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PFN vs. PTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFN vs. PTY - Performance Comparison

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

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PFN vs. PTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PFN
PFN Risk / Return Rank: 1111
Overall Rank
PFN Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PFN Sortino Ratio Rank: 99
Sortino Ratio Rank
PFN Omega Ratio Rank: 1010
Omega Ratio Rank
PFN Calmar Ratio Rank: 1111
Calmar Ratio Rank
PFN Martin Ratio Rank: 1212
Martin Ratio Rank

PTY
PTY Risk / Return Rank: 22
Overall Rank
PTY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PTY Sortino Ratio Rank: 22
Sortino Ratio Rank
PTY Omega Ratio Rank: 11
Omega Ratio Rank
PTY Calmar Ratio Rank: 22
Calmar Ratio Rank
PTY Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


PFNPTYDifference

Sharpe ratio

Return per unit of total volatility

0.20

-0.45

+0.65

Sortino ratio

Return per unit of downside risk

0.34

-0.45

+0.79

Omega ratio

Gain probability vs. loss probability

1.06

0.91

+0.15

Calmar ratio

Return relative to maximum drawdown

0.26

-0.47

+0.73

Martin ratio

Return relative to average drawdown

1.02

-1.11

+2.13

PFN vs. PTY - Sharpe Ratio Comparison

The current PFN Sharpe Ratio is 0.20, which is higher than the PTY Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of PFN and PTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PFNPTYDifference

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.


TTM20252024202320222021202020192018201720162015
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.


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Drawdown Indicators


PFNPTYDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.42%

-12.76%

+6.34%

Average Drawdown

Average peak-to-trough decline

-11.89%

-8.59%

-3.30%

Ulcer Index

Depth 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.


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Volatility by Period


PFNPTYDifference

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%