PSKIX vs. PTY

Last updated Jul 15, 2026

PSKIX (PIMCO StocksPLUS International Fund (Unhedged)) and PTY (PIMCO Corporate & Income Opportunity Fund) are both mutual funds - PSKIX is a Foreign Large Cap Equities fund managed by PIMCO, while PTY is a Corporate Bonds fund managed by PIMCO. Over the past 10 years, PSKIX returned 8.88%/yr vs 8.49%/yr for PTY. At a 0.31 correlation, their price movements are largely independent. PSKIX charges 0.65%/yr vs 1.19%/yr for PTY.

Performance

PSKIX vs. PTY - Performance Comparison

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

Returns By Period

In the year-to-date period, PSKIX achieves a 8.60% return, which is significantly higher than PTY's -2.08% return. Both investments have delivered pretty close results over the past 10 years, with PSKIX having a 8.88% annualized return and PTY not far behind at 8.49%.

PSKIX

• 1D: -0.62%
• 1M: 0.14%
• 6M: 5.65%
• YTD: 8.60%
• 1Y: 20.38%
• 3Y*: 14.07%
• 5Y*: 6.76%
• 10Y*: 8.88%

PTY

• 1D: -1.09%
• 1M: 1.68%
• 6M: -4.22%
• YTD: -2.08%
• 1Y: -4.52%
• 3Y*: 5.64%
• 5Y*: -0.28%
• 10Y*: 8.49%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PSKIX vs. PTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSKIX PIMCO StocksPLUS International Fund (Unhedged)	8.60%	29.49%	2.59%	17.88%	-18.66%	11.14%	8.77%	23.23%	-14.91%	27.10%
PTY PIMCO Corporate & Income Opportunity Fund	-2.08%	-0.51%	19.87%	22.56%	-18.71%	0.40%	3.24%	35.36%	2.49%	26.63%

Correlation

The correlation between PSKIX and PTY is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (10Y) Calculated over the trailing 10-year period	0.28
Correlation (All Time) Calculated using the full available price history since Dec 1, 2006	0.31

Return for Risk

PSKIX vs. PTY — Risk / Return Rank

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

PSKIX

PSKIX Risk / Return Rank: 36
PSKIX Sharpe Ratio Rank: 38
PSKIX Sortino Ratio Rank: 41
PSKIX Omega Ratio Rank: 39
PSKIX Calmar Ratio Rank: 32
PSKIX Martin Ratio Rank: 31

PTY

PTY Risk / Return Rank: 2
PTY Sharpe Ratio Rank: 2
PTY Sortino Ratio Rank: 2
PTY Omega Ratio Rank: 1
PTY Calmar Ratio Rank: 2
PTY Martin Ratio Rank: 2

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.

PSKIX vs. PTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS International Fund (Unhedged) (PSKIX) 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.

	PSKIX	PTY	Difference
Sharpe ratio: Return per unit of total volatility	1.35	-0.41	+1.76
Sortino ratio: Return per unit of downside risk	2.05	-0.48	+2.53
Omega ratio: Gain probability vs. loss probability	1.25	0.93	+0.32
Calmar ratio: Return relative to maximum drawdown	1.66	-0.29	+1.95
Martin ratio: Return relative to average drawdown	5.48	-0.53	+6.02

PSKIX vs. PTY - Sharpe Ratio Comparison

The current PSKIX Sharpe Ratio is 1.35, which is higher than the PTY Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of PSKIX and PTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PSKIX vs. PTY - Drawdown Comparison

The maximum PSKIX drawdown since its inception was -64.91%, which is greater than PTY's maximum drawdown of -60.86%. Use the drawdown chart below to compare losses from any high point for PSKIX and PTY.

Drawdown Indicators

	PSKIX	PTY	Difference
Max Drawdown Largest peak-to-trough decline	-64.91%	-60.86%	-4.05%
Max Drawdown (1Y) Largest decline over 1 year	-12.24%	-15.44%	+3.20%
Max Drawdown (3Y) Largest decline over 3 years	-16.98%	-16.04%	-0.94%
Max Drawdown (5Y) Largest decline over 5 years	-33.21%	-41.38%	+8.17%
Max Drawdown (10Y) Largest decline over 10 years	-38.59%	-46.55%	+7.96%
Current Drawdown Current decline from peak	-1.92%	-11.13%	+9.21%
Average Drawdown Average peak-to-trough decline	-10.82%	-8.62%	-2.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.69%	8.48%	-4.79%

Volatility

PSKIX vs. PTY - Volatility Comparison

PIMCO StocksPLUS International Fund (Unhedged) (PSKIX) has a higher volatility of 4.73% compared to PIMCO Corporate & Income Opportunity Fund (PTY) at 2.72%. This indicates that PSKIX'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.

Volatility by Period

	PSKIX	PTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.73%	2.72%	+2.01%
Volatility (6M) Calculated over the trailing 6-month period	12.88%	7.59%	+5.29%
Volatility (1Y) Calculated over the trailing 1-year period	15.06%	11.05%	+4.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.01%	17.25%	-1.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.49%	21.19%	-5.70%

PSKIX vs. PTY - Expense Ratio Comparison

PSKIX has a 0.65% expense ratio, which is lower than PTY's 1.19% expense ratio.

Dividends

PSKIX vs. PTY - Dividend Comparison

PSKIX's dividend yield for the trailing twelve months is around 3.56%, less than PTY's 12.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PSKIX PIMCO StocksPLUS International Fund (Unhedged)	3.56%	1.57%	6.23%	1.53%	43.17%	32.03%	0.58%	1.77%	17.85%	5.71%	0.00%	6.99%
PTY PIMCO Corporate & Income Opportunity Fund	12.07%	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

Can I hold both PSKIX and PTY in my portfolio?

PSKIX and PTY have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSKIX or PTY?

PSKIX has higher volatility (4.73%) compared to PTY (2.72%). In terms of maximum drawdown, PSKIX dropped -64.91% vs PTY's -60.86%.

Which has better risk-adjusted returns?

PSKIX currently has the higher Sharpe Ratio (1.35 vs -0.41), 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.