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PAXS vs. PTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAXS vs. PTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Access Income Fund (PAXS) 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, PAXS achieves a 1.95% return, which is significantly higher than PTY's -1.50% return.


PAXS

1D
-0.14%
1M
3.15%
6M
-2.01%
YTD
1.95%
1Y
9.20%
3Y*
12.96%
5Y*
10Y*

PTY

1D
0.25%
1M
0.91%
6M
-3.58%
YTD
-1.50%
1Y
-3.88%
3Y*
5.67%
5Y*
-0.13%
10Y*
8.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAXS vs. PTY - Yearly Performance Comparison


2026 (YTD)2025202420232022
PAXS
PIMCO Access Income Fund
1.95%12.58%19.51%9.30%-16.66%
PTY
PIMCO Corporate & Income Opportunity Fund
-1.50%-0.51%19.87%22.56%-15.08%

Correlation

The correlation between PAXS and PTY is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2022

0.47

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Return for Risk

PAXS vs. PTY — Risk / Return Rank

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

PAXS
PAXS Risk / Return Rank: 1212
Overall Rank
PAXS Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PAXS Sortino Ratio Rank: 1212
Sortino Ratio Rank
PAXS Omega Ratio Rank: 1414
Omega Ratio Rank
PAXS Calmar Ratio Rank: 1111
Calmar Ratio Rank
PAXS Martin Ratio Rank: 1010
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: 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.

PAXS vs. PTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Access Income Fund (PAXS) 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.


PAXSPTYDifference
Sharpe ratioReturn per unit of total volatility

+1.11

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.15

0.94

+0.21

Calmar ratioReturn relative to maximum drawdown

0.76

-0.25

+1.02

Martin ratioReturn relative to average drawdown

1.96

-0.46

+2.41

PAXS vs. PTY - Sharpe Ratio Comparison

The current PAXS Sharpe Ratio is 0.75, which is higher than the PTY Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of PAXS 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

PAXS vs. PTY - Drawdown Comparison

The maximum PAXS drawdown since its inception was -22.28%, smaller than the maximum PTY drawdown of -60.86%. Use the drawdown chart below to compare losses from any high point for PAXS and PTY.


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Drawdown Indicators


PAXSPTYDifference

Max Drawdown

Largest peak-to-trough decline

-22.28%

-60.86%

+38.58%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-15.44%

+3.34%

Max Drawdown (3Y)

Largest decline over 3 years

-13.40%

-16.04%

+2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-41.38%

Max Drawdown (10Y)

Largest decline over 10 years

-46.55%

Current Drawdown

Current decline from peak

-3.54%

-10.60%

+7.06%

Average Drawdown

Average peak-to-trough decline

-7.50%

-8.62%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

8.54%

-3.83%

Volatility

PAXS vs. PTY - Volatility Comparison

The current volatility for PIMCO Access Income Fund (PAXS) is 2.52%, while PIMCO Corporate & Income Opportunity Fund (PTY) has a volatility of 2.67%. This indicates that PAXS 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


PAXSPTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.52%

2.67%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

7.60%

+2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

11.06%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

17.25%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.29%

21.18%

-3.89%

Dividends

PAXS vs. PTY - Dividend Comparison

PAXS's dividend yield for the trailing twelve months is around 12.33%, more than PTY's 12.00% yield.


PositionTTM20252024202320222021202020192018201720162015
PAXS
PIMCO Access Income Fund
12.33%11.72%11.76%12.54%13.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PTY
PIMCO Corporate & Income Opportunity Fund
12.00%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


PAXS and PTY have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PTY has higher volatility (2.67%) compared to PAXS (2.52%). In terms of maximum drawdown, PAXS dropped -22.28% vs PTY's -60.86%.

PAXS currently has the higher Sharpe Ratio (0.75 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.

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