OXLC vs. PDI

Last updated Apr 1, 2026

Compare and contrast key facts about Oxford Lane Capital Corp. (OXLC) and PIMCO Dynamic Income Fund (PDI).

Performance

OXLC vs. PDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oxford Lane Capital Corp. (OXLC) and PIMCO Dynamic Income Fund (PDI). The values are adjusted to include any dividend payments, if applicable.

OXLC vs. PDI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OXLC Oxford Lane Capital Corp.	-25.18%	-24.38%	24.58%	16.52%	-24.15%	59.91%	-15.79%	-0.98%	12.86%	13.47%
PDI PIMCO Dynamic Income Fund	0.17%	11.03%	17.18%	11.99%	-16.99%	7.81%	-9.96%	22.23%	7.35%	18.59%

Fundamentals

Market Cap OXLC : $851.11M PDI : $7.06B
EPS OXLC : $2.17 PDI : $3.86
PE Ratio OXLC : 4.50 PDI : 4.44
PS Ratio OXLC : 1.05 PDI : 3.29
PB Ratio OXLC : 0.46 PDI : 0.95
Total Revenue (TTM) OXLC : $810.81M PDI : $2.03B
Gross Profit (TTM) OXLC : $0.00 PDI : $1.51B
EBITDA (TTM) OXLC : $271.23M PDI : $2.09B

Returns By Period

In the year-to-date period, OXLC achieves a -25.18% return, which is significantly lower than PDI's 0.17% return. Over the past 10 years, OXLC has underperformed PDI with an annualized return of 4.54%, while PDI has yielded a comparatively higher 8.14% annualized return.

OXLC

• 1D: 3.93%
• 1M: 22.30%
• YTD: -25.18%
• 6M: -29.75%
• 1Y: -42.43%
• 3Y*: -8.55%
• 5Y*: -3.66%
• 10Y*: 4.54%

PDI

• 1D: 3.13%
• 1M: -3.71%
• YTD: 0.17%
• 6M: -7.15%
• 1Y: -0.44%
• 3Y*: 13.14%
• 5Y*: 3.57%
• 10Y*: 8.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

OXLC vs. PDI — Risk / Return Rank

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

OXLC

OXLC Risk / Return Rank: 8
OXLC Sharpe Ratio Rank: 2
OXLC Sortino Ratio Rank: 5
OXLC Omega Ratio Rank: 5
OXLC Calmar Ratio Rank: 17
OXLC Martin Ratio Rank: 13

PDI

PDI Risk / Return Rank: 38
PDI Sharpe Ratio Rank: 41
PDI Sortino Ratio Rank: 33
PDI Omega Ratio Rank: 34
PDI Calmar Ratio Rank: 42
PDI Martin Ratio Rank: 42

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.

OXLC vs. PDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oxford Lane Capital Corp. (OXLC) and PIMCO Dynamic Income Fund (PDI). 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.

	OXLC	PDI	Difference
Sharpe ratio Return per unit of total volatility	-1.15	-0.02	-1.13
Sortino ratio Return per unit of downside risk	-1.60	0.09	-1.68
Omega ratio Gain probability vs. loss probability	0.78	1.02	-0.24
Calmar ratio Return relative to maximum drawdown	-0.73	-0.01	-0.72
Martin ratio Return relative to average drawdown	-1.42	-0.03	-1.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OXLC vs. PDI - Sharpe Ratio Comparison

The current OXLC Sharpe Ratio is -1.15, which is lower than the PDI Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of OXLC and PDI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	OXLC	PDI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.15	-0.02	-1.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.14	0.23	-0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.11	0.43	-0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	0.59	-0.52

Correlation

The correlation between OXLC and PDI is 0.25, 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.

Dividends

OXLC vs. PDI - Dividend Comparison

OXLC's dividend yield for the trailing twelve months is around 52.15%, more than PDI's 15.46% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OXLC Oxford Lane Capital Corp.	52.15%	35.86%	20.12%	18.83%	17.75%	10.51%	22.46%	19.85%	16.70%	17.91%	22.84%	24.10%
PDI PIMCO Dynamic Income Fund	15.46%	14.94%	14.43%	14.74%	17.84%	10.21%	10.01%	9.45%	10.78%	8.81%	14.79%	18.70%

Drawdowns

OXLC vs. PDI - Drawdown Comparison

The maximum OXLC drawdown since its inception was -74.58%, which is greater than PDI's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for OXLC and PDI.

Drawdown Indicators

	OXLC	PDI	Difference
Max Drawdown Largest peak-to-trough decline	-74.58%	-46.47%	-28.11%
Max Drawdown (1Y) Largest decline over 1 year	-57.17%	-14.34%	-42.83%
Max Drawdown (5Y) Largest decline over 5 years	-57.17%	-27.23%	-29.94%
Max Drawdown (10Y) Largest decline over 10 years	-74.58%	-46.47%	-28.11%
Current Drawdown Current decline from peak	-46.41%	-7.66%	-38.75%
Average Drawdown Average peak-to-trough decline	-13.62%	-6.22%	-7.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.32%	5.03%	+24.29%

Volatility

OXLC vs. PDI - Volatility Comparison

Oxford Lane Capital Corp. (OXLC) has a higher volatility of 11.99% compared to PIMCO Dynamic Income Fund (PDI) at 5.71%. This indicates that OXLC's price experiences larger fluctuations and is considered to be riskier than PDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OXLC	PDI	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.99%	5.71%	+6.28%
Volatility (6M) Calculated over the trailing 6-month period	29.26%	9.96%	+19.30%
Volatility (1Y) Calculated over the trailing 1-year period	37.01%	18.36%	+18.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.32%	15.66%	+10.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.63%	19.06%	+23.57%

Financials

OXLC vs. PDI - Profitability Comparison

The chart below illustrates the profitability comparison between Oxford Lane Capital Corp. and PIMCO Dynamic Income Fund over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

OXLC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Oxford Lane Capital Corp. reported a gross profit of 0.00 and revenue of 225.51M. Therefore, the gross margin over that period was 0.0%.

PDI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, PIMCO Dynamic Income Fund reported a gross profit of 558.21M and revenue of 615.21M. Therefore, the gross margin over that period was 90.7%.

OXLC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Oxford Lane Capital Corp. reported an operating income of 48.02M and revenue of 225.51M, resulting in an operating margin of 21.3%.

PDI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, PIMCO Dynamic Income Fund reported an operating income of 529.42M and revenue of 615.21M, resulting in an operating margin of 86.1%.

OXLC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Oxford Lane Capital Corp. reported a net income of 20.89M and revenue of 225.51M, resulting in a net margin of 9.3%.

PDI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, PIMCO Dynamic Income Fund reported a net income of 457.73M and revenue of 615.21M, resulting in a net margin of 74.4%.