PFN vs. JLS
Compare and contrast key facts about PIMCO Income Strategy Fund II (PFN) and Nuveen Mortgage and Income Fund (JLS).
PFN is managed by PIMCO. It was launched on Oct 27, 2004. JLS is managed by Nuveen. It was launched on Nov 25, 2009.
Performance
PFN vs. JLS - Performance Comparison
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PFN vs. JLS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFN PIMCO Income Strategy Fund II | -5.40% | 13.07% | 15.72% | 15.43% | -17.65% | 5.14% | 3.97% | 21.84% | 0.94% | 20.58% |
JLS Nuveen Mortgage and Income Fund | 2.20% | 11.60% | 17.86% | 14.88% | -17.88% | 11.02% | -5.38% | 4.26% | -1.02% | 17.03% |
Returns By Period
In the year-to-date period, PFN achieves a -5.40% return, which is significantly lower than JLS's 2.20% return. Over the past 10 years, PFN has outperformed JLS with an annualized return of 8.36%, while JLS has yielded a comparatively lower 6.04% annualized return.
PFN
- 1D
- 3.77%
- 1M
- -3.87%
- YTD
- -5.40%
- 6M
- -3.80%
- 1Y
- 2.70%
- 3Y*
- 11.05%
- 5Y*
- 3.04%
- 10Y*
- 8.36%
JLS
- 1D
- 2.72%
- 1M
- -0.79%
- YTD
- 2.20%
- 6M
- 1.79%
- 1Y
- 6.72%
- 3Y*
- 15.30%
- 5Y*
- 5.84%
- 10Y*
- 6.04%
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PFN vs. JLS - Expense Ratio Comparison
PFN has a 1.74% expense ratio, which is higher than JLS's 0.04% expense ratio.
Return for Risk
PFN vs. JLS — Risk / Return Rank
PFN
JLS
PFN vs. JLS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Strategy Fund II (PFN) and Nuveen Mortgage and Income Fund (JLS). 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 | JLS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.20 | 0.64 | -0.44 |
Sortino ratioReturn per unit of downside risk | 0.34 | 0.89 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.15 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.26 | 0.78 | -0.52 |
Martin ratioReturn relative to average drawdown | 1.02 | 3.28 | -2.27 |
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 | JLS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | 0.64 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.56 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.49 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.53 | -0.25 |
Correlation
The correlation between PFN and JLS is 0.23, 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. JLS - Dividend Comparison
PFN's dividend yield for the trailing twelve months is around 12.51%, more than JLS's 10.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFN PIMCO Income Strategy Fund II | 12.51% | 11.49% | 11.57% | 11.92% | 12.19% | 9.71% | 9.67% | 9.07% | 10.81% | 9.20% | 10.12% | 11.74% |
JLS Nuveen Mortgage and Income Fund | 10.16% | 10.13% | 9.91% | 9.29% | 6.56% | 4.61% | 4.94% | 6.20% | 9.31% | 13.44% | 7.11% | 6.68% |
Drawdowns
PFN vs. JLS - Drawdown Comparison
The maximum PFN drawdown since its inception was -80.08%, which is greater than JLS's maximum drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for PFN and JLS.
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Drawdown Indicators
| PFN | JLS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.08% | -35.18% | -44.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -6.18% | -4.59% |
Max Drawdown (5Y)Largest decline over 5 years | -33.45% | -23.53% | -9.92% |
Max Drawdown (10Y)Largest decline over 10 years | -45.70% | -35.18% | -10.52% |
Current DrawdownCurrent decline from peak | -6.42% | -2.27% | -4.15% |
Average DrawdownAverage peak-to-trough decline | -11.89% | -5.87% | -6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.05% | +0.74% |
Volatility
PFN vs. JLS - Volatility Comparison
PIMCO Income Strategy Fund II (PFN) has a higher volatility of 6.57% compared to Nuveen Mortgage and Income Fund (JLS) at 4.50%. This indicates that PFN's price experiences larger fluctuations and is considered to be riskier than JLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFN | JLS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 4.50% | +2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 6.42% | +2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.35% | 10.48% | +2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 10.53% | +4.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 12.40% | +5.76% |