXTIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, USPVX achieves a 4.05% return, which is significantly lower than PXTIX's 20.74% return. Over the past 10 years, USPVX has underperformed PXTIX with an annualized return of 10.78%, while PXTIX has yielded a comparatively higher 14.50% annualized return.

USPVX

• 1D: -0.17%
• 1M: 3.71%
• YTD: 4.05%
• 6M: 5.74%
• 1Y: 19.23%
• 3Y*: 10.26%
• 5Y*: 7.71%
• 10Y*: 10.78%

PXTIX

• 1D: 0.66%
• 1M: 6.88%
• YTD: 20.74%
• 6M: 19.51%
• 1Y: 42.47%
• 3Y*: 26.33%
• 5Y*: 13.87%
• 10Y*: 14.50%

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

USPVX vs. PXTIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
USPVX Union Street Partners Value Fund	4.05%	12.71%	5.21%	18.51%	-8.38%	28.06%	6.30%	30.09%	-11.62%	9.01%
PXTIX PIMCO RAE PLUS Fund	20.74%	20.59%	17.25%	18.55%	-8.62%	27.45%	4.32%	26.57%	-8.04%	19.31%

Correlation

The correlation between USPVX and PXTIX is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (10Y) Calculated over the trailing 10-year period	0.85
Correlation (All Time) Calculated using the full available price history since Jan 3, 2011	0.87

The correlation between USPVX and PXTIX shifts across timeframes, from 0.70 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.

Return for Risk

USPVX vs. PXTIX — Risk / Return Rank

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

USPVX

USPVX Risk / Return Rank: 34
USPVX Sharpe Ratio Rank: 34
USPVX Sortino Ratio Rank: 35
USPVX Omega Ratio Rank: 33
USPVX Calmar Ratio Rank: 34
USPVX Martin Ratio Rank: 34

PXTIX

PXTIX Risk / Return Rank: 93
PXTIX Sharpe Ratio Rank: 95
PXTIX Sortino Ratio Rank: 92
PXTIX Omega Ratio Rank: 87
PXTIX Calmar Ratio Rank: 97
PXTIX Martin Ratio Rank: 96

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.

USPVX vs. PXTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Union Street Partners Value Fund (USPVX) and PIMCO RAE PLUS Fund (PXTIX). 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.

	USPVX	PXTIX	Difference
Sharpe ratio: Return per unit of total volatility	1.69	3.39	-1.70
Sortino ratio: Return per unit of downside risk	2.49	4.64	-2.15
Omega ratio: Gain probability vs. loss probability	1.31	1.60	-0.29
Calmar ratio: Return relative to maximum drawdown	2.18	7.05	-4.87
Martin ratio: Return relative to average drawdown	7.60	24.20	-16.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USPVX vs. PXTIX - Sharpe Ratio Comparison

The current USPVX Sharpe Ratio is 1.69, which is lower than the PXTIX Sharpe Ratio of 3.39. The chart below compares the historical Sharpe Ratios of USPVX and PXTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	USPVX	PXTIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.69	3.39	-1.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.80	-0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.75	-0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.63	-0.08

Drawdowns

USPVX vs. PXTIX - Drawdown Comparison

The maximum USPVX drawdown since its inception was -35.42%, smaller than the maximum PXTIX drawdown of -59.22%. Use the drawdown chart below to compare losses from any high point for USPVX and PXTIX.

Drawdown Indicators

	USPVX	PXTIX	Difference
Max Drawdown Largest peak-to-trough decline	-35.42%	-59.22%	+23.80%
Max Drawdown (1Y) Largest decline over 1 year	-9.51%	-6.30%	-3.21%
Max Drawdown (3Y) Largest decline over 3 years	-20.74%	-19.08%	-1.66%
Max Drawdown (5Y) Largest decline over 5 years	-22.45%	-22.90%	+0.45%
Max Drawdown (10Y) Largest decline over 10 years	-35.42%	-44.16%	+8.74%
Current Drawdown Current decline from peak	-1.05%	0.00%	-1.05%
Average Drawdown Average peak-to-trough decline	-4.82%	-6.13%	+1.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.69%	1.83%	+0.86%

Volatility

USPVX vs. PXTIX - Volatility Comparison

Union Street Partners Value Fund (USPVX) has a higher volatility of 3.42% compared to PIMCO RAE PLUS Fund (PXTIX) at 3.05%. This indicates that USPVX's price experiences larger fluctuations and is considered to be riskier than PXTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USPVX	PXTIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.42%	3.05%	+0.37%
Volatility (6M) Calculated over the trailing 6-month period	8.84%	9.28%	-0.44%
Volatility (1Y) Calculated over the trailing 1-year period	12.31%	13.10%	-0.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.92%	17.46%	-1.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.66%	19.37%	-0.71%

USPVX vs. PXTIX - Expense Ratio Comparison

USPVX has a 1.50% expense ratio, which is higher than PXTIX's 0.80% expense ratio.

Dividends

USPVX vs. PXTIX - Dividend Comparison

USPVX's dividend yield for the trailing twelve months is around 2.41%, less than PXTIX's 4.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PXTIX PIMCO RAE PLUS Fund	4.90%	6.65%	12.78%	2.58%	19.25%	17.53%	7.42%	15.90%	14.04%	7.34%	0.00%	6.60%
USPVX Union Street Partners Value Fund	2.41%	2.50%	0.00%	0.62%	0.49%	0.00%	0.00%	0.91%	2.24%	1.00%	2.53%	2.43%

Frequently Asked Questions

Can I hold both USPVX and PXTIX in my portfolio?

USPVX and PXTIX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, USPVX or PXTIX?

USPVX has higher volatility (3.42%) compared to PXTIX (3.05%). In terms of maximum drawdown, USPVX dropped -35.42% vs PXTIX's -59.22%.

Which has better risk-adjusted returns?

PXTIX currently has the higher Sharpe Ratio (3.39 vs 1.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.