Fund Performance Analysis

Select mutual fund or ETF for analysis. You can also choose the benchmark to compare the fund against.

Fund Information (Sep 2007 - Sep 2021)

Fund information
NamePIMCO StocksPLUS Long Duration Instl (PSLDX)
Asset ClassAllocation
Category85%+ Equity
Fund BenchmarkS&P 500 TR USD
Selected BenchmarkVanguard Total Stock Market ETF (VTI)
Effective Duration15.72
Yield (SEC)2.48%
Yield (TTM)25.09%
Assets1.03 B
Equity Holdings14
Bond Holdings749
Total Holdings842
Expense Ratio0.61%
Inception Date08/31/2007

Performance Summary

Fund performance summary
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
PIMCO StocksPLUS Long Duration Instl$10,000$89,647 16.85% 18.77%52.60%-33.13%-50.85% 0.891.370.86
Vanguard Total Stock Market ETF$10,000$40,005 10.35% 16.12%33.45%-36.98%-50.84% 0.650.961.00

Trailing Returns

Trailing Returns
NameAnnualized ReturnAnnualized Volatility
3 MonthYTD1 year3 year5 year10 yearFull3 year5 year
PIMCO StocksPLUS Long Duration Instl0.62%11.41%27.33%26.14%21.59%22.37%16.85%22.86%18.76%
Vanguard Total Stock Market ETF-0.03%15.18%32.16%16.05%16.88%16.60%10.35%19.55%15.73%
Trailing annualized return and volatility are for full months ending in September 2021 excluding portfolio cashflows.
Notes on results:
  • Past performance is no guarantee of future results, which may vary. All use is subject to terms of service.
  • Investing involves risk, including possible loss of principal. The value of the investments and the income derived from them may fluctuate over time.
  • All portfolio returns presented are hypothetical and backtested. Hypothetical returns do not reflect trading costs, transaction fees, or taxes.
  • The results are based on information from a variety of sources we consider reliable, but we do not represent that the information is accurate or complete.
  • The results do not constitute investment advice or recommendation, are provided solely for informational purposes, and are not an offer to buy or sell any securities.
  • The results are based on the total return of assets and assume that all received dividends and distributions are reinvested.
  • Fund fundamentals data as of 10/21/2021. (c) 2021 Morningstar. All Rights Reserved. The fund fundamentals information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.
  • Displayed expense ratio is the prospectus net expense ratio
  • CAGR = Compound Annual Growth Rate
  • Stdev = Annualized standard deviation of monthly returns
  • Sharpe and Sortino ratios are calculated and annualized from monthly excess returns over risk free rate (3-month treasury bill)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdowns are calculated based on monthly returns

Up vs. Down Market Performance

PIMCO StocksPLUS Long Duration Instl vs. Vanguard Total Stock Market ETF

Up vs. Down Market Performance - PIMCO StocksPLUS Long Duration Instl vs. Vanguard Total Stock Market ETF
Market TypeOccurrencesAverage Active Return
Above BenchmarkBelow BenchmarkTotal% Above BenchmarkAbove BenchmarkBelow BenchmarkTotal
Up Market664911557%1.94%-1.58%0.44%
Down Market31235457%3.04%-2.44%0.70%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPIMCO StocksPLUS Long Duration InstlVanguard Total Stock Market ETF
Large-cap Value0.00%34.87%
Large-cap Growth48.03%47.28%
Mid-cap Value16.51%3.08%
Mid-cap Growth0.00%6.29%
Small-cap Value0.00%3.82%
Small-cap Growth0.00%3.64%
Global ex-US Developed Markets9.85%0.15%
Emerging Markets7.59%0.87%
Corporate Bonds0.00%0.00%
Long-Term Treasuries18.02%0.00%
Intermediate-Term Treasuries0.00%0.00%
Short-Term Treasuries0.00%0.00%
R Squared80.43%99.86%
Style analysis is based on monthly returns from September 2007 to September 2021 and uses total portfolio return with monthly rebalancing. Returns based style analysis aims to explain the portfolio returns based on asset class exposures, it does not identify the actual portfolio holdings.

Holdings Based Style Analysis for PIMCO StocksPLUS Long Duration Instl

Holdings Based Style Analysis for PIMCO StocksPLUS Long Duration Instl
TickerNameCategoryWeightYieldFeesDurationReturn ContributionRisk Contribution
PSLDXPIMCO StocksPLUS Long Duration Instl85%+ Equity100.00%25.09%0.61%15.72$79,647100.00%

Asset Allocation

Holdings Based Style Analysis for Vanguard Total Stock Market ETF

Holdings Based Style Analysis for Vanguard Total Stock Market ETF
TickerNameCategoryWeightYieldFeesP/EReturn ContributionRisk Contribution
VTIVanguard Total Stock Market ETFLarge Blend100.00%1.28%0.03%24.25$30,005100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Portfolio return and risk metrics
MetricPIMCO StocksPLUS Long Duration InstlVanguard Total Stock Market ETF
Arithmetic Mean (monthly)1.46%0.93%
Arithmetic Mean (annualized)18.94%11.79%
Geometric Mean (monthly)1.31%0.82%
Geometric Mean (annualized)16.85%10.35%
Volatility (monthly)5.42%4.65%
Volatility (annualized)18.77%16.12%
Downside Deviation (monthly)3.52%3.15%
Max. Drawdown-50.85%-50.84%
US Market Correlation0.861.00
Alpha (annualized)6.23%0.00%
Sharpe Ratio0.890.65
Sortino Ratio1.370.96
Treynor Ratio (%)16.7610.56
Calmar Ratio1.290.77
Active Return6.51%N/A
Tracking Error9.52%N/A
Information Ratio0.68N/A
Excess Kurtosis3.071.63
Historical Value-at-Risk (5%)-7.16%-7.95%
Analytical Value-at-Risk (5%)-7.46%-6.72%
Conditional Value-at-Risk (5%)-12.56%-10.28%
Upside Capture Ratio (%)114.03100.00
Downside Capture Ratio (%)86.28100.00
Safe Withdrawal Rate11.59%8.59%
Perpetual Withdrawal Rate12.79%7.62%
Positive Periods111 out of 169 (65.68%)115 out of 169 (68.05%)
Gain/Loss Ratio1.050.79
* Vanguard Total Stock Market ETF is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.

PIMCO StocksPLUS Long Duration Instl Returns

Annual and monthly fund returns

Vanguard Total Stock Market ETF Returns

Annual and monthly fund returns
Rolling returns summary
Roll PeriodPIMCO StocksPLUS Long Duration InstlVanguard Total Stock Market ETF
1 year19.53%71.33%-45.48%12.36%62.90%-43.33%
3 years19.80%42.20%-0.17%12.55%26.70%-7.91%
5 years19.68%33.45%10.12%12.91%23.99%0.82%
7 years19.52%26.03%13.54%12.79%17.40%6.41%
10 years19.71%23.68%14.33%12.71%16.86%7.68%