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PLDTX vs. PCN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLDTX vs. PCN - Performance Comparison

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

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PLDTX vs. PCN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLDTX
PIMCO Low Duration II Fund
-0.37%5.47%4.55%4.21%-5.14%-1.03%3.44%3.83%0.63%1.66%
PCN
PIMCO Corporate & Income Strategy Fund
-4.21%5.55%19.52%16.22%-22.88%6.93%-2.19%39.10%-5.94%26.20%

Returns By Period

In the year-to-date period, PLDTX achieves a -0.37% return, which is significantly higher than PCN's -4.21% return. Over the past 10 years, PLDTX has underperformed PCN with an annualized return of 1.83%, while PCN has yielded a comparatively higher 8.27% annualized return.


PLDTX

1D
0.22%
1M
-1.06%
YTD
-0.37%
6M
0.94%
1Y
3.45%
3Y*
4.06%
5Y*
1.52%
10Y*
1.83%

PCN

1D
3.48%
1M
-4.53%
YTD
-4.21%
6M
-6.22%
1Y
-3.05%
3Y*
8.96%
5Y*
2.37%
10Y*
8.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLDTX vs. PCN - Expense Ratio Comparison

PLDTX has a 0.50% expense ratio, which is lower than PCN's 0.85% expense ratio.


Return for Risk

PLDTX vs. PCN — Risk / Return Rank

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

PLDTX
PLDTX Risk / Return Rank: 9191
Overall Rank
PLDTX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PLDTX Sortino Ratio Rank: 9494
Sortino Ratio Rank
PLDTX Omega Ratio Rank: 9090
Omega Ratio Rank
PLDTX Calmar Ratio Rank: 9191
Calmar Ratio Rank
PLDTX Martin Ratio Rank: 9393
Martin Ratio Rank

PCN
PCN Risk / Return Rank: 33
Overall Rank
PCN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
PCN Sortino Ratio Rank: 33
Sortino Ratio Rank
PCN Omega Ratio Rank: 33
Omega Ratio Rank
PCN Calmar Ratio Rank: 44
Calmar Ratio Rank
PCN Martin Ratio Rank: 33
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.

PLDTX vs. PCN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Low Duration II Fund (PLDTX) and PIMCO Corporate & Income Strategy Fund (PCN). 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.


PLDTXPCNDifference

Sharpe ratio

Return per unit of total volatility

1.77

-0.20

+1.96

Sortino ratio

Return per unit of downside risk

3.08

-0.15

+3.23

Omega ratio

Gain probability vs. loss probability

1.40

0.97

+0.43

Calmar ratio

Return relative to maximum drawdown

2.67

-0.20

+2.88

Martin ratio

Return relative to average drawdown

11.66

-0.66

+12.31

PLDTX vs. PCN - Sharpe Ratio Comparison

The current PLDTX Sharpe Ratio is 1.77, which is higher than the PCN Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of PLDTX and PCN, 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


PLDTXPCNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

-0.20

+1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.14

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.38

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

1.50

0.39

+1.11

Correlation

The correlation between PLDTX and PCN is 0.08, 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

PLDTX vs. PCN - Dividend Comparison

PLDTX's dividend yield for the trailing twelve months is around 3.51%, less than PCN's 11.34% yield.


TTM20252024202320222021202020192018201720162015
PLDTX
PIMCO Low Duration II Fund
3.51%3.79%3.99%3.55%1.28%0.29%1.23%2.72%2.18%1.45%1.76%1.60%
PCN
PIMCO Corporate & Income Strategy Fund
11.34%10.58%10.06%10.88%12.66%7.89%7.83%7.37%9.60%7.85%11.98%10.22%

Drawdowns

PLDTX vs. PCN - Drawdown Comparison

The maximum PLDTX drawdown since its inception was -7.60%, smaller than the maximum PCN drawdown of -61.12%. Use the drawdown chart below to compare losses from any high point for PLDTX and PCN.


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Drawdown Indicators


PLDTXPCNDifference

Max Drawdown

Largest peak-to-trough decline

-7.60%

-61.12%

+53.52%

Max Drawdown (1Y)

Largest decline over 1 year

-1.49%

-13.78%

+12.29%

Max Drawdown (5Y)

Largest decline over 5 years

-7.58%

-33.39%

+25.81%

Max Drawdown (10Y)

Largest decline over 10 years

-7.60%

-50.27%

+42.67%

Current Drawdown

Current decline from peak

-1.06%

-6.71%

+5.65%

Average Drawdown

Average peak-to-trough decline

-0.72%

-7.22%

+6.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

4.32%

-3.98%

Volatility

PLDTX vs. PCN - Volatility Comparison

The current volatility for PIMCO Low Duration II Fund (PLDTX) is 0.74%, while PIMCO Corporate & Income Strategy Fund (PCN) has a volatility of 5.81%. This indicates that PLDTX experiences smaller price fluctuations and is considered to be less risky than PCN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLDTXPCNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

5.81%

-5.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.36%

8.64%

-7.28%

Volatility (1Y)

Calculated over the trailing 1-year period

2.15%

15.69%

-13.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.37%

16.55%

-14.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.94%

21.97%

-20.03%