MPV vs. PCN

In the year-to-date period, MPV achieves a 0.70% return, which is significantly higher than PCN's -1.67% return. Over the past 10 years, MPV has outperformed PCN with an annualized return of 10.85%, while PCN has yielded a comparatively lower 7.95% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Barings Participation Investors (MPV) and PIMCO Corporate & Income Strategy Fund (PCN). 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.

The current MPV Sharpe Ratio is 1.22, which is higher than the PCN Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of MPV and PCN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MPV's dividend yield for the trailing twelve months is around 9.12%, less than PCN's 10.64% yield.

The maximum MPV drawdown since its inception was -54.02%, smaller than the maximum PCN drawdown of -61.13%. Use the drawdown chart below to compare losses from any high point for MPV and PCN. For additional features, visit the drawdowns tool.