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

Correlation

The correlation between PCN and PDO is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

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.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.67%
8.77%
PCN
PDO

Key characteristics

Sharpe Ratio

PCN:

1.54

PDO:

2.39

Sortino Ratio

PCN:

1.78

PDO:

3.39

Omega Ratio

PCN:

1.37

PDO:

1.45

Calmar Ratio

PCN:

1.05

PDO:

0.98

Martin Ratio

PCN:

4.12

PDO:

10.59

Ulcer Index

PCN:

4.04%

PDO:

2.15%

Daily Std Dev

PCN:

10.85%

PDO:

9.53%

Max Drawdown

PCN:

-61.13%

PDO:

-36.83%

Current Drawdown

PCN:

-2.59%

PDO:

-6.04%

Returns By Period

In the year-to-date period, PCN achieves a 1.67% return, which is significantly lower than PDO's 1.98% return.


PCN

YTD

1.67%

1M

1.60%

6M

5.21%

1Y

16.82%

5Y*

2.32%

10Y*

8.21%

PDO

YTD

1.98%

1M

5.64%

6M

8.85%

1Y

20.73%

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 6666
Overall Rank
The Sharpe Ratio Rank of PCN is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of PCN is 6060
Sortino Ratio Rank
The Omega Ratio Rank of PCN is 8686
Omega Ratio Rank
The Calmar Ratio Rank of PCN is 6464
Calmar Ratio Rank
The Martin Ratio Rank of PCN is 4949
Martin Ratio Rank

PDO
The Risk-Adjusted Performance Rank of PDO is 9090
Overall Rank
The Sharpe Ratio Rank of PDO is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of PDO is 9494
Sortino Ratio Rank
The Omega Ratio Rank of PDO is 9393
Omega Ratio Rank
The Calmar Ratio Rank of PDO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of PDO is 9292
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.


Sharpe ratio
The chart of Sharpe ratio for PCN, currently valued at 1.54, compared to the broader market-1.000.001.002.003.004.001.542.39
The chart of Sortino ratio for PCN, currently valued at 1.78, compared to the broader market0.005.0010.001.783.39
The chart of Omega ratio for PCN, currently valued at 1.37, compared to the broader market1.002.003.004.001.371.45
The chart of Calmar ratio for PCN, currently valued at 1.05, compared to the broader market0.005.0010.0015.0020.001.050.98
The chart of Martin ratio for PCN, currently valued at 4.12, compared to the broader market0.0020.0040.0060.0080.004.1210.59
PCN
PDO

The current PCN Sharpe Ratio is 1.54, which is lower than the PDO Sharpe Ratio of 2.39. 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.54
2.39
PCN
PDO

Dividends

PCN vs. PDO - Dividend Comparison

PCN's dividend yield for the trailing twelve months is around 10.02%, less than PDO's 11.19% yield.


TTM20242023202220212020201920182017201620152014
PCN
PIMCO Corporate & Income Strategy Fund
10.02%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
11.19%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%AugustSeptemberOctoberNovemberDecember2025
-2.59%
-6.04%
PCN
PDO

Volatility

PCN vs. PDO - Volatility Comparison

The current volatility for PIMCO Corporate & Income Strategy Fund (PCN) is 3.19%, while Pimco Dynamic Income Opportunities Fund (PDO) has a volatility of 3.77%. This indicates that PCN experiences smaller price fluctuations and is considered to be less risky than PDO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.19%
3.77%
PCN
PDO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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