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GLU vs. PTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLU vs. PTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gabelli Global Utility & Income Trust (GLU) 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, GLU achieves a 4.46% return, which is significantly higher than PTY's -1.00% return. Over the past 10 years, GLU has underperformed PTY with an annualized return of 7.74%, while PTY has yielded a comparatively higher 8.61% annualized return.


GLU

1D
0.62%
1M
2.42%
6M
1.94%
YTD
4.46%
1Y
17.75%
3Y*
20.03%
5Y*
5.02%
10Y*
7.74%

PTY

1D
-0.26%
1M
2.80%
6M
-3.18%
YTD
-1.00%
1Y
-3.54%
3Y*
6.02%
5Y*
-0.18%
10Y*
8.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLU vs. PTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLU
The Gabelli Global Utility & Income Trust
4.46%37.93%23.55%2.07%-28.13%21.19%4.90%25.26%-19.49%34.92%
PTY
PIMCO Corporate & Income Opportunity Fund
-1.00%-0.51%19.87%22.56%-18.71%0.40%3.24%35.36%2.49%26.63%

Correlation

The correlation between GLU and PTY is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.21

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

0.26

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

0.25

Correlation (All Time)
Calculated using the full available price history since May 26, 2004

0.23

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Return for Risk

GLU vs. PTY — Risk / Return Rank

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

GLU
GLU Risk / Return Rank: 7575
Overall Rank
GLU Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
GLU Sortino Ratio Rank: 7474
Sortino Ratio Rank
GLU Omega Ratio Rank: 7777
Omega Ratio Rank
GLU Calmar Ratio Rank: 7171
Calmar Ratio Rank
GLU Martin Ratio Rank: 7373
Martin Ratio Rank

PTY
PTY Risk / Return Rank: 22
Overall Rank
PTY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PTY Sortino Ratio Rank: 22
Sortino Ratio Rank
PTY Omega Ratio Rank: 22
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.

GLU vs. PTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gabelli Global Utility & Income Trust (GLU) 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.


GLUPTYDifference
Sharpe ratioReturn per unit of total volatility

+1.53

Sortino ratioReturn per unit of downside risk

+2.07

Omega ratioGain probability vs. loss probability

1.24

0.95

+0.29

Calmar ratioReturn relative to maximum drawdown

1.30

-0.23

+1.53

Martin ratioReturn relative to average drawdown

3.29

-0.42

+3.70

GLU vs. PTY - Sharpe Ratio Comparison

The current GLU Sharpe Ratio is 1.21, which is higher than the PTY Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of GLU 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

GLU vs. PTY - Drawdown Comparison

The maximum GLU drawdown since its inception was -50.52%, smaller than the maximum PTY drawdown of -60.86%. Use the drawdown chart below to compare losses from any high point for GLU and PTY.


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Drawdown Indicators


GLUPTYDifference

Max Drawdown

Largest peak-to-trough decline

-50.52%

-60.86%

+10.34%

Max Drawdown (1Y)

Largest decline over 1 year

-13.73%

-15.44%

+1.71%

Max Drawdown (3Y)

Largest decline over 3 years

-18.70%

-16.04%

-2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

-41.38%

+3.78%

Max Drawdown (10Y)

Largest decline over 10 years

-46.57%

-46.55%

-0.02%

Current Drawdown

Current decline from peak

-7.90%

-10.15%

+2.25%

Average Drawdown

Average peak-to-trough decline

-9.75%

-8.62%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

8.46%

-3.05%

Volatility

GLU vs. PTY - Volatility Comparison

The Gabelli Global Utility & Income Trust (GLU) has a higher volatility of 4.75% compared to PIMCO Corporate & Income Opportunity Fund (PTY) at 2.42%. This indicates that GLU'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.


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Volatility by Period


GLUPTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

2.42%

+2.33%

Volatility (6M)

Calculated over the trailing 6-month period

12.47%

7.51%

+4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

14.78%

11.02%

+3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.17%

17.25%

+1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.76%

21.18%

+0.58%

Dividends

GLU vs. PTY - Dividend Comparison

GLU's dividend yield for the trailing twelve months is around 6.47%, less than PTY's 11.94% yield.


PositionTTM20252024202320222021202020192018201720162015
GLU
The Gabelli Global Utility & Income Trust
6.47%6.23%8.00%9.10%8.52%5.70%6.51%6.36%7.45%5.63%7.14%7.22%
PTY
PIMCO Corporate & Income Opportunity Fund
11.94%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


GLU and PTY have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLU has higher volatility (4.75%) compared to PTY (2.42%). In terms of maximum drawdown, GLU dropped -50.52% vs PTY's -60.86%.

GLU currently has the higher Sharpe Ratio (1.21 vs -0.32), 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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