PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PDINX vs. FSCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PDINX and FSCO is 0.01, 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.


-0.50.00.51.00.0

Performance

PDINX vs. FSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Diversified Income Trust (PDINX) and FS Credit Opportunities Corp. (FSCO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
0.66%
16.40%
PDINX
FSCO

Key characteristics

Sharpe Ratio

PDINX:

1.82

FSCO:

2.02

Sortino Ratio

PDINX:

2.62

FSCO:

2.87

Omega Ratio

PDINX:

1.38

FSCO:

1.36

Calmar Ratio

PDINX:

0.78

FSCO:

3.71

Martin Ratio

PDINX:

8.21

FSCO:

14.00

Ulcer Index

PDINX:

0.85%

FSCO:

2.33%

Daily Std Dev

PDINX:

3.82%

FSCO:

16.17%

Max Drawdown

PDINX:

-43.60%

FSCO:

-25.13%

Current Drawdown

PDINX:

-2.11%

FSCO:

-1.06%

Returns By Period

In the year-to-date period, PDINX achieves a 0.49% return, which is significantly lower than FSCO's 3.00% return.


PDINX

YTD

0.49%

1M

0.00%

6M

1.02%

1Y

6.94%

5Y*

-0.12%

10Y*

1.81%

FSCO

YTD

3.00%

1M

0.07%

6M

15.66%

1Y

34.56%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PDINX vs. FSCO — Risk-Adjusted Performance Rank

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

PDINX
The Risk-Adjusted Performance Rank of PDINX is 7979
Overall Rank
The Sharpe Ratio Rank of PDINX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of PDINX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of PDINX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of PDINX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of PDINX is 8282
Martin Ratio Rank

FSCO
The Risk-Adjusted Performance Rank of FSCO is 9292
Overall Rank
The Sharpe Ratio Rank of FSCO is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCO is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FSCO is 8888
Omega Ratio Rank
The Calmar Ratio Rank of FSCO is 9696
Calmar Ratio Rank
The Martin Ratio Rank of FSCO is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PDINX vs. FSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Diversified Income Trust (PDINX) and FS Credit Opportunities Corp. (FSCO). 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.


Sharpe ratio
The chart of Sharpe ratio for PDINX, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.822.02
The chart of Sortino ratio for PDINX, currently valued at 2.62, compared to the broader market0.002.004.006.008.0010.0012.002.622.87
The chart of Omega ratio for PDINX, currently valued at 1.38, compared to the broader market1.002.003.004.001.381.36
The chart of Calmar ratio for PDINX, currently valued at 3.29, compared to the broader market0.005.0010.0015.0020.003.293.71
The chart of Martin ratio for PDINX, currently valued at 8.21, compared to the broader market0.0020.0040.0060.0080.008.2114.00
PDINX
FSCO

The current PDINX Sharpe Ratio is 1.82, which is comparable to the FSCO Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of PDINX and FSCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.82
2.02
PDINX
FSCO

Dividends

PDINX vs. FSCO - Dividend Comparison

PDINX's dividend yield for the trailing twelve months is around 18.31%, more than FSCO's 9.55% yield.


TTM20242023202220212020201920182017201620152014
PDINX
Putnam Diversified Income Trust
18.31%18.88%6.35%5.34%3.71%3.75%4.17%5.35%5.61%5.35%4.89%5.11%
FSCO
FS Credit Opportunities Corp.
9.55%10.47%11.22%1.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PDINX vs. FSCO - Drawdown Comparison

The maximum PDINX drawdown since its inception was -43.60%, which is greater than FSCO's maximum drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for PDINX and FSCO. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.82%
-1.06%
PDINX
FSCO

Volatility

PDINX vs. FSCO - Volatility Comparison

The current volatility for Putnam Diversified Income Trust (PDINX) is 1.35%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 3.12%. This indicates that PDINX experiences smaller price fluctuations and is considered to be less risky than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
1.35%
3.12%
PDINX
FSCO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab