PFN vs. PTY
Compare and contrast key facts about PIMCO Income Strategy Fund II (PFN) and PIMCO Corporate & Income Opportunity Fund (PTY).
PFN is managed by PIMCO. It was launched on Oct 27, 2004. PTY is managed by FPA. It was launched on Dec 24, 2002.
Performance
PFN vs. PTY - Performance Comparison
Loading graphics...
PFN vs. PTY - 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% |
PTY PIMCO Corporate & Income Opportunity Fund | -3.88% | -0.51% | 19.87% | 22.56% | -18.71% | 0.40% | 3.24% | 35.36% | 2.49% | 26.63% |
Returns By Period
In the year-to-date period, PFN achieves a -5.40% return, which is significantly lower than PTY's -3.88% return. Over the past 10 years, PFN has underperformed PTY with an annualized return of 8.36%, while PTY has yielded a comparatively higher 9.09% 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%
PTY
- 1D
- 3.17%
- 1M
- -4.79%
- YTD
- -3.88%
- 6M
- -11.85%
- 1Y
- -7.27%
- 3Y*
- 9.63%
- 5Y*
- 1.83%
- 10Y*
- 9.09%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PFN vs. PTY - Expense Ratio Comparison
PFN has a 1.74% expense ratio, which is higher than PTY's 1.19% expense ratio.
Return for Risk
PFN vs. PTY — Risk / Return Rank
PFN
PTY
PFN vs. PTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Strategy Fund II (PFN) and PIMCO Corporate & Income Opportunity Fund (PTY). 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 | PTY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.20 | -0.45 | +0.65 |
Sortino ratioReturn per unit of downside risk | 0.34 | -0.45 | +0.79 |
Omega ratioGain probability vs. loss probability | 1.06 | 0.91 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.26 | -0.47 | +0.73 |
Martin ratioReturn relative to average drawdown | 1.02 | -1.11 | +2.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PFN | PTY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | -0.45 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.10 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.43 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.46 | -0.18 |
Correlation
The correlation between PFN and PTY is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PFN vs. PTY - Dividend Comparison
PFN's dividend yield for the trailing twelve months is around 12.51%, more than PTY's 11.82% 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% |
PTY PIMCO Corporate & Income Opportunity Fund | 11.82% | 11.05% | 9.92% | 10.77% | 13.12% | 9.16% | 8.74% | 8.37% | 10.63% | 9.48% | 12.09% | 11.92% |
Drawdowns
PFN vs. PTY - Drawdown Comparison
The maximum PFN drawdown since its inception was -80.08%, which is greater than PTY's maximum drawdown of -60.86%. Use the drawdown chart below to compare losses from any high point for PFN and PTY.
Loading graphics...
Drawdown Indicators
| PFN | PTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.08% | -60.86% | -19.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -15.44% | +4.67% |
Max Drawdown (5Y)Largest decline over 5 years | -33.45% | -41.38% | +7.93% |
Max Drawdown (10Y)Largest decline over 10 years | -45.70% | -46.55% | +0.85% |
Current DrawdownCurrent decline from peak | -6.42% | -12.76% | +6.34% |
Average DrawdownAverage peak-to-trough decline | -11.89% | -8.59% | -3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 6.47% | -3.68% |
Volatility
PFN vs. PTY - Volatility Comparison
PIMCO Income Strategy Fund II (PFN) has a higher volatility of 6.57% compared to PIMCO Corporate & Income Opportunity Fund (PTY) at 5.91%. This indicates that PFN's price experiences larger fluctuations and is considered to be riskier than PTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PFN | PTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 5.91% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 9.87% | -1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.35% | 16.35% | -3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 17.72% | -2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 21.21% | -3.05% |