PBRNX vs. EICC

Last updated Apr 1, 2026

Compare and contrast key facts about PIMCO RealPath Blend Income Fund (PBRNX) and Eagle Point Income Company Inc (EICC).

PBRNX is managed by PIMCO. It was launched on Dec 30, 2014.

Performance

PBRNX vs. EICC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RealPath Blend Income Fund (PBRNX) and Eagle Point Income Company Inc (EICC). The values are adjusted to include any dividend payments, if applicable.

PBRNX vs. EICC - Yearly Performance Comparison

	2026 (YTD)	2025	2024
PBRNX PIMCO RealPath Blend Income Fund	-1.82%	13.57%	5.32%
EICC Eagle Point Income Company Inc	1.16%	9.04%	6.15%

Returns By Period

In the year-to-date period, PBRNX achieves a -1.82% return, which is significantly lower than EICC's 1.16% return.

PBRNX

• 1D: 0.33%
• 1M: -5.35%
• YTD: -1.82%
• 6M: 0.01%
• 1Y: 8.91%
• 3Y*: 7.73%
• 5Y*: 3.72%
• 10Y*: 6.20%

EICC

• 1D: -0.04%
• 1M: 0.39%
• YTD: 1.16%
• 6M: 3.93%
• 1Y: 7.90%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

PBRNX vs. EICC — Risk / Return Rank

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

PBRNX

PBRNX Risk / Return Rank: 65
PBRNX Sharpe Ratio Rank: 67
PBRNX Sortino Ratio Rank: 65
PBRNX Omega Ratio Rank: 63
PBRNX Calmar Ratio Rank: 66
PBRNX Martin Ratio Rank: 65

EICC

EICC Risk / Return Rank: 97
EICC Sharpe Ratio Rank: 96
EICC Sortino Ratio Rank: 98
EICC Omega Ratio Rank: 98
EICC Calmar Ratio Rank: 95
EICC Martin Ratio Rank: 98

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.

PBRNX vs. EICC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RealPath Blend Income Fund (PBRNX) and Eagle Point Income Company Inc (EICC). 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.

	PBRNX	EICC	Difference
Sharpe ratio Return per unit of total volatility	1.19	2.96	-1.77
Sortino ratio Return per unit of downside risk	1.66	4.41	-2.75
Omega ratio Gain probability vs. loss probability	1.24	1.67	-0.43
Calmar ratio Return relative to maximum drawdown	1.54	5.54	-4.01
Martin ratio Return relative to average drawdown	6.19	27.00	-20.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PBRNX vs. EICC - Sharpe Ratio Comparison

The current PBRNX Sharpe Ratio is 1.19, which is lower than the EICC Sharpe Ratio of 2.96. The chart below compares the historical Sharpe Ratios of PBRNX and EICC, 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

	PBRNX	EICC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	2.96	-1.77
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.79	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	2.91	-2.19

Correlation

The correlation between PBRNX and EICC is 0.05, 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

PBRNX vs. EICC - Dividend Comparison

PBRNX's dividend yield for the trailing twelve months is around 4.26%, less than EICC's 8.01% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PBRNX PIMCO RealPath Blend Income Fund	4.26%	4.19%	4.56%	4.16%	3.63%	5.95%	4.29%	4.42%	2.48%	2.16%	3.17%	2.57%
EICC Eagle Point Income Company Inc	8.01%	7.94%	5.33%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

PBRNX vs. EICC - Drawdown Comparison

The maximum PBRNX drawdown since its inception was -21.90%, which is greater than EICC's maximum drawdown of -1.50%. Use the drawdown chart below to compare losses from any high point for PBRNX and EICC.

Drawdown Indicators

	PBRNX	EICC	Difference
Max Drawdown Largest peak-to-trough decline	-21.90%	-1.50%	-20.40%
Max Drawdown (1Y) Largest decline over 1 year	-5.86%	-1.47%	-4.39%
Max Drawdown (5Y) Largest decline over 5 years	-21.90%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-21.90%	—	—
Current Drawdown Current decline from peak	-5.35%	-0.29%	-5.06%
Average Drawdown Average peak-to-trough decline	-3.83%	-0.20%	-3.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.45%	0.30%	+1.15%

Volatility

PBRNX vs. EICC - Volatility Comparison

PIMCO RealPath Blend Income Fund (PBRNX) has a higher volatility of 3.09% compared to Eagle Point Income Company Inc (EICC) at 0.25%. This indicates that PBRNX's price experiences larger fluctuations and is considered to be riskier than EICC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PBRNX	EICC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.09%	0.25%	+2.84%
Volatility (6M) Calculated over the trailing 6-month period	4.72%	1.75%	+2.97%
Volatility (1Y) Calculated over the trailing 1-year period	7.87%	2.69%	+5.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.33%	2.88%	+5.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.87%	2.88%	+4.99%