PFN vs. EIC
PFN (PIMCO Income Strategy Fund II) is Multisector Bonds fund managed by PIMCO, while EIC (Eagle Point Income Company Inc.) is a stock. Over the past 5 years, PFN returned 2.12%/yr vs 3.82%/yr for EIC. At a 0.19 correlation, their price movements are largely independent.
Performance
PFN vs. EIC - Performance Comparison
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Returns By Period
In the year-to-date period, PFN achieves a 1.01% return, which is significantly higher than EIC's -3.01% return.
PFN
- 1D
- 0.31%
- 1M
- 4.73%
- 6M
- 0.47%
- YTD
- 1.01%
- 1Y
- 6.78%
- 3Y*
- 12.36%
- 5Y*
- 2.12%
- 10Y*
- 8.11%
EIC
- 1D
- -2.44%
- 1M
- -0.42%
- 6M
- -0.47%
- YTD
- -3.01%
- 1Y
- -14.98%
- 3Y*
- 5.21%
- 5Y*
- 3.82%
- 10Y*
- —
PFN vs. EIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PFN PIMCO Income Strategy Fund II | 1.01% | 13.07% | 15.72% | 15.43% | -17.65% | 5.14% | 3.97% | 2.89% |
EIC Eagle Point Income Company Inc. | -3.01% | -15.28% | 24.02% | 20.86% | -10.48% | 28.01% | -14.41% | -2.31% |
Correlation
The correlation between PFN and EIC is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2019 | 0.19 |
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Return for Risk
PFN vs. EIC — Risk / Return Rank
PFN
EIC
PFN vs. EIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Strategy Fund II (PFN) and Eagle Point Income Company Inc. (EIC). 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.
| PFN | EIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.41 | ||
| Sortino ratioReturn per unit of downside risk | +1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.89 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | -0.52 | +1.16 |
| Martin ratioReturn relative to average drawdown | 2.31 | -0.93 | +3.23 |
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Drawdowns
PFN vs. EIC - Drawdown Comparison
The maximum PFN drawdown since its inception was -80.08%, which is greater than EIC's maximum drawdown of -67.08%. Use the drawdown chart below to compare losses from any high point for PFN and EIC.
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Drawdown Indicators
| PFN | EIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.08% | -67.08% | -13.00% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -28.67% | +17.90% |
Max Drawdown (3Y)Largest decline over 3 years | -14.31% | -34.06% | +19.75% |
Max Drawdown (5Y)Largest decline over 5 years | -33.45% | -34.06% | +0.61% |
Max Drawdown (10Y)Largest decline over 10 years | -45.70% | — | — |
Current DrawdownCurrent decline from peak | -0.25% | -23.26% | +23.01% |
Average DrawdownAverage peak-to-trough decline | -11.78% | -12.41% | +0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 16.17% | -13.22% |
Volatility
PFN vs. EIC - Volatility Comparison
The current volatility for PIMCO Income Strategy Fund II (PFN) is 2.42%, while Eagle Point Income Company Inc. (EIC) has a volatility of 5.86%. This indicates that PFN experiences smaller price fluctuations and is considered to be less risky than EIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFN | EIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 5.86% | -3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 8.84% | 14.15% | -5.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.31% | 20.15% | -9.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.64% | 20.30% | -5.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 37.26% | -19.08% |
Dividends
PFN vs. EIC - Dividend Comparison
PFN's dividend yield for the trailing twelve months is around 12.20%, less than EIC's 16.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIC Eagle Point Income Company Inc. | 16.91% | 17.35% | 15.44% | 13.59% | 11.03% | 7.78% | 10.39% | 3.65% | 0.00% | 0.00% | 0.00% | 0.00% |
PFN PIMCO Income Strategy Fund II | 12.20% | 11.49% | 11.57% | 11.92% | 12.19% | 9.71% | 9.67% | 9.07% | 10.81% | 9.20% | 10.12% | 11.74% |
Frequently Asked Questions
PFN and EIC have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIC has higher volatility (5.86%) compared to PFN (2.42%). In terms of maximum drawdown, PFN dropped -80.08% vs EIC's -67.08%.
PFN currently has the higher Sharpe Ratio (0.66 vs -0.75), 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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