PDX vs. BST
PDX (PIMCO Dynamic Income Strategy Fund) is Tactical Allocation fund actively managed by PIMCO, while BST (BlackRock Science and Technology Trust) is a stock. Over the past 5 years, PDX returned 21.65%/yr vs 3.96%/yr for BST. At a 0.31 correlation, their price movements are largely independent.
Performance
PDX vs. BST - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with PDX having a 16.96% return and BST slightly lower at 16.91%.
PDX
- 1D
- 0.05%
- 1M
- 1.25%
- YTD
- 16.96%
- 6M
- 18.79%
- 1Y
- 10.21%
- 3Y*
- 25.37%
- 5Y*
- 21.65%
- 10Y*
- —
BST
- 1D
- -0.09%
- 1M
- 2.92%
- YTD
- 16.91%
- 6M
- 19.17%
- 1Y
- 36.42%
- 3Y*
- 20.80%
- 5Y*
- 3.96%
- 10Y*
- 19.58%
PDX vs. BST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PDX PIMCO Dynamic Income Strategy Fund | 16.96% | -10.59% | 36.99% | 44.51% | 23.02% | 68.79% | -44.20% | -10.78% |
BST BlackRock Science and Technology Trust | 16.91% | 23.65% | 17.96% | 30.07% | -38.28% | -0.35% | 69.27% | 20.64% |
Correlation
The correlation between PDX and BST is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2019 | 0.31 |
Over the past year, the correlation between PDX and BST has dropped to 0.08 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
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Return for Risk
PDX vs. BST — Risk / Return Rank
PDX
BST
PDX vs. BST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Dynamic Income Strategy Fund (PDX) and BlackRock Science and Technology Trust (BST). 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.
| PDX | BST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.35 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.66 | 2.39 | -1.73 |
| Martin ratioReturn relative to average drawdown | 1.50 | 7.82 | -6.32 |
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
| PDX | BST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.93 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.17 | +0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.63 | -0.33 |
Drawdowns
PDX vs. BST - Drawdown Comparison
The maximum PDX drawdown since its inception was -80.63%, which is greater than BST's maximum drawdown of -47.72%. Use the drawdown chart below to compare losses from any high point for PDX and BST.
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Drawdown Indicators
| PDX | BST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.63% | -47.72% | -32.91% |
Max Drawdown (1Y)Largest decline over 1 year | -15.65% | -15.31% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -37.24% | -23.37% | -13.87% |
Max Drawdown (5Y)Largest decline over 5 years | -37.24% | -47.72% | +10.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.72% | — |
Current DrawdownCurrent decline from peak | -15.04% | -7.74% | -7.30% |
Average DrawdownAverage peak-to-trough decline | -18.84% | -12.97% | -5.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.84% | 4.67% | +2.17% |
Volatility
PDX vs. BST - Volatility Comparison
The current volatility for PIMCO Dynamic Income Strategy Fund (PDX) is 2.71%, while BlackRock Science and Technology Trust (BST) has a volatility of 8.82%. This indicates that PDX experiences smaller price fluctuations and is considered to be less risky than BST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDX | BST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 8.82% | -6.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 16.32% | -6.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.40% | 18.99% | -4.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.61% | 23.74% | +1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.46% | 25.80% | +10.66% |
Dividends
PDX vs. BST - Dividend Comparison
PDX's dividend yield for the trailing twelve months is around 21.50%, more than BST's 9.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BST BlackRock Science and Technology Trust | 9.14% | 10.36% | 8.21% | 8.91% | 10.57% | 5.38% | 3.85% | 10.52% | 6.41% | 4.80% | 6.69% | 6.93% |
PDX PIMCO Dynamic Income Strategy Fund | 21.50% | 24.34% | 6.31% | 4.30% | 5.89% | 5.28% | 14.11% | 9.58% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PDX and BST have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BST has higher volatility (8.82%) compared to PDX (2.71%). In terms of maximum drawdown, PDX dropped -80.63% vs BST's -47.72%.
BST currently has the higher Sharpe Ratio (1.93 vs 0.71), 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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