PFN vs. GOF
Compare and contrast key facts about PIMCO Income Strategy Fund II (PFN) and Guggenheim Strategic Opportunities Fund (GOF).
PFN is managed by PIMCO. It was launched on Oct 27, 2004. GOF is an actively managed fund by Guggenheim. It was launched on Jul 26, 2007.
Performance
PFN vs. GOF - Performance Comparison
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PFN vs. GOF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFN PIMCO Income Strategy Fund II | -5.26% | 13.07% | 15.72% | 15.43% | -17.65% | 5.14% | 3.97% | 21.84% | 0.94% | 20.58% |
GOF Guggenheim Strategic Opportunities Fund | -9.04% | -1.92% | 38.04% | -3.04% | -5.78% | 4.90% | 21.51% | 10.51% | -5.95% | 22.01% |
Returns By Period
In the year-to-date period, PFN achieves a -5.26% return, which is significantly higher than GOF's -9.04% return. Both investments have delivered pretty close results over the past 10 years, with PFN having a 8.38% annualized return and GOF not far ahead at 8.53%.
PFN
- 1D
- 0.15%
- 1M
- -3.99%
- YTD
- -5.26%
- 6M
- -3.66%
- 1Y
- 2.57%
- 3Y*
- 11.10%
- 5Y*
- 3.07%
- 10Y*
- 8.38%
GOF
- 1D
- 1.63%
- 1M
- -4.58%
- YTD
- -9.04%
- 6M
- -18.98%
- 1Y
- -15.21%
- 3Y*
- 2.84%
- 5Y*
- 1.09%
- 10Y*
- 8.53%
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PFN vs. GOF - Expense Ratio Comparison
PFN has a 1.74% expense ratio, which is higher than GOF's 1.62% expense ratio.
Return for Risk
PFN vs. GOF — Risk / Return Rank
PFN
GOF
PFN vs. GOF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Strategy Fund II (PFN) and Guggenheim Strategic Opportunities Fund (GOF). 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.
| PFN | GOF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.19 | -0.72 | +0.92 |
Sortino ratioReturn per unit of downside risk | 0.33 | -0.80 | +1.13 |
Omega ratioGain probability vs. loss probability | 1.06 | 0.86 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.26 | -0.67 | +0.94 |
Martin ratioReturn relative to average drawdown | 1.01 | -1.50 | +2.51 |
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
| PFN | GOF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | -0.72 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.06 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.44 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.41 | -0.13 |
Correlation
The correlation between PFN and GOF is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PFN vs. GOF - Dividend Comparison
PFN's dividend yield for the trailing twelve months is around 12.49%, less than GOF's 19.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFN PIMCO Income Strategy Fund II | 12.49% | 11.49% | 11.57% | 11.92% | 12.19% | 9.71% | 9.67% | 9.07% | 10.81% | 9.20% | 10.12% | 11.74% |
GOF Guggenheim Strategic Opportunities Fund | 19.51% | 16.97% | 14.32% | 17.07% | 14.36% | 11.93% | 11.26% | 12.08% | 11.96% | 10.13% | 11.13% | 12.98% |
Drawdowns
PFN vs. GOF - Drawdown Comparison
The maximum PFN drawdown since its inception was -80.08%, which is greater than GOF's maximum drawdown of -54.66%. Use the drawdown chart below to compare losses from any high point for PFN and GOF.
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Drawdown Indicators
| PFN | GOF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.08% | -54.66% | -25.42% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -23.24% | +12.47% |
Max Drawdown (5Y)Largest decline over 5 years | -33.45% | -32.41% | -1.04% |
Max Drawdown (10Y)Largest decline over 10 years | -45.70% | -38.50% | -7.20% |
Current DrawdownCurrent decline from peak | -6.29% | -18.98% | +12.69% |
Average DrawdownAverage peak-to-trough decline | -11.89% | -6.97% | -4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 10.38% | -7.57% |
Volatility
PFN vs. GOF - Volatility Comparison
PIMCO Income Strategy Fund II (PFN) and Guggenheim Strategic Opportunities Fund (GOF) have volatilities of 6.56% and 6.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFN | GOF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.56% | 6.62% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 8.40% | 16.97% | -8.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.35% | 21.15% | -7.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 18.72% | -3.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 19.48% | -1.32% |