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PCN vs. QQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCN vs. QQQ - Performance Comparison

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

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PCN vs. QQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
QQQ
Invesco QQQ ETF
-5.93%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%

Returns By Period

In the year-to-date period, PCN achieves a -4.21% return, which is significantly higher than QQQ's -5.93% return. Over the past 10 years, PCN has underperformed QQQ with an annualized return of 8.27%, while QQQ has yielded a comparatively higher 18.85% 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%

QQQ

1D
3.39%
1M
-4.84%
YTD
-5.93%
6M
-3.62%
1Y
23.68%
3Y*
22.32%
5Y*
12.88%
10Y*
18.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PCN vs. QQQ - Expense Ratio Comparison

PCN has a 0.85% expense ratio, which is higher than QQQ's 0.18% expense ratio.


Return for Risk

PCN vs. QQQ — Risk / Return Rank

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

PCN
PCN Risk / Return Rank: 33
Overall Rank
PCN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
PCN Sortino Ratio Rank: 33
Sortino Ratio Rank
PCN Omega Ratio Rank: 33
Omega Ratio Rank
PCN Calmar Ratio Rank: 44
Calmar Ratio Rank
PCN Martin Ratio Rank: 33
Martin Ratio Rank

QQQ
QQQ Risk / Return Rank: 6969
Overall Rank
QQQ Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6868
Sortino Ratio Rank
QQQ Omega Ratio Rank: 6767
Omega Ratio Rank
QQQ Calmar Ratio Rank: 7676
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7373
Martin Ratio Rank
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.

PCN vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Corporate & Income Strategy Fund (PCN) and Invesco QQQ ETF (QQQ). 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.


PCNQQQDifference

Sharpe ratio

Return per unit of total volatility

-0.20

1.05

-1.24

Sortino ratio

Return per unit of downside risk

-0.15

1.63

-1.78

Omega ratio

Gain probability vs. loss probability

0.97

1.23

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.20

1.88

-2.08

Martin ratio

Return relative to average drawdown

-0.66

6.95

-7.61

PCN vs. QQQ - Sharpe Ratio Comparison

The current PCN Sharpe Ratio is -0.20, which is lower than the QQQ Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of PCN and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PCNQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

1.05

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.58

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.85

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.37

+0.01

Correlation

The correlation between PCN and QQQ is 0.24, 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. QQQ - Dividend Comparison

PCN's dividend yield for the trailing twelve months is around 11.34%, more than QQQ's 0.49% yield.


TTM20252024202320222021202020192018201720162015
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%
QQQ
Invesco QQQ ETF
0.49%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Drawdowns

PCN vs. QQQ - Drawdown Comparison

The maximum PCN drawdown since its inception was -61.12%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for PCN and QQQ.


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Drawdown Indicators


PCNQQQDifference

Max Drawdown

Largest peak-to-trough decline

-61.12%

-82.97%

+21.85%

Max Drawdown (1Y)

Largest decline over 1 year

-13.78%

-12.62%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-33.39%

-35.12%

+1.73%

Max Drawdown (10Y)

Largest decline over 10 years

-50.27%

-35.12%

-15.15%

Current Drawdown

Current decline from peak

-6.71%

-8.98%

+2.27%

Average Drawdown

Average peak-to-trough decline

-7.22%

-32.99%

+25.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.32%

3.41%

+0.91%

Volatility

PCN vs. QQQ - Volatility Comparison

The current volatility for PIMCO Corporate & Income Strategy Fund (PCN) is 5.81%, while Invesco QQQ ETF (QQQ) has a volatility of 6.51%. This indicates that PCN experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCNQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

6.51%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

8.64%

12.77%

-4.13%

Volatility (1Y)

Calculated over the trailing 1-year period

15.69%

22.67%

-6.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

22.39%

-5.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.97%

22.25%

-0.28%