PDINX vs. FSCO

In the year-to-date period, PDINX achieves a 3.82% return, which is significantly lower than FSCO's 10.90% return.

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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.

The current PDINX Sharpe Ratio is 2.67, which is higher than the FSCO Sharpe Ratio of 1.23. 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.

PDINX's dividend yield for the trailing twelve months is around 18.11%, more than FSCO's 10.28% yield.

The maximum PDINX drawdown since its inception was -43.40%, which is greater than FSCO's maximum drawdown of -25.11%. Use the drawdown chart below to compare losses from any high point for PDINX and FSCO.

The current volatility for Putnam Diversified Income Trust (PDINX) is 0.85%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 5.22%. 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.