PTY vs. USD=X
PTY (PIMCO Corporate & Income Opportunity Fund) is Corporate Bonds fund managed by FPA, while USD=X (USD Cash) is a currency. Over the past 10 years, PTY returned 8.37%/yr vs 0.00%/yr for USD=X.
Performance
PTY vs. USD=X - Performance Comparison
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Returns By Period
PTY
- 1D
- 0.00%
- 1M
- -2.72%
- YTD
- -3.69%
- 6M
- -4.44%
- 1Y
- -4.39%
- 3Y*
- 6.93%
- 5Y*
- -0.64%
- 10Y*
- 8.37%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
PTY vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTY PIMCO Corporate & Income Opportunity Fund | -3.69% | -0.51% | 19.87% | 22.56% | -18.71% | 0.40% | 3.24% | 35.36% | 2.49% | 26.63% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
PTY vs. USD=X — Risk / Return Rank
PTY
USD=X
PTY vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Corporate & Income Opportunity Fund (PTY) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.93 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | — | — |
| Martin ratioReturn relative to average drawdown | -0.57 | — | — |
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 | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.41 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | — | — |
Drawdowns
PTY vs. USD=X - Drawdown Comparison
The maximum PTY drawdown since its inception was -60.86%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PTY and USD=X.
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Drawdown Indicators
| PTY | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.86% | 0.00% | -60.86% |
Max Drawdown (1Y)Largest decline over 1 year | -15.44% | 0.00% | -15.44% |
Max Drawdown (3Y)Largest decline over 3 years | -16.04% | 0.00% | -16.04% |
Max Drawdown (5Y)Largest decline over 5 years | -41.38% | 0.00% | -41.38% |
Max Drawdown (10Y)Largest decline over 10 years | -46.55% | 0.00% | -46.55% |
Current DrawdownCurrent decline from peak | -12.59% | 0.00% | -12.59% |
Average DrawdownAverage peak-to-trough decline | -8.61% | 0.00% | -8.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.72% | 0.00% | +7.72% |
Volatility
PTY vs. USD=X - Volatility Comparison
PIMCO Corporate & Income Opportunity Fund (PTY) has a higher volatility of 2.70% compared to USD Cash (USD=X) at 0.00%. This indicates that PTY's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTY | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 0.00% | +2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 7.49% | 0.00% | +7.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.82% | 0.00% | +10.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 0.00% | +17.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 0.00% | +21.20% |
Frequently Asked Questions
PTY has higher volatility (2.70%) compared to USD=X (0.00%). In terms of maximum drawdown, PTY dropped -60.86% vs USD=X's 0.00%.
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