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PFL vs. NWXHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFL vs. NWXHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Income Strategy Fund (PFL) and Nationwide Amundi Strategic Income Fund (NWXHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFL achieves a -1.19% return, which is significantly lower than NWXHX's 1.26% return. Over the past 10 years, PFL has outperformed NWXHX with an annualized return of 8.97%, while NWXHX has yielded a comparatively lower 7.00% annualized return.


PFL

1D
0.00%
1M
-0.37%
YTD
-1.19%
6M
-0.20%
1Y
14.63%
3Y*
12.12%
5Y*
2.98%
10Y*
8.97%

NWXHX

1D
0.00%
1M
0.28%
YTD
1.26%
6M
2.60%
1Y
8.40%
3Y*
8.61%
5Y*
6.55%
10Y*
7.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFL vs. NWXHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFL
PIMCO Income Strategy Fund
-1.19%13.03%11.51%17.29%-17.92%4.62%7.11%19.65%2.06%21.26%
NWXHX
Nationwide Amundi Strategic Income Fund
1.26%7.36%9.76%9.39%3.56%4.86%3.48%10.18%-0.11%11.16%

Correlation

The correlation between PFL and NWXHX is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.12

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

0.09

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.12

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Return for Risk

PFL vs. NWXHX — Risk / Return Rank

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

PFL
PFL Risk / Return Rank: 3434
Overall Rank
PFL Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
PFL Sortino Ratio Rank: 3333
Sortino Ratio Rank
PFL Omega Ratio Rank: 4545
Omega Ratio Rank
PFL Calmar Ratio Rank: 2525
Calmar Ratio Rank
PFL Martin Ratio Rank: 3333
Martin Ratio Rank

NWXHX
NWXHX Risk / Return Rank: 9999
Overall Rank
NWXHX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
NWXHX Sortino Ratio Rank: 100100
Sortino Ratio Rank
NWXHX Omega Ratio Rank: 9999
Omega Ratio Rank
NWXHX Calmar Ratio Rank: 9999
Calmar Ratio Rank
NWXHX Martin Ratio Rank: 9999
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.

PFL vs. NWXHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Strategy Fund (PFL) and Nationwide Amundi Strategic Income Fund (NWXHX). 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.


PFLNWXHXDifference

Sharpe ratio

Return per unit of total volatility

1.78

6.91

-5.12

Sortino ratio

Return per unit of downside risk

2.57

13.76

-11.19

Omega ratio

Gain probability vs. loss probability

1.41

3.64

-2.24

Calmar ratio

Return relative to maximum drawdown

1.90

11.60

-9.69

Martin ratio

Return relative to average drawdown

8.42

61.61

-53.19

PFL vs. NWXHX - Sharpe Ratio Comparison

The current PFL Sharpe Ratio is 1.78, which is lower than the NWXHX Sharpe Ratio of 6.91. The chart below compares the historical Sharpe Ratios of PFL and NWXHX, 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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Sharpe Ratios by Period


PFLNWXHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

6.91

-5.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

1.78

-1.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

1.58

-1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

1.59

-1.28

Drawdowns

PFL vs. NWXHX - Drawdown Comparison

The maximum PFL drawdown since its inception was -77.97%, which is greater than NWXHX's maximum drawdown of -22.96%. Use the drawdown chart below to compare losses from any high point for PFL and NWXHX.


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Drawdown Indicators


PFLNWXHXDifference

Max Drawdown

Largest peak-to-trough decline

-77.97%

-22.96%

-55.01%

Max Drawdown (1Y)

Largest decline over 1 year

-7.64%

-0.41%

-7.23%

Max Drawdown (5Y)

Largest decline over 5 years

-33.30%

-5.52%

-27.78%

Max Drawdown (10Y)

Largest decline over 10 years

-48.40%

-22.96%

-25.44%

Current Drawdown

Current decline from peak

-3.08%

0.00%

-3.08%

Average Drawdown

Average peak-to-trough decline

-11.05%

-1.06%

-9.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

0.13%

+1.60%

Volatility

PFL vs. NWXHX - Volatility Comparison

PIMCO Income Strategy Fund (PFL) has a higher volatility of 6.50% compared to Nationwide Amundi Strategic Income Fund (NWXHX) at 0.41%. This indicates that PFL's price experiences larger fluctuations and is considered to be riskier than NWXHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFLNWXHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

0.41%

+6.09%

Volatility (6M)

Calculated over the trailing 6-month period

7.81%

0.78%

+7.03%

Volatility (1Y)

Calculated over the trailing 1-year period

10.37%

1.46%

+8.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.93%

3.70%

+10.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.35%

4.43%

+13.92%

Dividends

PFL vs. NWXHX - Dividend Comparison

PFL's dividend yield for the trailing twelve months is around 12.07%, more than NWXHX's 5.07% yield.


TTM20252024202320222021202020192018201720162015
PFL
PIMCO Income Strategy Fund
11.07%11.59%11.66%11.57%12.04%9.53%9.44%9.11%9.94%9.25%10.22%11.09%
NWXHX
Nationwide Amundi Strategic Income Fund
5.07%5.19%5.09%4.57%16.34%4.20%4.92%3.94%4.59%8.67%7.55%0.00%