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PDINX vs. FSCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, PDINX achieves a 1.07% return, which is significantly higher than FSCO's -14.16% return.


PDINX

1D
-0.20%
1M
-0.79%
6M
0.61%
YTD
1.07%
1Y
2.33%
3Y*
6.14%
5Y*
2.09%
10Y*
3.01%
ALL TIME*
4.82%

FSCO

1D
0.81%
1M
2.01%
6M
-10.36%
YTD
-14.16%
1Y
-23.65%
3Y*
11.67%
5Y*
10Y*
ALL TIME*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.26M$4.44M$5.06M
$0.00$0.00$0.00

PDINX vs. FSCO - Yearly Performance Comparison


2026 (YTD)2025202420232022
PDINX
Putnam Diversified Income Trust
1.07%7.48%5.92%4.55%0.59%
FSCO
FS Credit Opportunities Corp.
-14.16%3.68%34.88%36.98%-3.98%

Correlation

The correlation between PDINX and FSCO is 0.17, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.17

Correlation (3Y)
Balances recent behavior with more history.

0.09

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2022

0.07

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Return for Risk

PDINX vs. FSCO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PDINX
PDINX Risk / Return Rank: 2929
Overall Rank
PDINX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PDINX Sortino Ratio Rank: 2525
Sortino Ratio Rank
PDINX Omega Ratio Rank: 2828
Omega Ratio Rank
PDINX Calmar Ratio Rank: 3232
Calmar Ratio Rank
PDINX Martin Ratio Rank: 3333
Martin Ratio Rank

FSCO
FSCO Risk / Return Rank: 1313
Overall Rank
FSCO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FSCO Sortino Ratio Rank: 1111
Sortino Ratio Rank
FSCO Omega Ratio Rank: 1010
Omega Ratio Rank
FSCO Calmar Ratio Rank: 1818
Calmar Ratio Rank
FSCO Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PDINX vs. FSCO - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PDINXFSCODifference
Sharpe ratioReturn per unit of total volatility

+1.84

Sortino ratioReturn per unit of downside risk

+2.48

Omega ratioGain probability vs. loss probability

1.19

0.86

+0.34

Calmar ratioReturn relative to maximum drawdown

1.51

-0.67

+2.18

Martin ratioReturn relative to average drawdown

5.19

-1.17

+6.36

PDINX vs. FSCO - Sharpe Ratio Comparison

The current PDINX Sharpe Ratio is 0.98, which is higher than the FSCO Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of PDINX and FSCO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PDINX vs. FSCO - Drawdown Comparison

The maximum PDINX drawdown since its inception was -43.44%, which is greater than FSCO's maximum drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for PDINX and FSCO.


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Drawdown Indicators


PDINXFSCODifference

Max Drawdown

Largest peak-to-trough decline

-43.44%

-35.53%

-7.91%

Max Drawdown (1Y)

Largest decline over 1 year

-1.96%

-35.53%

+33.57%

Max Drawdown (3Y)

Largest decline over 3 years

-11.25%

-35.53%

+24.28%

Max Drawdown (5Y)

Largest decline over 5 years

-11.65%

Max Drawdown (10Y)

Largest decline over 10 years

-18.27%

Current Drawdown

Current decline from peak

-3.00%

-25.05%

+22.05%

Average Drawdown

Average peak-to-trough decline

-3.54%

-8.72%

+5.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

20.25%

-19.68%

Volatility

PDINX vs. FSCO - Volatility Comparison

The current volatility for Putnam Diversified Income Trust (PDINX) is 0.95%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 3.65%. 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.


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Volatility by Period


PDINXFSCODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

3.65%

-2.70%

Volatility (6M)

Calculated over the trailing 6-month period

2.43%

22.49%

-20.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.03%

27.65%

-24.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.09%

27.85%

-19.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.65%

27.85%

-21.20%

Dividends

PDINX vs. FSCO - Dividend Comparison

PDINX's dividend yield for the trailing twelve months is around 3.96%, less than FSCO's 15.35% yield.


PositionTTM20252024202320222021202020192018201720162015
FSCO
FS Credit Opportunities Corp.
15.35%12.65%10.47%11.26%1.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PDINX
Putnam Diversified Income Trust
3.96%5.17%18.88%6.35%4.59%3.71%3.75%4.17%5.35%5.61%5.35%4.89%

Frequently Asked Questions


PDINX and FSCO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSCO has higher volatility (3.65%) compared to PDINX (0.95%). In terms of maximum drawdown, PDINX dropped -43.44% vs FSCO's -35.53%.

PDINX currently has the higher Sharpe Ratio (0.98 vs -0.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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