PTY vs. PDI

In the year-to-date period, PTY achieves a -0.15% return, which is significantly lower than PDI's 7.96% return. Over the past 10 years, PTY has outperformed PDI with an annualized return of 9.61%, while PDI has yielded a comparatively lower 7.81% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for PIMCO Corporate & Income Opportunity Fund (PTY) and PIMCO Dynamic Income Fund (PDI). 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.

The current PTY Sharpe Ratio is 0.44, which is lower than the PDI Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PTY and PDI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PTY's dividend yield for the trailing twelve months is around 10.37%, less than PDI's 14.20% yield.

The maximum PTY drawdown since its inception was -61.19%, which is greater than PDI's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for PTY and PDI.

The current volatility for PIMCO Corporate & Income Opportunity Fund (PTY) is 2.23%, while PIMCO Dynamic Income Fund (PDI) has a volatility of 2.97%. This indicates that PTY experiences smaller price fluctuations and is considered to be less risky than PDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.