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PXNIX vs. PTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PXNIX vs. PTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pax International Sustainable Economy Fund Institutional Class (PXNIX) and PIMCO Corporate & Income Opportunity Fund (PTY). The values are adjusted to include any dividend payments, if applicable.

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PXNIX vs. PTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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%

Returns By Period

The year-to-date returns for both stocks are quite close, with PXNIX having a -3.85% return and PTY slightly lower at -3.88%. Over the past 10 years, PXNIX has underperformed PTY with an annualized return of 7.94%, while PTY has yielded a comparatively higher 9.09% annualized return.


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%

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

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PXNIX vs. PTY - Expense Ratio Comparison

PXNIX has a 0.47% expense ratio, which is lower than PTY's 1.19% expense ratio.


Return for Risk

PXNIX vs. PTY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PXNIX
PXNIX Risk / Return Rank: 4040
Overall Rank
PXNIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PXNIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
PXNIX Omega Ratio Rank: 3535
Omega Ratio Rank
PXNIX Calmar Ratio Rank: 4646
Calmar Ratio Rank
PXNIX Martin Ratio Rank: 4444
Martin Ratio Rank

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
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.

PXNIX vs. PTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pax International Sustainable Economy Fund Institutional Class (PXNIX) and PIMCO Corporate & Income Opportunity Fund (PTY). 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.


PXNIXPTYDifference

Sharpe ratio

Return per unit of total volatility

0.83

-0.45

+1.28

Sortino ratio

Return per unit of downside risk

1.21

-0.45

+1.66

Omega ratio

Gain probability vs. loss probability

1.17

0.91

+0.26

Calmar ratio

Return relative to maximum drawdown

1.14

-0.47

+1.61

Martin ratio

Return relative to average drawdown

4.45

-1.11

+5.56

PXNIX vs. PTY - Sharpe Ratio Comparison

The current PXNIX Sharpe Ratio is 0.83, which is higher than the PTY Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of PXNIX and PTY, 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


PXNIXPTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

-0.45

+1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.10

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.43

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.46

+0.05

Correlation

The correlation between PXNIX and PTY 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

PXNIX vs. PTY - Dividend Comparison

PXNIX's dividend yield for the trailing twelve months is around 7.45%, less than PTY's 11.82% yield.


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

PXNIX vs. PTY - Drawdown Comparison

The maximum PXNIX drawdown since its inception was -32.54%, smaller than the maximum PTY drawdown of -60.86%. Use the drawdown chart below to compare losses from any high point for PXNIX and PTY.


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Drawdown Indicators


PXNIXPTYDifference

Max Drawdown

Largest peak-to-trough decline

-32.54%

-60.86%

+28.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.58%

-15.44%

+3.86%

Max Drawdown (5Y)

Largest decline over 5 years

-32.54%

-41.38%

+8.84%

Max Drawdown (10Y)

Largest decline over 10 years

-32.54%

-46.55%

+14.01%

Current Drawdown

Current decline from peak

-11.13%

-12.76%

+1.63%

Average Drawdown

Average peak-to-trough decline

-6.76%

-8.59%

+1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

6.47%

-3.49%

Volatility

PXNIX vs. PTY - Volatility Comparison

Pax International Sustainable Economy Fund Institutional Class (PXNIX) has a higher volatility of 7.48% compared to PIMCO Corporate & Income Opportunity Fund (PTY) at 5.91%. This indicates that PXNIX's price experiences larger fluctuations and is considered to be riskier than PTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PXNIXPTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.48%

5.91%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

11.21%

9.87%

+1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

17.07%

16.35%

+0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

17.72%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.43%

21.21%

-4.78%