PDI vs. PTY
Compare and contrast key facts about PIMCO Dynamic Income Fund (PDI) and PIMCO Corporate & Income Opportunity Fund (PTY).
PTY is managed by FPA. It was launched on Dec 24, 2002.
Performance
PDI vs. PTY - Performance Comparison
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PDI vs. PTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
PDI vs. PTY — Risk / Return Rank
PDI
PTY
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.
| PDI | PTY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.02 | -0.45 | +0.42 |
Sortino ratioReturn per unit of downside risk | 0.09 | -0.45 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.02 | 0.91 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | -0.01 | -0.47 | +0.46 |
Martin ratioReturn relative to average drawdown | -0.03 | -1.11 | +1.09 |
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
| PDI | PTY | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| PDI | PTY | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.66% | -12.76% | +5.10% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -8.59% | +2.37% |
Ulcer IndexDepth 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
| PDI | PTY | Difference | |
|---|---|---|---|
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% |