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PFINX vs. PTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFINX vs. PTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Preferred and Capital Securities Fund (PFINX) and PIMCO Corporate & Income Opportunity Fund (PTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFINX achieves a 2.44% return, which is significantly higher than PTY's -1.00% return. Over the past 10 years, PFINX has underperformed PTY with an annualized return of 6.02%, while PTY has yielded a comparatively higher 8.61% annualized return.


PFINX

1D
0.10%
1M
0.41%
6M
2.12%
YTD
2.44%
1Y
7.04%
3Y*
10.51%
5Y*
2.97%
10Y*
6.02%

PTY

1D
-0.26%
1M
2.80%
6M
-3.18%
YTD
-1.00%
1Y
-3.54%
3Y*
6.02%
5Y*
-0.18%
10Y*
8.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFINX vs. PTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFINX
PIMCO Preferred and Capital Securities Fund
2.44%8.73%10.84%7.03%-12.82%4.61%6.73%20.78%-4.17%13.28%
PTY
PIMCO Corporate & Income Opportunity Fund
-1.00%-0.51%19.87%22.56%-18.71%0.40%3.24%35.36%2.49%26.63%

Correlation

The correlation between PFINX and PTY is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2015

0.32

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Return for Risk

PFINX vs. PTY — Risk / Return Rank

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

PFINX
PFINX Risk / Return Rank: 7373
Overall Rank
PFINX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PFINX Sortino Ratio Rank: 8484
Sortino Ratio Rank
PFINX Omega Ratio Rank: 8989
Omega Ratio Rank
PFINX Calmar Ratio Rank: 5252
Calmar Ratio Rank
PFINX Martin Ratio Rank: 5757
Martin Ratio Rank

PTY
PTY Risk / Return Rank: 22
Overall Rank
PTY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PTY Sortino Ratio Rank: 22
Sortino Ratio Rank
PTY Omega Ratio Rank: 22
Omega Ratio Rank
PTY Calmar Ratio Rank: 22
Calmar Ratio Rank
PTY Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PFINX vs. PTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Preferred and Capital Securities Fund (PFINX) 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.

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.


PFINXPTYDifference
Sharpe ratioReturn per unit of total volatility

+2.42

Sortino ratioReturn per unit of downside risk

+3.60

Omega ratioGain probability vs. loss probability

1.52

0.95

+0.57

Calmar ratioReturn relative to maximum drawdown

2.23

-0.23

+2.46

Martin ratioReturn relative to average drawdown

8.94

-0.42

+9.36

PFINX vs. PTY - Sharpe Ratio Comparison

The current PFINX Sharpe Ratio is 2.10, which is higher than the PTY Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of PFINX and PTY, 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

PFINX vs. PTY - Drawdown Comparison

The maximum PFINX drawdown since its inception was -23.93%, smaller than the maximum PTY drawdown of -60.86%. Use the drawdown chart below to compare losses from any high point for PFINX and PTY.


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Drawdown Indicators


PFINXPTYDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-60.86%

+36.93%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-15.44%

+12.35%

Max Drawdown (3Y)

Largest decline over 3 years

-3.93%

-16.04%

+12.11%

Max Drawdown (5Y)

Largest decline over 5 years

-22.11%

-41.38%

+19.27%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-46.55%

+22.62%

Current Drawdown

Current decline from peak

-0.31%

-10.15%

+9.84%

Average Drawdown

Average peak-to-trough decline

-3.43%

-8.62%

+5.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

8.46%

-7.69%

Volatility

PFINX vs. PTY - Volatility Comparison

The current volatility for PIMCO Preferred and Capital Securities Fund (PFINX) is 0.62%, while PIMCO Corporate & Income Opportunity Fund (PTY) has a volatility of 2.42%. This indicates that PFINX experiences smaller price fluctuations and is considered to be less risky than PTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFINXPTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

2.42%

-1.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.36%

7.51%

-5.15%

Volatility (1Y)

Calculated over the trailing 1-year period

3.28%

11.02%

-7.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.53%

17.25%

-11.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.09%

21.18%

-15.09%

PFINX vs. PTY - Expense Ratio Comparison

PFINX has a 0.79% expense ratio, which is lower than PTY's 1.19% expense ratio.


Dividends

PFINX vs. PTY - Dividend Comparison

PFINX's dividend yield for the trailing twelve months is around 3.87%, less than PTY's 11.94% yield.


PositionTTM20252024202320222021202020192018201720162015
PFINX
PIMCO Preferred and Capital Securities Fund
3.87%3.74%5.30%6.26%8.54%5.79%3.06%6.40%6.43%7.08%6.19%2.34%
PTY
PIMCO Corporate & Income Opportunity Fund
11.94%11.05%9.92%10.77%13.12%9.16%8.74%8.37%10.63%9.48%12.09%11.92%

Frequently Asked Questions


PFINX and PTY have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PTY has higher volatility (2.42%) compared to PFINX (0.62%). In terms of maximum drawdown, PFINX dropped -23.93% vs PTY's -60.86%.

PFINX currently has the higher Sharpe Ratio (2.10 vs -0.32), 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.

Portfolio Optimizer

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