PTY vs. PXNIX
Compare and contrast key facts about PIMCO Corporate & Income Opportunity Fund (PTY) and Pax International Sustainable Economy Fund Institutional Class (PXNIX).
PTY is managed by FPA. It was launched on Dec 24, 2002. PXNIX is managed by Pax World Funds.
Performance
PTY vs. PXNIX - Performance Comparison
Loading graphics...
PTY vs. PXNIX - 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% |
PXNIX Pax International Sustainable Economy Fund Institutional Class | -3.85% | 28.91% | 5.03% | 19.28% | -17.81% | 11.23% | 10.79% | 23.03% | -12.92% | 23.35% |
Returns By Period
The year-to-date returns for both investments are quite close, with PTY having a -3.88% return and PXNIX slightly higher at -3.85%. Over the past 10 years, PTY has outperformed PXNIX with an annualized return of 9.09%, while PXNIX has yielded a comparatively lower 7.94% 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%
PXNIX
- 1D
- 0.51%
- 1M
- -11.13%
- YTD
- -3.85%
- 6M
- 0.49%
- 1Y
- 15.33%
- 3Y*
- 12.58%
- 5Y*
- 6.76%
- 10Y*
- 7.94%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PTY vs. PXNIX - Expense Ratio Comparison
PTY has a 1.19% expense ratio, which is higher than PXNIX's 0.47% expense ratio.
Return for Risk
PTY vs. PXNIX — Risk / Return Rank
PTY
PXNIX
PTY vs. PXNIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Corporate & Income Opportunity Fund (PTY) and Pax International Sustainable Economy Fund Institutional Class (PXNIX). 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 | PXNIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.45 | 0.83 | -1.28 |
Sortino ratioReturn per unit of downside risk | -0.45 | 1.21 | -1.66 |
Omega ratioGain probability vs. loss probability | 0.91 | 1.17 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | -0.47 | 1.14 | -1.61 |
Martin ratioReturn relative to average drawdown | -1.11 | 4.45 | -5.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PTY | PXNIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | 0.83 | -1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.43 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.48 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.51 | -0.05 |
Correlation
The correlation between PTY and PXNIX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PTY vs. PXNIX - Dividend Comparison
PTY's dividend yield for the trailing twelve months is around 11.82%, more than PXNIX's 7.45% 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% |
PXNIX Pax International Sustainable Economy Fund Institutional Class | 7.45% | 7.17% | 3.54% | 2.38% | 2.64% | 4.69% | 1.82% | 2.58% | 2.84% | 2.54% | 2.74% | 2.04% |
Drawdowns
PTY vs. PXNIX - Drawdown Comparison
The maximum PTY drawdown since its inception was -60.86%, which is greater than PXNIX's maximum drawdown of -32.54%. Use the drawdown chart below to compare losses from any high point for PTY and PXNIX.
Loading graphics...
Drawdown Indicators
| PTY | PXNIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.86% | -32.54% | -28.32% |
Max Drawdown (1Y)Largest decline over 1 year | -15.44% | -11.58% | -3.86% |
Max Drawdown (5Y)Largest decline over 5 years | -41.38% | -32.54% | -8.84% |
Max Drawdown (10Y)Largest decline over 10 years | -46.55% | -32.54% | -14.01% |
Current DrawdownCurrent decline from peak | -12.76% | -11.13% | -1.63% |
Average DrawdownAverage peak-to-trough decline | -8.59% | -6.76% | -1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.47% | 2.98% | +3.49% |
Volatility
PTY vs. PXNIX - Volatility Comparison
The current volatility for PIMCO Corporate & Income Opportunity Fund (PTY) is 5.91%, while Pax International Sustainable Economy Fund Institutional Class (PXNIX) has a volatility of 7.48%. This indicates that PTY experiences smaller price fluctuations and is considered to be less risky than PXNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PTY | PXNIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.91% | 7.48% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 11.21% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 17.07% | -0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 15.92% | +1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.21% | 16.43% | +4.78% |