PDI vs. OXLC

Last updated Apr 2, 2026

Compare and contrast key facts about PIMCO Dynamic Income Fund (PDI) and Oxford Lane Capital Corp. (OXLC).

Performance

PDI vs. OXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Dynamic Income Fund (PDI) and Oxford Lane Capital Corp. (OXLC). The values are adjusted to include any dividend payments, if applicable.

PDI vs. OXLC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PDI PIMCO Dynamic Income Fund	1.93%	11.03%	17.18%	11.99%	-16.99%	7.81%	-9.96%	22.23%	7.35%	18.59%
OXLC Oxford Lane Capital Corp.	-23.58%	-24.38%	24.58%	16.52%	-24.15%	59.91%	-15.79%	-0.98%	12.86%	13.47%

Fundamentals

Market Cap PDI : $7.18B OXLC : $869.39M
EPS PDI : $3.86 OXLC : $2.17
PE Ratio PDI : 4.52 OXLC : 4.59
PS Ratio PDI : 3.34 OXLC : 1.07
PB Ratio PDI : 0.97 OXLC : 0.47
Total Revenue (TTM) PDI : $2.03B OXLC : $810.81M
Gross Profit (TTM) PDI : $1.51B OXLC : $0.00
EBITDA (TTM) PDI : $2.09B OXLC : $271.23M

Returns By Period

In the year-to-date period, PDI achieves a 1.93% return, which is significantly higher than OXLC's -23.58% return. Over the past 10 years, PDI has outperformed OXLC with an annualized return of 8.32%, while OXLC has yielded a comparatively lower 4.77% annualized return.

PDI

• 1D: 1.75%
• 1M: -2.07%
• YTD: 1.93%
• 6M: -5.71%
• 1Y: 1.36%
• 3Y*: 13.79%
• 5Y*: 3.93%
• 10Y*: 8.32%

OXLC

• 1D: 2.15%
• 1M: 24.03%
• YTD: -23.58%
• 6M: -29.20%
• 1Y: -42.30%
• 3Y*: -7.90%
• 5Y*: -3.25%
• 10Y*: 4.77%

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

Return for Risk

PDI vs. OXLC — Risk / Return Rank

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

PDI

PDI Risk / Return Rank: 40
PDI Sharpe Ratio Rank: 43
PDI Sortino Ratio Rank: 34
PDI Omega Ratio Rank: 37
PDI Calmar Ratio Rank: 43
PDI Martin Ratio Rank: 43

OXLC

OXLC Risk / Return Rank: 8
OXLC Sharpe Ratio Rank: 2
OXLC Sortino Ratio Rank: 5
OXLC Omega Ratio Rank: 4
OXLC Calmar Ratio Rank: 15
OXLC 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.

PDI vs. OXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Dynamic Income Fund (PDI) and Oxford Lane Capital Corp. (OXLC). 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.

	PDI	OXLC	Difference
Sharpe ratio Return per unit of total volatility	0.07	-1.15	+1.22
Sortino ratio Return per unit of downside risk	0.21	-1.59	+1.80
Omega ratio Gain probability vs. loss probability	1.04	0.78	+0.26
Calmar ratio Return relative to maximum drawdown	0.09	-0.72	+0.81
Martin ratio Return relative to average drawdown	0.26	-1.40	+1.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PDI vs. OXLC - Sharpe Ratio Comparison

The current PDI Sharpe Ratio is 0.07, which is higher than the OXLC Sharpe Ratio of -1.15. The chart below compares the historical Sharpe Ratios of PDI and OXLC, 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

	PDI	OXLC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.07	-1.15	+1.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.25	-0.12	+0.38
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.11	+0.33
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.07	+0.52

Correlation

The correlation between PDI and OXLC is 0.25, 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

PDI vs. OXLC - Dividend Comparison

PDI's dividend yield for the trailing twelve months is around 15.20%, less than OXLC's 51.05% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PDI PIMCO Dynamic Income Fund	15.20%	14.94%	14.43%	14.74%	17.84%	10.21%	10.01%	9.45%	10.78%	8.81%	14.79%	18.70%
OXLC Oxford Lane Capital Corp.	51.05%	35.86%	20.12%	18.83%	17.75%	10.51%	22.46%	19.85%	16.70%	17.91%	22.84%	24.10%

Drawdowns

PDI vs. OXLC - Drawdown Comparison

The maximum PDI drawdown since its inception was -46.47%, smaller than the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for PDI and OXLC.

Drawdown Indicators

	PDI	OXLC	Difference
Max Drawdown Largest peak-to-trough decline	-46.47%	-74.58%	+28.11%
Max Drawdown (1Y) Largest decline over 1 year	-14.34%	-57.17%	+42.83%
Max Drawdown (5Y) Largest decline over 5 years	-27.23%	-57.17%	+29.94%
Max Drawdown (10Y) Largest decline over 10 years	-46.47%	-74.58%	+28.11%
Current Drawdown Current decline from peak	-6.04%	-45.26%	+39.22%
Average Drawdown Average peak-to-trough decline	-6.22%	-13.63%	+7.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.04%	29.45%	-24.41%

Volatility

PDI vs. OXLC - Volatility Comparison

The current volatility for PIMCO Dynamic Income Fund (PDI) is 6.01%, while Oxford Lane Capital Corp. (OXLC) has a volatility of 12.04%. This indicates that PDI experiences smaller price fluctuations and is considered to be less risky than OXLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PDI	OXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.01%	12.04%	-6.03%
Volatility (6M) Calculated over the trailing 6-month period	10.12%	29.30%	-19.18%
Volatility (1Y) Calculated over the trailing 1-year period	18.44%	37.04%	-18.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.68%	26.34%	-10.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.06%	42.63%	-23.57%

Financials

PDI vs. OXLC - Profitability Comparison

The chart below illustrates the profitability comparison between PIMCO Dynamic Income Fund and Oxford Lane Capital Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

PDI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, PIMCO Dynamic Income Fund reported a gross profit of 558.21M and revenue of 615.21M. Therefore, the gross margin over that period was 90.7%.

OXLC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Oxford Lane Capital Corp. reported a gross profit of 0.00 and revenue of 225.51M. Therefore, the gross margin over that period was 0.0%.

PDI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, PIMCO Dynamic Income Fund reported an operating income of 529.42M and revenue of 615.21M, resulting in an operating margin of 86.1%.

OXLC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Oxford Lane Capital Corp. reported an operating income of 48.02M and revenue of 225.51M, resulting in an operating margin of 21.3%.

PDI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, PIMCO Dynamic Income Fund reported a net income of 457.73M and revenue of 615.21M, resulting in a net margin of 74.4%.

OXLC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Oxford Lane Capital Corp. reported a net income of 20.89M and revenue of 225.51M, resulting in a net margin of 9.3%.