PTY vs. VICSX
PTY (PIMCO Corporate & Income Opportunity Fund) and VICSX (Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares) are both Corporate Bonds funds. Over the past 10 years, PTY returned 8.61%/yr vs 2.76%/yr for VICSX. At a 0.07 correlation, their price movements are largely independent. PTY charges 1.19%/yr vs 0.07%/yr for VICSX.
Performance
PTY vs. VICSX - Performance Comparison
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Returns By Period
In the year-to-date period, PTY achieves a -1.00% return, which is significantly lower than VICSX's -0.01% return. Over the past 10 years, PTY has outperformed VICSX with an annualized return of 8.61%, while VICSX has yielded a comparatively lower 2.76% annualized return.
PTY
- 1D
- -0.26%
- 1M
- 2.80%
- 6M
- -3.18%
- YTD
- -1.00%
- 1Y
- -3.54%
- 3Y*
- 6.02%
- 5Y*
- -0.18%
- 10Y*
- 8.61%
VICSX
- 1D
- -0.14%
- 1M
- -0.28%
- 6M
- -0.05%
- YTD
- -0.01%
- 1Y
- 4.65%
- 3Y*
- 6.37%
- 5Y*
- 0.99%
- 10Y*
- 2.76%
PTY vs. VICSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTY PIMCO Corporate & Income Opportunity Fund | -1.00% | -0.51% | 19.87% | 22.56% | -18.71% | 0.40% | 3.24% | 35.36% | 2.49% | 26.63% |
VICSX Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares | -0.01% | 9.36% | 3.66% | 8.88% | -14.09% | -1.56% | 9.52% | 13.99% | -1.73% | 5.47% |
Correlation
The correlation between PTY and VICSX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2009 | 0.07 |
Over the past year, PTY and VICSX have become more correlated (0.29) than their long-term average of 0.07, meaning their price movements have been converging.
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Return for Risk
PTY vs. VICSX — Risk / Return Rank
PTY
VICSX
PTY vs. VICSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Corporate & Income Opportunity Fund (PTY) and Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PTY | VICSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.19 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 1.42 | -1.65 |
| Martin ratioReturn relative to average drawdown | -0.42 | 4.36 | -4.78 |
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Drawdowns
PTY vs. VICSX - Drawdown Comparison
The maximum PTY drawdown since its inception was -60.86%, which is greater than VICSX's maximum drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for PTY and VICSX.
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Drawdown Indicators
| PTY | VICSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.86% | -20.53% | -40.33% |
Max Drawdown (1Y)Largest decline over 1 year | -15.44% | -2.98% | -12.46% |
Max Drawdown (3Y)Largest decline over 3 years | -16.04% | -6.02% | -10.02% |
Max Drawdown (5Y)Largest decline over 5 years | -41.38% | -20.53% | -20.85% |
Max Drawdown (10Y)Largest decline over 10 years | -46.55% | -20.53% | -26.02% |
Current DrawdownCurrent decline from peak | -10.15% | -1.53% | -8.62% |
Average DrawdownAverage peak-to-trough decline | -8.62% | -3.15% | -5.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.46% | 0.97% | +7.49% |
Volatility
PTY vs. VICSX - Volatility Comparison
PIMCO Corporate & Income Opportunity Fund (PTY) has a higher volatility of 2.42% compared to Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) at 1.25%. This indicates that PTY's price experiences larger fluctuations and is considered to be riskier than VICSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTY | VICSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 1.25% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 7.51% | 3.06% | +4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.02% | 3.90% | +7.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.25% | 6.17% | +11.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.18% | 5.34% | +15.84% |
PTY vs. VICSX - Expense Ratio Comparison
PTY has a 1.19% expense ratio, which is higher than VICSX's 0.07% expense ratio.
Dividends
PTY vs. VICSX - Dividend Comparison
PTY's dividend yield for the trailing twelve months is around 11.94%, more than VICSX's 4.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTY PIMCO Corporate & Income Opportunity Fund | 11.94% | 11.05% | 9.92% | 10.77% | 13.12% | 9.16% | 8.74% | 8.37% | 10.63% | 9.48% | 12.09% | 11.92% |
VICSX Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares | 4.81% | 4.59% | 4.77% | 3.70% | 3.00% | 2.76% | 2.77% | 3.35% | 3.62% | 3.22% | 3.03% | 3.36% |
Frequently Asked Questions
PTY and VICSX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PTY has higher volatility (2.42%) compared to VICSX (1.25%). In terms of maximum drawdown, PTY dropped -60.86% vs VICSX's -20.53%.
VICSX currently has the higher Sharpe Ratio (1.09 vs -0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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