PIMCO Income Strategy Fund II (PFN)

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PIMCO Income Strategy Fund II (PFN) returned 1.94% year-to-date (YTD) and 10.88% over the past 12 months. Over the past 10 years, PFN returned 7.44% annually, underperforming the S&P 500 benchmark at 10.77%.

The table below presents the monthly returns of PFN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

With an overall rank of 78, PFN is among the top 22% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The charts below present risk-adjusted performance metrics for PIMCO Income Strategy Fund II (PFN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

PIMCO Income Strategy Fund II Sharpe ratios as of May 14, 2025 (values are recalculated daily):

• 1-Year: 0.95
• 5-Year: 0.68
• 10-Year: 0.41
• All Time: 0.28

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of PIMCO Income Strategy Fund II compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

PIMCO Income Strategy Fund II provided a 11.92% dividend yield over the last twelve months, with an annual payout of $0.86 per share. The fund has been increasing its distributions for 2 consecutive years.

The table displays the monthly dividend distributions for PIMCO Income Strategy Fund II. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the PIMCO Income Strategy Fund II. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the PIMCO Income Strategy Fund II was 79.78%, occurring on Mar 9, 2009. Recovery took 858 trading sessions.

The current PIMCO Income Strategy Fund II drawdown is 3.49%.

The chart below shows the rolling one-month volatility.