PFL vs. PPT
PFL (PIMCO Income Strategy Fund) and PPT (Putnam Premier Income Trust) are both Multisector Bonds funds. Both are actively managed. Over the past 10 years, PFL returned 8.97%/yr vs 4.97%/yr for PPT. At 0.26, their price movements are largely independent.
Performance
PFL vs. PPT - 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 PPT's 1.92% return. Over the past 10 years, PFL has outperformed PPT with an annualized return of 8.97%, while PPT has yielded a comparatively lower 4.97% 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%
PPT
- 1D
- 0.00%
- 1M
- 1.03%
- YTD
- 1.92%
- 6M
- 0.46%
- 1Y
- 10.26%
- 3Y*
- 9.03%
- 5Y*
- 2.47%
- 10Y*
- 4.97%
PFL vs. PPT - 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% |
PPT Putnam Premier Income Trust | 1.92% | 8.39% | 8.80% | 7.43% | -7.75% | -1.72% | -6.54% | 25.53% | -6.36% | 13.78% |
Correlation
The correlation between PFL and PPT is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2003 | 0.26 |
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Return for Risk
PFL vs. PPT — Risk / Return Rank
PFL
PPT
PFL vs. PPT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Strategy Fund (PFL) and Putnam Premier Income Trust (PPT). 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 | PPT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.78 | 1.03 | +0.75 |
Sortino ratioReturn per unit of downside risk | 2.57 | 1.61 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.19 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.91 | 0.00 |
Martin ratioReturn relative to average drawdown | 8.42 | 5.37 | +3.05 |
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 | PPT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 1.03 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.21 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.34 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.16 | +0.14 |
Drawdowns
PFL vs. PPT - Drawdown Comparison
The maximum PFL drawdown since its inception was -77.97%, which is greater than PPT's maximum drawdown of -49.76%. Use the drawdown chart below to compare losses from any high point for PFL and PPT.
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Drawdown Indicators
| PFL | PPT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.97% | -49.76% | -28.21% |
Max Drawdown (1Y)Largest decline over 1 year | -7.64% | -5.05% | -2.59% |
Max Drawdown (5Y)Largest decline over 5 years | -33.30% | -18.92% | -14.38% |
Max Drawdown (10Y)Largest decline over 10 years | -48.40% | -31.79% | -16.61% |
Current DrawdownCurrent decline from peak | -3.08% | -2.57% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -11.05% | -11.27% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 1.79% | -0.06% |
Volatility
PFL vs. PPT - Volatility Comparison
PIMCO Income Strategy Fund (PFL) has a higher volatility of 6.50% compared to Putnam Premier Income Trust (PPT) at 4.40%. This indicates that PFL's price experiences larger fluctuations and is considered to be riskier than PPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFL | PPT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 4.40% | +2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.81% | 7.56% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.37% | 10.35% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.93% | 12.03% | +1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 14.47% | +3.88% |
Dividends
PFL vs. PPT - Dividend Comparison
PFL's dividend yield for the trailing twelve months is around 12.07%, more than PPT's 8.84% 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% |
PPT Putnam Premier Income Trust | 8.84% | 8.81% | 8.76% | 8.74% | 8.60% | 7.31% | 8.84% | 7.73% | 6.84% | 5.85% | 6.28% | 6.30% |