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PTY vs. HYGH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PTY vs. HYGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Corporate & Income Opportunity Fund (PTY) and iShares Interest Rate Hedged High Yield Bond ETF (HYGH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PTY achieves a -3.70% return, which is significantly lower than HYGH's 3.24% return. Over the past 10 years, PTY has outperformed HYGH with an annualized return of 8.71%, while HYGH has yielded a comparatively lower 6.50% annualized return.


PTY

1D
0.26%
1M
-0.51%
YTD
-3.70%
6M
-3.85%
1Y
-4.11%
3Y*
7.73%
5Y*
-0.75%
10Y*
8.71%

HYGH

1D
0.17%
1M
0.91%
YTD
3.24%
6M
3.69%
1Y
8.03%
3Y*
9.63%
5Y*
7.00%
10Y*
6.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PTY vs. HYGH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTY
PIMCO Corporate & Income Opportunity Fund
-3.70%-0.51%19.87%22.56%-18.71%0.40%3.24%35.36%2.49%26.63%
HYGH
iShares Interest Rate Hedged High Yield Bond ETF
3.24%6.94%11.22%12.17%-0.92%5.82%0.54%11.09%-0.85%6.38%

Correlation

The correlation between PTY and HYGH is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since May 29, 2014

0.33

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Return for Risk

PTY vs. HYGH — Risk / Return Rank

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

PTY
PTY Risk / Return Rank: 22
Overall Rank
PTY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PTY Sortino Ratio Rank: 22
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

HYGH
HYGH Risk / Return Rank: 8585
Overall Rank
HYGH Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
HYGH Sortino Ratio Rank: 8484
Sortino Ratio Rank
HYGH Omega Ratio Rank: 8080
Omega Ratio Rank
HYGH Calmar Ratio Rank: 9090
Calmar Ratio Rank
HYGH Martin Ratio Rank: 9191
Martin Ratio Rank
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. HYGH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Corporate & Income Opportunity Fund (PTY) and iShares Interest Rate Hedged High Yield Bond ETF (HYGH). 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.


PTYHYGHDifference
Sharpe ratioReturn per unit of total volatility

-2.58

Sortino ratioReturn per unit of downside risk

-3.79

Omega ratioGain probability vs. loss probability

0.92

1.41

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.29

4.88

-5.18

Martin ratioReturn relative to average drawdown

-0.57

19.08

-19.66

PTY vs. HYGH - Sharpe Ratio Comparison

The current PTY Sharpe Ratio is -0.42, which is lower than the HYGH Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of PTY and HYGH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PTY vs. HYGH - Drawdown Comparison

The maximum PTY drawdown since its inception was -60.86%, which is greater than HYGH's maximum drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for PTY and HYGH.


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Drawdown Indicators


PTYHYGHDifference

Max Drawdown

Largest peak-to-trough decline

-60.86%

-23.88%

-36.98%

Max Drawdown (1Y)

Largest decline over 1 year

-15.44%

-1.62%

-13.82%

Max Drawdown (3Y)

Largest decline over 3 years

-16.04%

-8.06%

-7.98%

Max Drawdown (5Y)

Largest decline over 5 years

-41.38%

-8.24%

-33.14%

Max Drawdown (10Y)

Largest decline over 10 years

-46.55%

-23.88%

-22.67%

Current Drawdown

Current decline from peak

-12.60%

0.00%

-12.60%

Average Drawdown

Average peak-to-trough decline

-8.61%

-2.22%

-6.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.89%

0.41%

+7.48%

Volatility

PTY vs. HYGH - Volatility Comparison

PIMCO Corporate & Income Opportunity Fund (PTY) has a higher volatility of 2.64% compared to iShares Interest Rate Hedged High Yield Bond ETF (HYGH) at 0.68%. This indicates that PTY's price experiences larger fluctuations and is considered to be riskier than HYGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTYHYGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

0.68%

+1.96%

Volatility (6M)

Calculated over the trailing 6-month period

7.49%

2.80%

+4.69%

Volatility (1Y)

Calculated over the trailing 1-year period

10.80%

3.66%

+7.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.39%

7.07%

+10.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.19%

8.34%

+12.85%

PTY vs. HYGH - Expense Ratio Comparison

PTY has a 1.19% expense ratio, which is higher than HYGH's 0.53% expense ratio.


Dividends

PTY vs. HYGH - Dividend Comparison

PTY's dividend yield for the trailing twelve months is around 12.15%, more than HYGH's 6.60% yield.


PositionTTM20252024202320222021202020192018201720162015
HYGH
iShares Interest Rate Hedged High Yield Bond ETF
6.60%6.86%7.85%8.95%6.21%3.74%4.06%4.89%6.45%4.79%4.60%5.75%
PTY
PIMCO Corporate & Income Opportunity Fund
12.15%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 HYGH have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PTY has higher volatility (2.64%) compared to HYGH (0.68%). In terms of maximum drawdown, PTY dropped -60.86% vs HYGH's -23.88%.

HYGH currently has the higher Sharpe Ratio (2.16 vs -0.42), 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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