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PTY vs. FITBI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PTY vs. FITBI - Performance Comparison

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

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Returns By Period


PTY

1D
0.60%
1M
0.76%
YTD
-3.45%
6M
-2.62%
1Y
-3.79%
3Y*
5.46%
5Y*
-0.17%
10Y*
8.56%

FITBI

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PTY vs. FITBI - Yearly Performance Comparison


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Return for Risk

PTY vs. FITBI — Risk / Return Rank

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

PTY
PTY Risk / Return Rank: 11
Overall Rank
PTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PTY Sortino Ratio Rank: 11
Sortino Ratio Rank
PTY Omega Ratio Rank: 11
Omega Ratio Rank
PTY Calmar Ratio Rank: 22
Calmar Ratio Rank
PTY Martin Ratio Rank: 22
Martin Ratio Rank

FITBI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

PTY vs. FITBI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Corporate & Income Opportunity Fund (PTY) and Fifth Third Bancorp (FITBI). 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.


PTYFITBIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.94

Calmar ratioReturn relative to maximum drawdown

-0.25

Martin ratioReturn relative to average drawdown

-0.47

PTY vs. FITBI - Sharpe Ratio Comparison


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Drawdowns

PTY vs. FITBI - Drawdown Comparison

The maximum PTY drawdown since its inception was -60.86%, which is greater than FITBI's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PTY and FITBI.


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Drawdown Indicators


PTYFITBIDifference

Max Drawdown

Largest peak-to-trough decline

-60.86%

0.00%

-60.86%

Max Drawdown (1Y)

Largest decline over 1 year

-15.44%

Max Drawdown (3Y)

Largest decline over 3 years

-16.04%

Max Drawdown (5Y)

Largest decline over 5 years

-41.38%

Max Drawdown (10Y)

Largest decline over 10 years

-46.55%

Current Drawdown

Current decline from peak

-12.37%

0.00%

-12.37%

Average Drawdown

Average peak-to-trough decline

-8.62%

0.00%

-8.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.11%

Volatility

PTY vs. FITBI - Volatility Comparison


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Volatility by Period


PTYFITBIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

Volatility (1Y)

Calculated over the trailing 1-year period

10.92%

0.00%

+10.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.27%

0.00%

+17.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.19%

0.00%

+21.19%

Dividends

PTY vs. FITBI - Dividend Comparison

PTY's dividend yield for the trailing twelve months is around 12.12%, while FITBI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FITBI
Fifth Third Bancorp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PTY
PIMCO Corporate & Income Opportunity Fund
12.12%11.05%9.92%10.77%13.12%9.16%8.74%8.37%10.63%9.48%12.09%11.92%
Portfolio Optimizer

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