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PPCRX vs. PONAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPCRX vs. PONAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Credit Opportunities Bond Fund (PPCRX) and PIMCO Income Fund Class A (PONAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PPCRX achieves a -0.12% return, which is significantly lower than PONAX's 1.34% return. Over the past 10 years, PPCRX has underperformed PONAX with an annualized return of 3.85%, while PONAX has yielded a comparatively higher 4.27% annualized return.


PPCRX

1D
-0.21%
1M
0.53%
6M
-0.12%
YTD
-0.12%
1Y
1.83%
3Y*
4.69%
5Y*
2.84%
10Y*
3.85%

PONAX

1D
0.04%
1M
0.69%
6M
1.34%
YTD
1.34%
1Y
6.38%
3Y*
7.37%
5Y*
3.20%
10Y*
4.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPCRX vs. PONAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPCRX
PIMCO Credit Opportunities Bond Fund
-0.12%4.39%5.74%8.55%-3.41%1.26%3.33%8.39%-0.99%6.83%
PONAX
PIMCO Income Fund Class A
1.34%10.63%5.02%8.96%-9.34%2.21%5.40%7.65%0.21%8.19%

Correlation

The correlation between PPCRX and PONAX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2011

0.63

The correlation between PPCRX and PONAX shifts across timeframes, from 0.63 (all time) to 0.82 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PPCRX vs. PONAX — Risk / Return Rank

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

PPCRX
PPCRX Risk / Return Rank: 77
Overall Rank
PPCRX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
PPCRX Sortino Ratio Rank: 77
Sortino Ratio Rank
PPCRX Omega Ratio Rank: 88
Omega Ratio Rank
PPCRX Calmar Ratio Rank: 66
Calmar Ratio Rank
PPCRX Martin Ratio Rank: 66
Martin Ratio Rank

PONAX
PONAX Risk / Return Rank: 3939
Overall Rank
PONAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
PONAX Sortino Ratio Rank: 4646
Sortino Ratio Rank
PONAX Omega Ratio Rank: 4646
Omega Ratio Rank
PONAX Calmar Ratio Rank: 3030
Calmar Ratio Rank
PONAX Martin Ratio Rank: 3030
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.

PPCRX vs. PONAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Credit Opportunities Bond Fund (PPCRX) and PIMCO Income Fund Class A (PONAX). 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.


PPCRXPONAXDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

1.10

1.30

-0.20

Calmar ratioReturn relative to maximum drawdown

0.38

1.74

-1.36

Martin ratioReturn relative to average drawdown

0.96

5.72

-4.76

PPCRX vs. PONAX - Sharpe Ratio Comparison

The current PPCRX Sharpe Ratio is 0.47, which is lower than the PONAX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of PPCRX and PONAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PPCRX vs. PONAX - Drawdown Comparison

The maximum PPCRX drawdown since its inception was -14.38%, which is greater than PONAX's maximum drawdown of -13.64%. Use the drawdown chart below to compare losses from any high point for PPCRX and PONAX.


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Drawdown Indicators


PPCRXPONAXDifference

Max Drawdown

Largest peak-to-trough decline

-14.38%

-13.64%

-0.74%

Max Drawdown (1Y)

Largest decline over 1 year

-4.58%

-3.69%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-4.58%

-3.90%

-0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-8.11%

-13.64%

+5.53%

Max Drawdown (10Y)

Largest decline over 10 years

-14.38%

-13.64%

-0.74%

Current Drawdown

Current decline from peak

-1.83%

-0.54%

-1.29%

Average Drawdown

Average peak-to-trough decline

-1.32%

-1.79%

+0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

1.12%

+0.67%

Volatility

PPCRX vs. PONAX - Volatility Comparison

The current volatility for PIMCO Credit Opportunities Bond Fund (PPCRX) is 1.16%, while PIMCO Income Fund Class A (PONAX) has a volatility of 1.23%. This indicates that PPCRX experiences smaller price fluctuations and is considered to be less risky than PONAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPCRXPONAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

1.23%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.39%

3.39%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

4.11%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.34%

4.83%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.32%

4.21%

-0.89%

PPCRX vs. PONAX - Expense Ratio Comparison

PPCRX has a 1.00% expense ratio, which is higher than PONAX's 0.94% expense ratio.


Dividends

PPCRX vs. PONAX - Dividend Comparison

PPCRX's dividend yield for the trailing twelve months is around 2.76%, less than PONAX's 5.36% yield.


PositionTTM20252024202320222021202020192018201720162015
PONAX
PIMCO Income Fund Class A
5.36%5.61%5.86%5.86%4.66%3.62%4.48%5.42%5.24%4.97%5.13%7.45%
PPCRX
PIMCO Credit Opportunities Bond Fund
2.76%2.42%4.19%4.24%3.70%3.34%3.63%3.95%4.29%3.20%3.17%3.71%

Frequently Asked Questions


PPCRX and PONAX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PONAX has higher volatility (1.23%) compared to PPCRX (1.16%). In terms of maximum drawdown, PPCRX dropped -14.38% vs PONAX's -13.64%.

PONAX currently has the higher Sharpe Ratio (1.58 vs 0.47), 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.

Portfolio Optimizer

Find the right allocation for PPCRX and PONAX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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