PFN vs. HTGC

In the year-to-date period, PFN achieves a -1.31% return, which is significantly higher than HTGC's -11.68% return. Over the past 10 years, PFN has underperformed HTGC with an annualized return of 7.06%, while HTGC has yielded a comparatively higher 13.24% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Strategy Fund II (PFN) and Hercules Capital, Inc. (HTGC). 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.

The current PFN Sharpe Ratio is 0.98, which is higher than the HTGC Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of PFN and HTGC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PFN's dividend yield for the trailing twelve months is around 12.19%, more than HTGC's 9.19% yield.

The maximum PFN drawdown since its inception was -79.78%, which is greater than HTGC's maximum drawdown of -68.50%. Use the drawdown chart below to compare losses from any high point for PFN and HTGC. For additional features, visit the drawdowns tool.

The current volatility for PIMCO Income Strategy Fund II (PFN) is 9.80%, while Hercules Capital, Inc. (HTGC) has a volatility of 13.35%. This indicates that PFN experiences smaller price fluctuations and is considered to be less risky than HTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.