PGP vs. PTY
PGP (PIMCO Global StocksPLUS & Income Fund) and PTY (PIMCO Corporate & Income Opportunity Fund) are both mutual funds - PGP is a Global Allocation fund actively managed by PIMCO, while PTY is a Corporate Bonds fund managed by PIMCO. Over the past 10 years, PGP returned 1.48%/yr vs 8.00%/yr for PTY. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
PGP vs. PTY - Performance Comparison
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Returns By Period
In the year-to-date period, PGP achieves a 1.20% return, which is significantly higher than PTY's -2.49% return. Over the past 10 years, PGP has underperformed PTY with an annualized return of 1.48%, while PTY has yielded a comparatively higher 8.00% annualized return.
PGP
- 1D
- 1.63%
- 1M
- 2.07%
- 6M
- -0.86%
- YTD
- 1.20%
- 1Y
- 14.34%
- 3Y*
- 16.96%
- 5Y*
- 5.26%
- 10Y*
- 1.48%
- ALL TIME*
- 7.12%
PTY
- 1D
- 0.00%
- 1M
- -1.68%
- 6M
- -4.26%
- YTD
- -2.49%
- 1Y
- -6.54%
- 3Y*
- 3.46%
- 5Y*
- -1.40%
- 10Y*
- 8.00%
- ALL TIME*
- 10.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $584.25K | $489.42K | $450.61K | |
| $13.90M | $13.07M | $12.62M |
PGP vs. PTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGP PIMCO Global StocksPLUS & Income Fund | 1.20% | 29.92% | 15.48% | 21.33% | -29.19% | 16.38% | -6.98% | 12.73% | -15.75% | 20.95% |
PTY PIMCO Corporate & Income Opportunity Fund | -2.49% | -0.51% | 19.87% | 22.56% | -18.71% | 0.40% | 3.24% | 35.36% | 2.49% | 26.63% |
Correlation
The correlation between PGP and PTY is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 26, 2005 | 0.36 |
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Return for Risk
PGP vs. PTY — Risk / Return Rank
PGP
PTY
PGP vs. PTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Global StocksPLUS & Income Fund (PGP) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PGP | PTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.90 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | -0.43 | +1.53 |
| Martin ratioReturn relative to average drawdown | 3.45 | -0.73 | +4.19 |
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Drawdowns
PGP vs. PTY - Drawdown Comparison
The maximum PGP drawdown since its inception was -64.94%, which is greater than PTY's maximum drawdown of -60.86%. Use the drawdown chart below to compare losses from any high point for PGP and PTY.
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Drawdown Indicators
| PGP | PTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.94% | -60.86% | -4.08% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -15.44% | +2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -18.90% | -15.53% | -3.37% |
Max Drawdown (5Y)Largest decline over 5 years | -39.87% | -41.38% | +1.51% |
Max Drawdown (10Y)Largest decline over 10 years | -64.55% | -46.55% | -18.00% |
Current DrawdownCurrent decline from peak | -3.06% | -11.51% | +8.45% |
Average DrawdownAverage peak-to-trough decline | -15.90% | -8.63% | -7.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.16% | 8.95% | -4.79% |
Volatility
PGP vs. PTY - Volatility Comparison
PIMCO Global StocksPLUS & Income Fund (PGP) has a higher volatility of 4.68% compared to PIMCO Corporate & Income Opportunity Fund (PTY) at 2.56%. This indicates that PGP'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
| PGP | PTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.68% | 2.56% | +2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 11.52% | 7.88% | +3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 11.26% | +2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.52% | 17.22% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.39% | 21.18% | +5.21% |
Dividends
PGP vs. PTY - Dividend Comparison
PGP's dividend yield for the trailing twelve months is around 9.46%, less than PTY's 12.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGP PIMCO Global StocksPLUS & Income Fund | 9.46% | 9.07% | 10.64% | 11.04% | 11.95% | 7.65% | 9.49% | 10.13% | 12.53% | 11.44% | 14.86% | 12.14% |
PTY PIMCO Corporate & Income Opportunity Fund | 12.12% | 11.05% | 9.92% | 10.77% | 13.12% | 9.16% | 8.74% | 8.37% | 10.63% | 9.48% | 12.09% | 11.92% |
Frequently Asked Questions
PGP and PTY have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PGP has higher volatility (4.68%) compared to PTY (2.56%). In terms of maximum drawdown, PGP dropped -64.94% vs PTY's -60.86%.
PGP currently has the higher Sharpe Ratio (1.05 vs -0.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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