PTY vs. FSENX
PTY (PIMCO Corporate & Income Opportunity Fund) and FSENX (Fidelity Select Energy Portfolio) are both mutual funds - PTY is a Corporate Bonds fund managed by PIMCO, while FSENX is a Energy Equities fund actively managed by Fidelity. Over the past 10 years, PTY returned 7.96%/yr vs 9.99%/yr for FSENX. At a 0.24 correlation, their price movements are largely independent. PTY charges 1.19%/yr vs 0.77%/yr for FSENX.
Performance
PTY vs. FSENX - Performance Comparison
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Returns By Period
In the year-to-date period, PTY achieves a -3.74% return, which is significantly lower than FSENX's 39.85% return. Over the past 10 years, PTY has underperformed FSENX with an annualized return of 7.96%, while FSENX has yielded a comparatively higher 9.99% annualized return.
PTY
- 1D
- -0.77%
- 1M
- -0.30%
- 6M
- -5.77%
- YTD
- -3.74%
- 1Y
- -6.27%
- 3Y*
- 3.55%
- 5Y*
- -0.80%
- 10Y*
- 7.96%
- ALL TIME*
- 10.73%
FSENX
- 1D
- 1.17%
- 1M
- 9.78%
- 6M
- 26.79%
- YTD
- 39.85%
- 1Y
- 49.63%
- 3Y*
- 17.88%
- 5Y*
- 26.16%
- 10Y*
- 9.99%
- ALL TIME*
- 8.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $13.57M | $12.42M | $12.45M |
PTY vs. FSENX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTY PIMCO Corporate & Income Opportunity Fund | -3.74% | -0.51% | 19.87% | 22.56% | -18.71% | 0.40% | 3.24% | 35.36% | 2.49% | 26.63% |
FSENX Fidelity Select Energy Portfolio | 39.85% | 10.56% | 4.26% | 0.94% | 62.98% | 55.31% | -32.51% | 9.90% | -24.94% | -2.65% |
Correlation
The correlation between PTY and FSENX is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Dec 26, 2002 | 0.24 |
The correlation between PTY and FSENX shifts across timeframes, from -0.11 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PTY vs. FSENX — Risk / Return Rank
PTY
FSENX
PTY vs. FSENX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Corporate & Income Opportunity Fund (PTY) and Fidelity Select Energy Portfolio (FSENX). 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.
| PTY | FSENX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.19 | ||
| Sortino ratioReturn per unit of downside risk | -4.01 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.42 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.41 | 4.30 | -4.71 |
| Martin ratioReturn relative to average drawdown | -0.72 | 11.64 | -12.37 |
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Drawdowns
PTY vs. FSENX - Drawdown Comparison
The maximum PTY drawdown since its inception was -60.86%, smaller than the maximum FSENX drawdown of -76.24%. Use the drawdown chart below to compare losses from any high point for PTY and FSENX.
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Drawdown Indicators
| PTY | FSENX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.86% | -76.24% | +15.38% |
Max Drawdown (1Y)Largest decline over 1 year | -15.44% | -12.22% | -3.22% |
Max Drawdown (3Y)Largest decline over 3 years | -16.04% | -25.85% | +9.81% |
Max Drawdown (5Y)Largest decline over 5 years | -41.38% | -28.02% | -13.36% |
Max Drawdown (10Y)Largest decline over 10 years | -46.55% | -72.11% | +25.56% |
Current DrawdownCurrent decline from peak | -12.63% | -1.70% | -10.93% |
Average DrawdownAverage peak-to-trough decline | -8.62% | -16.98% | +8.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.69% | 4.51% | +4.18% |
Volatility
PTY vs. FSENX - Volatility Comparison
The current volatility for PIMCO Corporate & Income Opportunity Fund (PTY) is 2.52%, while Fidelity Select Energy Portfolio (FSENX) has a volatility of 5.42%. This indicates that PTY experiences smaller price fluctuations and is considered to be less risky than FSENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTY | FSENX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.52% | 5.42% | -2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 7.67% | 15.74% | -8.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 20.02% | -8.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 27.01% | -9.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.17% | 30.85% | -9.68% |
PTY vs. FSENX - Expense Ratio Comparison
PTY has a 1.19% expense ratio, which is higher than FSENX's 0.77% expense ratio.
Dividends
PTY vs. FSENX - Dividend Comparison
PTY's dividend yield for the trailing twelve months is around 12.28%, more than FSENX's 1.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSENX Fidelity Select Energy Portfolio | 1.53% | 1.95% | 1.95% | 1.98% | 2.50% | 2.25% | 3.43% | 1.84% | 1.48% | 1.74% | 0.62% | 1.29% |
PTY PIMCO Corporate & Income Opportunity Fund | 12.28% | 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
PTY and FSENX have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSENX has higher volatility (5.42%) compared to PTY (2.52%). In terms of maximum drawdown, PTY dropped -60.86% vs FSENX's -76.24%.
FSENX currently has the higher Sharpe Ratio (2.63 vs -0.57), 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.
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