PCN vs. PMJIX
Compare and contrast key facts about PIMCO Corporate & Income Strategy Fund (PCN) and PIMCO RAE US Small Fund (PMJIX).
PCN is managed by PIMCO. It was launched on Dec 20, 2001. PMJIX is managed by PIMCO. It was launched on Jun 5, 2015.
Performance
PCN vs. PMJIX - Performance Comparison
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PCN vs. PMJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PCN PIMCO Corporate & Income Strategy Fund | -4.21% | 5.55% | 19.52% | 16.22% | -22.88% | 6.93% | -2.19% | 39.10% | -5.94% | 26.20% |
PMJIX PIMCO RAE US Small Fund | -0.95% | 5.11% | 22.05% | 19.77% | -4.62% | 39.15% | 6.95% | 20.22% | -11.69% | 9.22% |
Returns By Period
In the year-to-date period, PCN achieves a -4.21% return, which is significantly lower than PMJIX's -0.95% return. Over the past 10 years, PCN has underperformed PMJIX with an annualized return of 8.27%, while PMJIX has yielded a comparatively higher 12.04% annualized return.
PCN
- 1D
- 3.48%
- 1M
- -4.53%
- YTD
- -4.21%
- 6M
- -6.22%
- 1Y
- -3.05%
- 3Y*
- 8.96%
- 5Y*
- 2.37%
- 10Y*
- 8.27%
PMJIX
- 1D
- -1.12%
- 1M
- -6.04%
- YTD
- -0.95%
- 6M
- 1.54%
- 1Y
- 13.70%
- 3Y*
- 14.79%
- 5Y*
- 9.83%
- 10Y*
- 12.04%
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PCN vs. PMJIX - Expense Ratio Comparison
PCN has a 0.85% expense ratio, which is higher than PMJIX's 0.50% expense ratio.
Return for Risk
PCN vs. PMJIX — Risk / Return Rank
PCN
PMJIX
PCN vs. PMJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Corporate & Income Strategy Fund (PCN) and PIMCO RAE US Small Fund (PMJIX). 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.
| PCN | PMJIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.20 | 0.63 | -0.82 |
Sortino ratioReturn per unit of downside risk | -0.15 | 1.03 | -1.18 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.14 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | -0.20 | 0.79 | -0.99 |
Martin ratioReturn relative to average drawdown | -0.66 | 3.17 | -3.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PCN | PMJIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.20 | 0.63 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.25 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.37 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.32 | +0.07 |
Correlation
The correlation between PCN and PMJIX is 0.33, 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
PCN vs. PMJIX - Dividend Comparison
PCN's dividend yield for the trailing twelve months is around 11.34%, more than PMJIX's 3.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCN PIMCO Corporate & Income Strategy Fund | 11.34% | 10.58% | 10.06% | 10.88% | 12.66% | 7.89% | 7.83% | 7.37% | 9.60% | 7.85% | 11.98% | 10.22% |
PMJIX PIMCO RAE US Small Fund | 3.18% | 3.15% | 3.26% | 1.25% | 9.91% | 65.79% | 9.46% | 1.55% | 7.65% | 4.69% | 1.24% | 1.67% |
Drawdowns
PCN vs. PMJIX - Drawdown Comparison
The maximum PCN drawdown since its inception was -61.12%, which is greater than PMJIX's maximum drawdown of -49.75%. Use the drawdown chart below to compare losses from any high point for PCN and PMJIX.
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Drawdown Indicators
| PCN | PMJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.12% | -49.75% | -11.37% |
Max Drawdown (1Y)Largest decline over 1 year | -13.78% | -14.85% | +1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -33.39% | -49.75% | +16.36% |
Max Drawdown (10Y)Largest decline over 10 years | -50.27% | -49.75% | -0.52% |
Current DrawdownCurrent decline from peak | -6.71% | -11.67% | +4.96% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -16.44% | +9.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 3.68% | +0.64% |
Volatility
PCN vs. PMJIX - Volatility Comparison
PIMCO Corporate & Income Strategy Fund (PCN) has a higher volatility of 5.81% compared to PIMCO RAE US Small Fund (PMJIX) at 4.81%. This indicates that PCN's price experiences larger fluctuations and is considered to be riskier than PMJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCN | PMJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 4.81% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 8.64% | 12.39% | -3.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.69% | 22.25% | -6.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 39.62% | -23.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.97% | 33.08% | -11.11% |