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PDI vs. PTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDI vs. PTY - Performance Comparison

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

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PDI vs. PTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDI
PIMCO Dynamic Income Fund
0.17%11.03%17.18%11.99%-16.99%7.81%-9.96%22.23%7.35%18.59%
PTY
PIMCO Corporate & Income Opportunity Fund
-3.88%-0.51%19.87%22.56%-18.71%0.40%3.24%35.36%2.49%26.63%

Returns By Period

In the year-to-date period, PDI achieves a 0.17% return, which is significantly higher than PTY's -3.88% return. Over the past 10 years, PDI has underperformed PTY with an annualized return of 8.14%, while PTY has yielded a comparatively higher 9.09% annualized return.


PDI

1D
3.13%
1M
-3.71%
YTD
0.17%
6M
-7.15%
1Y
-0.44%
3Y*
13.14%
5Y*
3.57%
10Y*
8.14%

PTY

1D
3.17%
1M
-4.79%
YTD
-3.88%
6M
-11.85%
1Y
-7.27%
3Y*
9.63%
5Y*
1.83%
10Y*
9.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PDI vs. PTY — Risk / Return Rank

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

PDI
PDI Risk / Return Rank: 3838
Overall Rank
PDI Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PDI Sortino Ratio Rank: 3333
Sortino Ratio Rank
PDI Omega Ratio Rank: 3434
Omega Ratio Rank
PDI Calmar Ratio Rank: 4242
Calmar Ratio Rank
PDI Martin Ratio Rank: 4242
Martin Ratio Rank

PTY
PTY Risk / Return Rank: 22
Overall Rank
PTY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PTY Sortino Ratio Rank: 22
Sortino Ratio Rank
PTY Omega Ratio Rank: 11
Omega Ratio Rank
PTY Calmar Ratio Rank: 22
Calmar Ratio Rank
PTY Martin Ratio Rank: 22
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.

PDI vs. PTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Dynamic Income Fund (PDI) and PIMCO Corporate & Income Opportunity Fund (PTY). 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.


PDIPTYDifference

Sharpe ratio

Return per unit of total volatility

-0.02

-0.45

+0.42

Sortino ratio

Return per unit of downside risk

0.09

-0.45

+0.53

Omega ratio

Gain probability vs. loss probability

1.02

0.91

+0.11

Calmar ratio

Return relative to maximum drawdown

-0.01

-0.47

+0.46

Martin ratio

Return relative to average drawdown

-0.03

-1.11

+1.09

PDI vs. PTY - Sharpe Ratio Comparison

The current PDI Sharpe Ratio is -0.02, which is higher than the PTY Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of PDI and PTY, 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


PDIPTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

-0.45

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.10

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.43

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.46

+0.13

Correlation

The correlation between PDI and PTY is 0.48, 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.


Dividends

PDI vs. PTY - Dividend Comparison

PDI's dividend yield for the trailing twelve months is around 15.46%, more than PTY's 11.82% yield.


TTM20252024202320222021202020192018201720162015
PDI
PIMCO Dynamic Income Fund
15.46%14.94%14.43%14.74%17.84%10.21%10.01%9.45%10.78%8.81%14.79%18.70%
PTY
PIMCO Corporate & Income Opportunity Fund
11.82%11.05%9.92%10.77%13.12%9.16%8.74%8.37%10.63%9.48%12.09%11.92%

Drawdowns

PDI vs. PTY - Drawdown Comparison

The maximum PDI drawdown since its inception was -46.47%, smaller than the maximum PTY drawdown of -60.86%. Use the drawdown chart below to compare losses from any high point for PDI and PTY.


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Drawdown Indicators


PDIPTYDifference

Max Drawdown

Largest peak-to-trough decline

-46.47%

-60.86%

+14.39%

Max Drawdown (1Y)

Largest decline over 1 year

-14.34%

-15.44%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-27.23%

-41.38%

+14.15%

Max Drawdown (10Y)

Largest decline over 10 years

-46.47%

-46.55%

+0.08%

Current Drawdown

Current decline from peak

-7.66%

-12.76%

+5.10%

Average Drawdown

Average peak-to-trough decline

-6.22%

-8.59%

+2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.03%

6.47%

-1.44%

Volatility

PDI vs. PTY - Volatility Comparison

PIMCO Dynamic Income Fund (PDI) and PIMCO Corporate & Income Opportunity Fund (PTY) have volatilities of 5.71% and 5.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDIPTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

5.91%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

9.87%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

18.36%

16.35%

+2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.66%

17.72%

-2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.06%

21.21%

-2.15%