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PQIPX vs. SPXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PQIPX and SPXX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

PQIPX vs. SPXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Dividend and Income Fund (PQIPX) and Nuveen S&P 500 Dynamic Overwrite Fund (SPXX). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%December2025FebruaryMarchAprilMay
142.59%
266.89%
PQIPX
SPXX

Key characteristics

Sharpe Ratio

PQIPX:

1.54

SPXX:

0.86

Sortino Ratio

PQIPX:

2.13

SPXX:

1.28

Omega Ratio

PQIPX:

1.32

SPXX:

1.20

Calmar Ratio

PQIPX:

1.75

SPXX:

0.88

Martin Ratio

PQIPX:

8.29

SPXX:

3.83

Ulcer Index

PQIPX:

1.46%

SPXX:

4.06%

Daily Std Dev

PQIPX:

7.88%

SPXX:

18.20%

Max Drawdown

PQIPX:

-33.13%

SPXX:

-52.39%

Current Drawdown

PQIPX:

-0.38%

SPXX:

-7.95%

Returns By Period

In the year-to-date period, PQIPX achieves a 5.68% return, which is significantly higher than SPXX's -4.52% return. Over the past 10 years, PQIPX has underperformed SPXX with an annualized return of 4.91%, while SPXX has yielded a comparatively higher 8.96% annualized return.


PQIPX

YTD

5.68%

1M

6.07%

6M

4.31%

1Y

11.49%

5Y*

12.40%

10Y*

4.91%

SPXX

YTD

-4.52%

1M

10.66%

6M

1.21%

1Y

14.59%

5Y*

13.52%

10Y*

8.96%

*Annualized

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PQIPX vs. SPXX - Expense Ratio Comparison

PQIPX has a 0.81% expense ratio, which is lower than SPXX's 0.89% expense ratio.


Risk-Adjusted Performance

PQIPX vs. SPXX — Risk-Adjusted Performance Rank

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

PQIPX
The Risk-Adjusted Performance Rank of PQIPX is 9090
Overall Rank
The Sharpe Ratio Rank of PQIPX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of PQIPX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of PQIPX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of PQIPX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of PQIPX is 9292
Martin Ratio Rank

SPXX
The Risk-Adjusted Performance Rank of SPXX is 7575
Overall Rank
The Sharpe Ratio Rank of SPXX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of SPXX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SPXX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of SPXX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SPXX is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PQIPX vs. SPXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Dividend and Income Fund (PQIPX) and Nuveen S&P 500 Dynamic Overwrite Fund (SPXX). 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.


The current PQIPX Sharpe Ratio is 1.54, which is higher than the SPXX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of PQIPX and SPXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50December2025FebruaryMarchAprilMay
1.54
0.86
PQIPX
SPXX

Dividends

PQIPX vs. SPXX - Dividend Comparison

PQIPX's dividend yield for the trailing twelve months is around 4.92%, less than SPXX's 7.61% yield.


TTM20242023202220212020201920182017201620152014
PQIPX
PIMCO Dividend and Income Fund
4.92%5.11%4.48%5.51%3.96%2.69%3.79%3.73%2.69%3.46%12.20%6.74%
SPXX
Nuveen S&P 500 Dynamic Overwrite Fund
7.61%6.87%7.82%7.30%5.27%6.56%6.44%7.98%5.70%6.81%7.75%7.30%

Drawdowns

PQIPX vs. SPXX - Drawdown Comparison

The maximum PQIPX drawdown since its inception was -33.13%, smaller than the maximum SPXX drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for PQIPX and SPXX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.38%
-7.95%
PQIPX
SPXX

Volatility

PQIPX vs. SPXX - Volatility Comparison

The current volatility for PIMCO Dividend and Income Fund (PQIPX) is 3.74%, while Nuveen S&P 500 Dynamic Overwrite Fund (SPXX) has a volatility of 10.99%. This indicates that PQIPX experiences smaller price fluctuations and is considered to be less risky than SPXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
3.74%
10.99%
PQIPX
SPXX