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FRSTX vs. PTY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FRSTX and PTY is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

FRSTX vs. PTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Strategic Income Fund (FRSTX) and PIMCO Corporate & Income Opportunity Fund (PTY). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
0.24%
9.03%
FRSTX
PTY

Key characteristics

Sharpe Ratio

FRSTX:

1.41

PTY:

2.05

Sortino Ratio

FRSTX:

2.03

PTY:

2.38

Omega Ratio

FRSTX:

1.27

PTY:

1.58

Calmar Ratio

FRSTX:

1.00

PTY:

0.90

Martin Ratio

FRSTX:

4.48

PTY:

6.70

Ulcer Index

FRSTX:

1.17%

PTY:

2.39%

Daily Std Dev

FRSTX:

3.73%

PTY:

7.84%

Max Drawdown

FRSTX:

-19.09%

PTY:

-61.19%

Current Drawdown

FRSTX:

-1.21%

PTY:

-2.40%

Returns By Period

In the year-to-date period, FRSTX achieves a 1.13% return, which is significantly lower than PTY's 4.27% return. Over the past 10 years, FRSTX has underperformed PTY with an annualized return of 1.97%, while PTY has yielded a comparatively higher 9.53% annualized return.


FRSTX

YTD

1.13%

1M

0.88%

6M

0.25%

1Y

5.24%

5Y*

1.01%

10Y*

1.97%

PTY

YTD

4.27%

1M

2.48%

6M

9.03%

1Y

15.13%

5Y*

4.25%

10Y*

9.53%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FRSTX vs. PTY - Expense Ratio Comparison

FRSTX has a 0.89% expense ratio, which is lower than PTY's 1.19% expense ratio.


PTY
PIMCO Corporate & Income Opportunity Fund
Expense ratio chart for PTY: current value at 1.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.19%
Expense ratio chart for FRSTX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%

Risk-Adjusted Performance

FRSTX vs. PTY — Risk-Adjusted Performance Rank

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

FRSTX
The Risk-Adjusted Performance Rank of FRSTX is 6868
Overall Rank
The Sharpe Ratio Rank of FRSTX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of FRSTX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FRSTX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FRSTX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of FRSTX is 6060
Martin Ratio Rank

PTY
The Risk-Adjusted Performance Rank of PTY is 7979
Overall Rank
The Sharpe Ratio Rank of PTY is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of PTY is 8282
Sortino Ratio Rank
The Omega Ratio Rank of PTY is 9292
Omega Ratio Rank
The Calmar Ratio Rank of PTY is 6161
Calmar Ratio Rank
The Martin Ratio Rank of PTY is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FRSTX vs. PTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Strategic Income Fund (FRSTX) and PIMCO Corporate & Income Opportunity Fund (PTY). 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.


Sharpe ratio
The chart of Sharpe ratio for FRSTX, currently valued at 1.41, compared to the broader market-1.000.001.002.003.004.001.412.05
The chart of Sortino ratio for FRSTX, currently valued at 2.03, compared to the broader market0.002.004.006.008.0010.0012.002.032.38
The chart of Omega ratio for FRSTX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.58
The chart of Calmar ratio for FRSTX, currently valued at 1.00, compared to the broader market0.005.0010.0015.0020.001.000.90
The chart of Martin ratio for FRSTX, currently valued at 4.48, compared to the broader market0.0020.0040.0060.0080.004.486.70
FRSTX
PTY

The current FRSTX Sharpe Ratio is 1.41, which is lower than the PTY Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of FRSTX and PTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.41
2.05
FRSTX
PTY

Dividends

FRSTX vs. PTY - Dividend Comparison

FRSTX's dividend yield for the trailing twelve months is around 4.75%, less than PTY's 9.69% yield.


TTM20242023202220212020201920182017201620152014
FRSTX
Franklin Strategic Income Fund
4.75%4.79%4.57%4.40%3.59%3.94%4.48%4.32%2.28%2.50%4.80%5.46%
PTY
PIMCO Corporate & Income Opportunity Fund
9.69%9.93%10.77%13.12%9.16%8.74%8.89%10.63%9.48%11.81%12.67%13.90%

Drawdowns

FRSTX vs. PTY - Drawdown Comparison

The maximum FRSTX drawdown since its inception was -19.09%, smaller than the maximum PTY drawdown of -61.19%. Use the drawdown chart below to compare losses from any high point for FRSTX and PTY. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.21%
-2.40%
FRSTX
PTY

Volatility

FRSTX vs. PTY - Volatility Comparison

Franklin Strategic Income Fund (FRSTX) has a higher volatility of 1.22% compared to PIMCO Corporate & Income Opportunity Fund (PTY) at 0.62%. This indicates that FRSTX's price experiences larger fluctuations and is considered to be riskier than PTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%SeptemberOctoberNovemberDecember2025February
1.22%
0.62%
FRSTX
PTY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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