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PFN vs. PHK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

PFN vs. PHK

Last updated May 12, 2025

Compare and contrast key facts about PIMCO Income Strategy Fund II (PFN) and PIMCO High Income Fund (PHK).

PFN is managed by PIMCO. It was launched on Oct 27, 2004.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFN or PHK.

Correlation

The correlation between PFN and PHK is 0.21, 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.

Performance

PFN vs. PHK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Income Strategy Fund II (PFN) and PIMCO High Income Fund (PHK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

PFN:

1.96%

PHK:

5.47%

Max Drawdown

PFN:

-0.41%

PHK:

0.00%

Current Drawdown

PFN:

-0.41%

PHK:

0.00%

Returns By Period

PFN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

PHK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

PFN vs. PHK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PFN
The Risk-Adjusted Performance Rank of PFN is 7777
Overall Rank
The Sharpe Ratio Rank of PFN is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of PFN is 6868
Sortino Ratio Rank
The Omega Ratio Rank of PFN is 8484
Omega Ratio Rank
The Calmar Ratio Rank of PFN is 7373
Calmar Ratio Rank
The Martin Ratio Rank of PFN is 8686
Martin Ratio Rank
PHK
The Risk-Adjusted Performance Rank of PHK is 8686
Overall Rank
The Sharpe Ratio Rank of PHK is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of PHK is 7777
Sortino Ratio Rank
The Omega Ratio Rank of PHK is 8686
Omega Ratio Rank
The Calmar Ratio Rank of PHK is 8888
Calmar Ratio Rank
The Martin Ratio Rank of PHK is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PFN vs. PHK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Strategy Fund II (PFN) and PIMCO High Income Fund (PHK). 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.

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Dividends

PFN vs. PHK - Dividend Comparison

PFN's dividend yield for the trailing twelve months is around 11.90%, which matches PHK's 11.95% yield.

TTM20242023202220212020201920182017201620152014
PFN
PIMCO Income Strategy Fund II		11.90%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PHK
PIMCO High Income Fund		11.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PFN vs. PHK - Drawdown Comparison

The maximum PFN drawdown since its inception was -0.41%, which is greater than PHK's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PFN and PHK. For additional features, visit the drawdowns tool.

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Volatility

PFN vs. PHK - Volatility Comparison

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