PCKPX vs. PFN

Last updated Apr 1, 2026

Compare and contrast key facts about PIMCO StocksPLUS Small Fund (PCKPX) and PIMCO Income Strategy Fund II (PFN).

PCKPX is managed by PIMCO. It was launched on Apr 30, 2008. PFN is managed by PIMCO. It was launched on Oct 27, 2004.

Performance

PCKPX vs. PFN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO StocksPLUS Small Fund (PCKPX) and PIMCO Income Strategy Fund II (PFN). The values are adjusted to include any dividend payments, if applicable.

PCKPX vs. PFN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PCKPX PIMCO StocksPLUS Small Fund	-3.90%	10.58%	11.55%	15.90%	-23.99%	14.03%	19.39%	26.69%	-12.23%	17.59%
PFN PIMCO Income Strategy Fund II	-5.40%	13.07%	15.72%	15.43%	-17.65%	5.14%	3.97%	21.84%	0.94%	20.58%

Returns By Period

In the year-to-date period, PCKPX achieves a -3.90% return, which is significantly higher than PFN's -5.40% return. Over the past 10 years, PCKPX has outperformed PFN with an annualized return of 9.00%, while PFN has yielded a comparatively lower 8.36% annualized return.

PCKPX

• 1D: -1.25%
• 1M: -9.84%
• YTD: -3.90%
• 6M: -2.96%
• 1Y: 18.48%
• 3Y*: 10.30%
• 5Y*: 1.10%
• 10Y*: 9.00%

PFN

• 1D: 3.77%
• 1M: -3.87%
• YTD: -5.40%
• 6M: -3.80%
• 1Y: 2.70%
• 3Y*: 11.05%
• 5Y*: 3.04%
• 10Y*: 8.36%

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

PCKPX vs. PFN - Expense Ratio Comparison

PCKPX has a 0.80% expense ratio, which is lower than PFN's 1.74% expense ratio.

PFN

PIMCO Income Strategy Fund II

PCKPX

PIMCO StocksPLUS Small Fund

Return for Risk

PCKPX vs. PFN — Risk / Return Rank

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

PCKPX

PCKPX Risk / Return Rank: 33
PCKPX Sharpe Ratio Rank: 33
PCKPX Sortino Ratio Rank: 35
PCKPX Omega Ratio Rank: 28
PCKPX Calmar Ratio Rank: 37
PCKPX Martin Ratio Rank: 33

PFN

PFN Risk / Return Rank: 11
PFN Sharpe Ratio Rank: 10
PFN Sortino Ratio Rank: 9
PFN Omega Ratio Rank: 10
PFN Calmar Ratio Rank: 11
PFN Martin Ratio Rank: 12

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.

PCKPX vs. PFN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Small Fund (PCKPX) and PIMCO Income Strategy Fund II (PFN). 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.

	PCKPX	PFN	Difference
Sharpe ratio Return per unit of total volatility	0.76	0.20	+0.56
Sortino ratio Return per unit of downside risk	1.19	0.34	+0.85
Omega ratio Gain probability vs. loss probability	1.15	1.06	+0.09
Calmar ratio Return relative to maximum drawdown	0.98	0.26	+0.72
Martin ratio Return relative to average drawdown	3.66	1.02	+2.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PCKPX vs. PFN - Sharpe Ratio Comparison

The current PCKPX Sharpe Ratio is 0.76, which is higher than the PFN Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of PCKPX and PFN, 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

	PCKPX	PFN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.76	0.20	+0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	0.21	-0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	0.46	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.28	+0.11

Correlation

The correlation between PCKPX and PFN is 0.34, 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

PCKPX vs. PFN - Dividend Comparison

PCKPX's dividend yield for the trailing twelve months is around 4.40%, less than PFN's 12.51% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PCKPX PIMCO StocksPLUS Small Fund	4.40%	4.23%	3.52%	1.45%	26.78%	19.38%	5.69%	5.92%	12.87%	5.82%	3.37%	8.93%
PFN PIMCO Income Strategy Fund II	12.51%	11.49%	11.57%	11.92%	12.19%	9.71%	9.67%	9.07%	10.81%	9.20%	10.12%	11.74%

Drawdowns

PCKPX vs. PFN - Drawdown Comparison

The maximum PCKPX drawdown since its inception was -55.77%, smaller than the maximum PFN drawdown of -80.08%. Use the drawdown chart below to compare losses from any high point for PCKPX and PFN.

Drawdown Indicators

	PCKPX	PFN	Difference
Max Drawdown Largest peak-to-trough decline	-55.77%	-80.08%	+24.31%
Max Drawdown (1Y) Largest decline over 1 year	-14.99%	-10.77%	-4.22%
Max Drawdown (5Y) Largest decline over 5 years	-35.71%	-33.45%	-2.26%
Max Drawdown (10Y) Largest decline over 10 years	-46.38%	-45.70%	-0.68%
Current Drawdown Current decline from peak	-12.25%	-6.42%	-5.83%
Average Drawdown Average peak-to-trough decline	-10.54%	-11.89%	+1.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.19%	2.79%	+1.40%

Volatility

PCKPX vs. PFN - Volatility Comparison

PIMCO StocksPLUS Small Fund (PCKPX) has a higher volatility of 7.20% compared to PIMCO Income Strategy Fund II (PFN) at 6.57%. This indicates that PCKPX's price experiences larger fluctuations and is considered to be riskier than PFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PCKPX	PFN	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.20%	6.57%	+0.63%
Volatility (6M) Calculated over the trailing 6-month period	14.90%	8.43%	+6.47%
Volatility (1Y) Calculated over the trailing 1-year period	23.92%	13.35%	+10.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.38%	14.75%	+8.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.15%	18.16%	+5.99%