BST vs. PDX
BST (BlackRock Science and Technology Trust) is a stock, while PDX (PIMCO Dynamic Income Strategy Fund) is Tactical Allocation fund actively managed by PIMCO. Over the past 5 years, BST returned 3.96%/yr vs 21.65%/yr for PDX. At a 0.31 correlation, their price movements are largely independent.
Performance
BST vs. PDX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with BST having a 16.91% return and PDX slightly higher at 16.96%.
BST
- 1D
- -0.09%
- 1M
- 2.92%
- YTD
- 16.91%
- 6M
- 19.17%
- 1Y
- 36.42%
- 3Y*
- 20.80%
- 5Y*
- 3.96%
- 10Y*
- 19.58%
PDX
- 1D
- 0.05%
- 1M
- 1.25%
- YTD
- 16.96%
- 6M
- 18.79%
- 1Y
- 10.21%
- 3Y*
- 25.37%
- 5Y*
- 21.65%
- 10Y*
- —
BST vs. PDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BST BlackRock Science and Technology Trust | 16.91% | 23.65% | 17.96% | 30.07% | -38.28% | -0.35% | 69.27% | 20.64% |
PDX PIMCO Dynamic Income Strategy Fund | 16.96% | -10.59% | 36.99% | 44.51% | 23.02% | 68.79% | -44.20% | -10.78% |
Correlation
The correlation between BST and PDX is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2019 | 0.31 |
Over the past year, the correlation between BST and PDX has dropped to 0.08 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BST vs. PDX — Risk / Return Rank
BST
PDX
BST vs. PDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Trust (BST) and PIMCO Dynamic Income Strategy Fund (PDX). 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.
| BST | PDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.22 | ||
| Sortino ratioReturn per unit of downside risk | +1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.13 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 0.66 | +1.73 |
| Martin ratioReturn relative to average drawdown | 7.82 | 1.50 | +6.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BST | PDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 0.71 | +1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.85 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.30 | +0.33 |
Drawdowns
BST vs. PDX - Drawdown Comparison
The maximum BST drawdown since its inception was -47.72%, smaller than the maximum PDX drawdown of -80.63%. Use the drawdown chart below to compare losses from any high point for BST and PDX.
Loading charts...
Drawdown Indicators
| BST | PDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.72% | -80.63% | +32.91% |
Max Drawdown (1Y)Largest decline over 1 year | -15.31% | -15.65% | +0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -37.24% | +13.87% |
Max Drawdown (5Y)Largest decline over 5 years | -47.72% | -37.24% | -10.48% |
Max Drawdown (10Y)Largest decline over 10 years | -47.72% | — | — |
Current DrawdownCurrent decline from peak | -7.74% | -15.04% | +7.30% |
Average DrawdownAverage peak-to-trough decline | -12.97% | -18.84% | +5.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.67% | 6.84% | -2.17% |
Volatility
BST vs. PDX - Volatility Comparison
BlackRock Science and Technology Trust (BST) has a higher volatility of 8.82% compared to PIMCO Dynamic Income Strategy Fund (PDX) at 2.71%. This indicates that BST's price experiences larger fluctuations and is considered to be riskier than PDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BST | PDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.82% | 2.71% | +6.11% |
Volatility (6M)Calculated over the trailing 6-month period | 16.32% | 10.17% | +6.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.99% | 14.40% | +4.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.74% | 25.61% | -1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.80% | 36.46% | -10.66% |
Dividends
BST vs. PDX - Dividend Comparison
BST's dividend yield for the trailing twelve months is around 9.14%, less than PDX's 21.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BST BlackRock Science and Technology Trust | 9.14% | 10.36% | 8.21% | 8.91% | 10.57% | 5.38% | 3.85% | 10.52% | 6.41% | 4.80% | 6.69% | 6.93% |
PDX PIMCO Dynamic Income Strategy Fund | 21.50% | 24.34% | 6.31% | 4.30% | 5.89% | 5.28% | 14.11% | 9.58% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BST and PDX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BST has higher volatility (8.82%) compared to PDX (2.71%). In terms of maximum drawdown, BST dropped -47.72% vs PDX's -80.63%.
BST currently has the higher Sharpe Ratio (1.93 vs 0.71), 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.
Find the right allocation for BST and PDX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer