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FRSTX vs. PTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, FRSTX achieves a 0.24% return, which is significantly higher than PTY's -3.45% return. Over the past 10 years, FRSTX has underperformed PTY with an annualized return of 2.63%, while PTY has yielded a comparatively higher 8.56% annualized return.


FRSTX

1D
-0.24%
1M
0.71%
YTD
0.24%
6M
0.34%
1Y
4.26%
3Y*
4.80%
5Y*
1.35%
10Y*
2.63%

PTY

1D
0.60%
1M
0.76%
YTD
-3.45%
6M
-2.62%
1Y
-3.79%
3Y*
5.46%
5Y*
-0.17%
10Y*
8.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRSTX vs. PTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRSTX
Franklin Strategic Income Fund
0.24%5.97%3.28%8.44%-10.72%2.13%3.49%8.17%-1.87%4.50%
PTY
PIMCO Corporate & Income Opportunity Fund
-3.45%-0.51%19.87%22.56%-18.71%0.40%3.24%35.36%2.49%26.63%

Correlation

The correlation between FRSTX and PTY is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Dec 26, 2002

0.27

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Return for Risk

FRSTX vs. PTY — Risk / Return Rank

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

FRSTX
FRSTX Risk / Return Rank: 2020
Overall Rank
FRSTX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FRSTX Sortino Ratio Rank: 2121
Sortino Ratio Rank
FRSTX Omega Ratio Rank: 2020
Omega Ratio Rank
FRSTX Calmar Ratio Rank: 2121
Calmar Ratio Rank
FRSTX Martin Ratio Rank: 1818
Martin Ratio Rank

PTY
PTY Risk / Return Rank: 11
Overall Rank
PTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PTY Sortino Ratio Rank: 11
Sortino Ratio Rank
PTY Omega Ratio Rank: 11
Omega Ratio Rank
PTY Calmar Ratio Rank: 22
Calmar Ratio Rank
PTY Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FRSTX vs. PTY - Risk-Adjusted Trends 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.

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.


FRSTXPTYDifference
Sharpe ratioReturn per unit of total volatility

+1.56

Sortino ratioReturn per unit of downside risk

+2.15

Omega ratioGain probability vs. loss probability

1.22

0.94

+0.28

Calmar ratioReturn relative to maximum drawdown

1.54

-0.25

+1.78

Martin ratioReturn relative to average drawdown

4.37

-0.47

+4.84

FRSTX vs. PTY - Sharpe Ratio Comparison

The current FRSTX Sharpe Ratio is 1.21, which is higher than the PTY Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of FRSTX and PTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FRSTX vs. PTY - Drawdown Comparison

The maximum FRSTX drawdown since its inception was -19.09%, smaller than the maximum PTY drawdown of -60.86%. Use the drawdown chart below to compare losses from any high point for FRSTX and PTY.


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Drawdown Indicators


FRSTXPTYDifference

Max Drawdown

Largest peak-to-trough decline

-19.09%

-60.86%

+41.77%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-15.44%

+12.49%

Max Drawdown (3Y)

Largest decline over 3 years

-3.40%

-16.04%

+12.64%

Max Drawdown (5Y)

Largest decline over 5 years

-14.83%

-41.38%

+26.55%

Max Drawdown (10Y)

Largest decline over 10 years

-17.63%

-46.55%

+28.92%

Current Drawdown

Current decline from peak

-1.52%

-12.37%

+10.85%

Average Drawdown

Average peak-to-trough decline

-2.05%

-8.62%

+6.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

8.11%

-7.08%

Volatility

FRSTX vs. PTY - Volatility Comparison

The current volatility for Franklin Strategic Income Fund (FRSTX) is 1.04%, while PIMCO Corporate & Income Opportunity Fund (PTY) has a volatility of 1.99%. This indicates that FRSTX experiences smaller price fluctuations and is considered to be less risky than PTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRSTXPTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

1.99%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

7.66%

-4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

3.76%

10.92%

-7.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.13%

17.27%

-13.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.15%

21.19%

-17.04%

FRSTX vs. PTY - Expense Ratio Comparison

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


Dividends

FRSTX vs. PTY - Dividend Comparison

FRSTX's dividend yield for the trailing twelve months is around 3.96%, less than PTY's 12.12% yield.


PositionTTM20252024202320222021202020192018201720162015
FRSTX
Franklin Strategic Income Fund
3.96%3.36%4.74%4.56%4.36%3.62%3.93%4.47%4.32%2.25%2.48%4.81%
PTY
PIMCO Corporate & Income Opportunity Fund
12.12%11.05%9.92%10.77%13.12%9.16%8.74%8.37%10.63%9.48%12.09%11.92%

Frequently Asked Questions


FRSTX and PTY have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PTY has higher volatility (1.99%) compared to FRSTX (1.04%). In terms of maximum drawdown, FRSTX dropped -19.09% vs PTY's -60.86%.

FRSTX currently has the higher Sharpe Ratio (1.21 vs -0.35), 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.

Portfolio Optimizer

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