PFL vs. NWXHX
PFL (PIMCO Income Strategy Fund) and NWXHX (Nationwide Amundi Strategic Income Fund) are both Multisector Bonds funds. Over the past 10 years, PFL returned 8.97%/yr vs 7.00%/yr for NWXHX. At 0.12, their price movements are largely independent.
Performance
PFL vs. NWXHX - Performance Comparison
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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%
PFL vs. NWXHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
PFL
NWXHX
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.
| PFL | NWXHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.78 | 6.91 | -5.12 |
Sortino ratioReturn per unit of downside risk | 2.57 | 13.76 | -11.19 |
Omega ratioGain probability vs. loss probability | 1.41 | 3.64 | -2.24 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 11.60 | -9.69 |
Martin ratioReturn relative to average drawdown | 8.42 | 61.61 | -53.19 |
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
| PFL | NWXHX | Difference | |
|---|---|---|---|
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
| PFL | NWXHX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.08% | 0.00% | -3.08% |
Average DrawdownAverage peak-to-trough decline | -11.05% | -1.06% | -9.99% |
Ulcer IndexDepth 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
| PFL | NWXHX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |