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PTY vs. PFN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTY vs. PFN - Performance Comparison

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

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PTY vs. PFN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

PFN
PFN Risk / Return Rank: 1111
Overall Rank
PFN Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PFN Sortino Ratio Rank: 99
Sortino Ratio Rank
PFN Omega Ratio Rank: 1010
Omega Ratio Rank
PFN Calmar Ratio Rank: 1111
Calmar Ratio Rank
PFN Martin Ratio Rank: 1212
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. 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.


PTYPFNDifference

Sharpe ratio

Return per unit of total volatility

-0.45

0.20

-0.65

Sortino ratio

Return per unit of downside risk

-0.45

0.34

-0.79

Omega ratio

Gain probability vs. loss probability

0.91

1.06

-0.15

Calmar ratio

Return relative to maximum drawdown

-0.47

0.26

-0.73

Martin ratio

Return relative to average drawdown

-1.11

1.02

-2.13

PTY vs. PFN - Sharpe Ratio Comparison

The current PTY Sharpe Ratio is -0.45, which is lower than the PFN Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of PTY and PFN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PTYPFNDifference

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.


TTM20252024202320222021202020192018201720162015
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


PTYPFNDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-12.76%

-6.42%

-6.34%

Average Drawdown

Average peak-to-trough decline

-8.59%

-11.89%

+3.30%

Ulcer Index

Depth 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


PTYPFNDifference

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%