PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, PAXS achieves a -1.23% return, which is significantly higher than PTY's -3.12% return.


PAXS

1D
0.78%
1M
1.86%
YTD
-1.23%
6M
-2.32%
1Y
5.29%
3Y*
11.71%
5Y*
10Y*

PTY

1D
0.85%
1M
1.10%
YTD
-3.12%
6M
-2.67%
1Y
-4.03%
3Y*
5.35%
5Y*
-0.21%
10Y*
8.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAXS vs. PTY - Yearly Performance Comparison


2026 (YTD)2025202420232022
PAXS
PIMCO Access Income Fund
-1.23%12.58%19.51%9.30%-16.66%
PTY
PIMCO Corporate & Income Opportunity Fund
-3.12%-0.51%19.87%22.56%-15.08%

Correlation

The correlation between PAXS and PTY is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 77
Overall Rank
PAXS Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PAXS Sortino Ratio Rank: 77
Sortino Ratio Rank
PAXS Omega Ratio Rank: 88
Omega Ratio Rank
PAXS Calmar Ratio Rank: 77
Calmar Ratio Rank
PAXS Martin Ratio Rank: 77
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

+0.81

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.09

0.94

+0.16

Calmar ratioReturn relative to maximum drawdown

0.44

-0.26

+0.70

Martin ratioReturn relative to average drawdown

1.15

-0.49

+1.64

PAXS vs. PTY - Sharpe Ratio Comparison

The current PAXS Sharpe Ratio is 0.44, which is higher than the PTY Sharpe Ratio of -0.37. 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.


Loading charts...

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.


Loading charts...

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

-6.55%

-12.08%

+5.53%

Average Drawdown

Average peak-to-trough decline

-7.55%

-8.62%

+1.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

8.19%

-3.58%

Volatility

PAXS vs. PTY - Volatility Comparison

PIMCO Access Income Fund (PAXS) has a higher volatility of 3.26% compared to PIMCO Corporate & Income Opportunity Fund (PTY) at 2.22%. This indicates that PAXS'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.


Loading charts...

Volatility by Period


PAXSPTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

2.22%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.80%

7.73%

+2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

12.19%

10.96%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.38%

17.27%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.38%

21.18%

-3.80%

Dividends

PAXS vs. PTY - Dividend Comparison

PAXS's dividend yield for the trailing twelve months is around 12.60%, more than PTY's 12.08% yield.


PositionTTM20252024202320222021202020192018201720162015
PAXS
PIMCO Access Income Fund
12.60%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
12.08%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 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PAXS has higher volatility (3.26%) compared to PTY (2.22%). In terms of maximum drawdown, PAXS dropped -22.28% vs PTY's -60.86%.

PAXS currently has the higher Sharpe Ratio (0.44 vs -0.37), 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

Find the right allocation for PAXS and PTY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer