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PCN vs. PDO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PCN and PDO is 0.38, 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.


Performance

PCN vs. PDO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Corporate & Income Strategy Fund (PCN) and Pimco Dynamic Income Opportunities Fund (PDO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
12.47%
12.66%
PCN
PDO

Key characteristics

Sharpe Ratio

PCN:

0.70

PDO:

0.99

Sortino Ratio

PCN:

0.82

PDO:

1.31

Omega Ratio

PCN:

1.19

PDO:

1.25

Calmar Ratio

PCN:

0.68

PDO:

0.81

Martin Ratio

PCN:

3.16

PDO:

5.09

Ulcer Index

PCN:

3.04%

PDO:

2.68%

Daily Std Dev

PCN:

15.21%

PDO:

14.33%

Max Drawdown

PCN:

-61.13%

PDO:

-36.83%

Current Drawdown

PCN:

-5.89%

PDO:

-4.94%

Returns By Period

In the year-to-date period, PCN achieves a -1.67% return, which is significantly lower than PDO's 3.18% return.


PCN

YTD

-1.67%

1M

0.61%

6M

-4.14%

1Y

10.64%

5Y*

6.05%

10Y*

7.95%

PDO

YTD

3.18%

1M

3.31%

6M

3.68%

1Y

14.06%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

PCN vs. PDO — Risk-Adjusted Performance Rank

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

PCN
The Risk-Adjusted Performance Rank of PCN is 7272
Overall Rank
The Sharpe Ratio Rank of PCN is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of PCN is 5757
Sortino Ratio Rank
The Omega Ratio Rank of PCN is 8181
Omega Ratio Rank
The Calmar Ratio Rank of PCN is 7676
Calmar Ratio Rank
The Martin Ratio Rank of PCN is 7777
Martin Ratio Rank

PDO
The Risk-Adjusted Performance Rank of PDO is 8282
Overall Rank
The Sharpe Ratio Rank of PDO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of PDO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of PDO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of PDO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of PDO is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PCN vs. PDO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Corporate & Income Strategy Fund (PCN) and Pimco Dynamic Income Opportunities Fund (PDO). 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.


The current PCN Sharpe Ratio is 0.70, which is comparable to the PDO Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of PCN and PDO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.70
0.99
PCN
PDO

Dividends

PCN vs. PDO - Dividend Comparison

PCN's dividend yield for the trailing twelve months is around 10.64%, less than PDO's 11.38% yield.


TTM20242023202220212020201920182017201620152014
PCN
PIMCO Corporate & Income Strategy Fund
10.64%10.10%10.93%12.71%7.93%7.87%7.41%9.64%7.88%12.02%10.27%11.31%
PDO
Pimco Dynamic Income Opportunities Fund
11.38%11.30%12.55%19.08%8.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PCN vs. PDO - Drawdown Comparison

The maximum PCN drawdown since its inception was -61.13%, which is greater than PDO's maximum drawdown of -36.83%. Use the drawdown chart below to compare losses from any high point for PCN and PDO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.89%
-4.94%
PCN
PDO

Volatility

PCN vs. PDO - Volatility Comparison

PIMCO Corporate & Income Strategy Fund (PCN) has a higher volatility of 5.52% compared to Pimco Dynamic Income Opportunities Fund (PDO) at 5.00%. This indicates that PCN's price experiences larger fluctuations and is considered to be riskier than PDO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
5.52%
5.00%
PCN
PDO