PTY vs. PFN
Compare and contrast key facts about PIMCO Corporate & Income Opportunity Fund (PTY) and PIMCO Income Strategy Fund II (PFN).
PTY is managed by FPA. It was launched on Dec 24, 2002. PFN is managed by PIMCO. It was launched on Oct 27, 2004.
Performance
PTY vs. PFN - Performance Comparison
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PTY vs. PFN - 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% |
PFN PIMCO Income Strategy Fund II | -5.40% | 13.07% | 15.72% | 15.43% | -17.65% | 5.14% | 3.97% | 21.84% | 0.94% | 20.58% |
Returns By Period
In the year-to-date period, PTY achieves a -3.88% return, which is significantly higher than PFN's -5.40% return. Over the past 10 years, PTY has outperformed PFN with an annualized return of 9.09%, while PFN has yielded a comparatively lower 8.36% 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%
PFN
- 1D
- 3.77%
- 1M
- -3.87%
- YTD
- -5.40%
- 6M
- -3.80%
- 1Y
- 2.70%
- 3Y*
- 11.05%
- 5Y*
- 3.04%
- 10Y*
- 8.36%
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PTY vs. PFN - Expense Ratio Comparison
PTY has a 1.19% expense ratio, which is lower than PFN's 1.74% expense ratio.
Return for Risk
PTY vs. PFN — Risk / Return Rank
PTY
PFN
PTY vs. PFN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Corporate & Income Opportunity Fund (PTY) and PIMCO Income Strategy Fund II (PFN). 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 | PFN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.45 | 0.20 | -0.65 |
Sortino ratioReturn per unit of downside risk | -0.45 | 0.34 | -0.79 |
Omega ratioGain probability vs. loss probability | 0.91 | 1.06 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.47 | 0.26 | -0.73 |
Martin ratioReturn relative to average drawdown | -1.11 | 1.02 | -2.13 |
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 | PFN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | 0.20 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.21 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.46 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.28 | +0.18 |
Correlation
The correlation between PTY and PFN is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PTY vs. PFN - Dividend Comparison
PTY's dividend yield for the trailing twelve months is around 11.82%, less than PFN's 12.51% 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% |
PFN PIMCO Income Strategy Fund II | 12.51% | 11.49% | 11.57% | 11.92% | 12.19% | 9.71% | 9.67% | 9.07% | 10.81% | 9.20% | 10.12% | 11.74% |
Drawdowns
PTY vs. PFN - Drawdown Comparison
The maximum PTY drawdown since its inception was -60.86%, smaller than the maximum PFN drawdown of -80.08%. Use the drawdown chart below to compare losses from any high point for PTY and PFN.
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Drawdown Indicators
| PTY | PFN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.86% | -80.08% | +19.22% |
Max Drawdown (1Y)Largest decline over 1 year | -15.44% | -10.77% | -4.67% |
Max Drawdown (5Y)Largest decline over 5 years | -41.38% | -33.45% | -7.93% |
Max Drawdown (10Y)Largest decline over 10 years | -46.55% | -45.70% | -0.85% |
Current DrawdownCurrent decline from peak | -12.76% | -6.42% | -6.34% |
Average DrawdownAverage peak-to-trough decline | -8.59% | -11.89% | +3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.47% | 2.79% | +3.68% |
Volatility
PTY vs. PFN - Volatility Comparison
The current volatility for PIMCO Corporate & Income Opportunity Fund (PTY) is 5.91%, while PIMCO Income Strategy Fund II (PFN) has a volatility of 6.57%. This indicates that PTY experiences smaller price fluctuations and is considered to be less risky than PFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTY | PFN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.91% | 6.57% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 8.43% | +1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 13.35% | +3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 14.75% | +2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.21% | 18.16% | +3.05% |