PTY vs. ETV
Compare and contrast key facts about PIMCO Corporate & Income Opportunity Fund (PTY) and Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV).
PTY is managed by FPA. It was launched on Dec 24, 2002.
Performance
PTY vs. ETV - Performance Comparison
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PTY vs. ETV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTY PIMCO Corporate & Income Opportunity Fund | -3.88% | -0.51% | 19.87% | 22.56% | -18.71% | 0.40% | 3.24% | 35.36% | 2.49% | 26.63% |
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | -2.81% | 8.63% | 27.67% | 9.94% | -19.73% | 18.41% | 13.03% | 21.25% | -4.29% | 12.98% |
Returns By Period
In the year-to-date period, PTY achieves a -3.88% return, which is significantly lower than ETV's -2.81% return. Over the past 10 years, PTY has outperformed ETV with an annualized return of 9.09%, while ETV has yielded a comparatively lower 8.40% annualized return.
PTY
- 1D
- 3.17%
- 1M
- -4.79%
- YTD
- -3.88%
- 6M
- -11.85%
- 1Y
- -7.27%
- 3Y*
- 9.63%
- 5Y*
- 1.83%
- 10Y*
- 9.09%
ETV
- 1D
- 3.95%
- 1M
- -5.90%
- YTD
- -2.81%
- 6M
- 0.02%
- 1Y
- 12.74%
- 3Y*
- 12.11%
- 5Y*
- 6.44%
- 10Y*
- 8.40%
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Return for Risk
PTY vs. ETV — Risk / Return Rank
PTY
ETV
PTY vs. ETV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Corporate & Income Opportunity Fund (PTY) and Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV). 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.
| PTY | ETV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.45 | 0.66 | -1.11 |
Sortino ratioReturn per unit of downside risk | -0.45 | 1.06 | -1.50 |
Omega ratioGain probability vs. loss probability | 0.91 | 1.16 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | -0.47 | 0.90 | -1.37 |
Martin ratioReturn relative to average drawdown | -1.11 | 4.59 | -5.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PTY | ETV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | 0.66 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.38 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.44 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.41 | +0.06 |
Correlation
The correlation between PTY and ETV is 0.34, 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
PTY vs. ETV - Dividend Comparison
PTY's dividend yield for the trailing twelve months is around 11.82%, more than ETV's 8.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTY PIMCO Corporate & Income Opportunity Fund | 11.82% | 11.05% | 9.92% | 10.77% | 13.12% | 9.16% | 8.74% | 8.37% | 10.63% | 9.48% | 12.09% | 11.92% |
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | 8.72% | 8.30% | 8.18% | 9.24% | 10.57% | 7.94% | 8.66% | 8.89% | 9.86% | 8.65% | 8.96% | 8.69% |
Drawdowns
PTY vs. ETV - Drawdown Comparison
The maximum PTY drawdown since its inception was -60.86%, which is greater than ETV's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for PTY and ETV.
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Drawdown Indicators
| PTY | ETV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.86% | -52.11% | -8.75% |
Max Drawdown (1Y)Largest decline over 1 year | -15.44% | -13.37% | -2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -41.38% | -22.71% | -18.67% |
Max Drawdown (10Y)Largest decline over 10 years | -46.55% | -42.39% | -4.16% |
Current DrawdownCurrent decline from peak | -12.76% | -6.79% | -5.97% |
Average DrawdownAverage peak-to-trough decline | -8.59% | -5.61% | -2.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.47% | 2.63% | +3.84% |
Volatility
PTY vs. ETV - Volatility Comparison
The current volatility for PIMCO Corporate & Income Opportunity Fund (PTY) is 5.91%, while Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV) has a volatility of 6.58%. This indicates that PTY experiences smaller price fluctuations and is considered to be less risky than ETV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTY | ETV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.91% | 6.58% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 10.08% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 19.34% | -2.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 16.84% | +0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.21% | 19.32% | +1.89% |