EIC vs. PFN
EIC (Eagle Point Income Company Inc.) is a stock, while PFN (PIMCO Income Strategy Fund II) is Multisector Bonds fund managed by PIMCO. Over the past 5 years, EIC returned 4.13%/yr vs 1.75%/yr for PFN. At a 0.19 correlation, their price movements are largely independent.
Performance
EIC vs. PFN - Performance Comparison
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Returns By Period
In the year-to-date period, EIC achieves a -5.20% return, which is significantly lower than PFN's -3.98% return.
EIC
- 1D
- -2.18%
- 1M
- -3.84%
- YTD
- -5.20%
- 6M
- -5.94%
- 1Y
- -14.05%
- 3Y*
- 6.16%
- 5Y*
- 4.13%
- 10Y*
- —
PFN
- 1D
- -0.44%
- 1M
- 0.03%
- YTD
- -3.98%
- 6M
- -1.21%
- 1Y
- 4.74%
- 3Y*
- 10.28%
- 5Y*
- 1.75%
- 10Y*
- 7.84%
EIC vs. PFN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EIC Eagle Point Income Company Inc. | -5.20% | -15.28% | 24.02% | 20.86% | -10.48% | 28.01% | -14.41% | -2.31% |
PFN PIMCO Income Strategy Fund II | -3.98% | 13.07% | 15.72% | 15.43% | -17.65% | 5.14% | 3.97% | 2.89% |
Correlation
The correlation between EIC and PFN is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2019 | 0.19 |
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Return for Risk
EIC vs. PFN — Risk / Return Rank
EIC
PFN
EIC vs. PFN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eagle Point Income Company Inc. (EIC) and PIMCO Income Strategy Fund II (PFN). 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.
| EIC | PFN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.09 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 0.44 | -0.93 |
| Martin ratioReturn relative to average drawdown | -0.89 | 1.63 | -2.52 |
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Drawdowns
EIC vs. PFN - Drawdown Comparison
The maximum EIC drawdown since its inception was -67.08%, smaller than the maximum PFN drawdown of -80.08%. Use the drawdown chart below to compare losses from any high point for EIC and PFN.
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Drawdown Indicators
| EIC | PFN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.08% | -80.08% | +13.00% |
Max Drawdown (1Y)Largest decline over 1 year | -28.67% | -10.77% | -17.90% |
Max Drawdown (3Y)Largest decline over 3 years | -34.06% | -14.31% | -19.75% |
Max Drawdown (5Y)Largest decline over 5 years | -34.06% | -33.45% | -0.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.70% | — |
Current DrawdownCurrent decline from peak | -24.98% | -5.02% | -19.96% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -11.81% | -0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.73% | 2.92% | +12.81% |
Volatility
EIC vs. PFN - Volatility Comparison
Eagle Point Income Company Inc. (EIC) has a higher volatility of 4.72% compared to PIMCO Income Strategy Fund II (PFN) at 2.81%. This indicates that EIC's price experiences larger fluctuations and is considered to be riskier than PFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIC | PFN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 2.81% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 14.21% | 9.01% | +5.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.96% | 10.16% | +9.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.27% | 14.64% | +5.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.37% | 18.19% | +19.18% |
Dividends
EIC vs. PFN - Dividend Comparison
EIC's dividend yield for the trailing twelve months is around 17.32%, more than PFN's 12.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIC Eagle Point Income Company Inc. | 17.32% | 17.35% | 15.44% | 13.59% | 11.03% | 7.78% | 10.39% | 3.65% | 0.00% | 0.00% | 0.00% | 0.00% |
PFN PIMCO Income Strategy Fund II | 12.71% | 11.49% | 11.57% | 11.92% | 12.19% | 9.71% | 9.67% | 9.07% | 10.81% | 9.20% | 10.12% | 11.74% |
Frequently Asked Questions
EIC and PFN have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIC has higher volatility (4.72%) compared to PFN (2.81%). In terms of maximum drawdown, EIC dropped -67.08% vs PFN's -80.08%.
PFN currently has the higher Sharpe Ratio (0.47 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.
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