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TSIIX vs. PYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TSIIX and PYLD is 0.23, 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.


Performance

TSIIX vs. PYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thornburg Strategic Income Fund (TSIIX) and PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TSIIX:

1.71

PYLD:

2.19

Sortino Ratio

TSIIX:

2.48

PYLD:

2.95

Omega Ratio

TSIIX:

1.30

PYLD:

1.40

Calmar Ratio

TSIIX:

2.60

PYLD:

2.73

Martin Ratio

TSIIX:

5.88

PYLD:

9.49

Ulcer Index

TSIIX:

1.00%

PYLD:

0.80%

Daily Std Dev

TSIIX:

3.68%

PYLD:

3.67%

Max Drawdown

TSIIX:

-24.71%

PYLD:

-4.52%

Current Drawdown

TSIIX:

-0.85%

PYLD:

-0.80%

Returns By Period

In the year-to-date period, TSIIX achieves a 1.95% return, which is significantly lower than PYLD's 2.20% return.


TSIIX

YTD

1.95%

1M

-0.07%

6M

1.91%

1Y

6.25%

3Y*

4.58%

5Y*

4.02%

10Y*

3.78%

PYLD

YTD

2.20%

1M

0.04%

6M

2.20%

1Y

8.01%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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TSIIX vs. PYLD - Expense Ratio Comparison

TSIIX has a 0.60% expense ratio, which is higher than PYLD's 0.55% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TSIIX vs. PYLD — Risk-Adjusted Performance Rank

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

TSIIX
The Risk-Adjusted Performance Rank of TSIIX is 9191
Overall Rank
The Sharpe Ratio Rank of TSIIX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of TSIIX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of TSIIX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of TSIIX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of TSIIX is 8989
Martin Ratio Rank

PYLD
The Risk-Adjusted Performance Rank of PYLD is 9595
Overall Rank
The Sharpe Ratio Rank of PYLD is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of PYLD is 9595
Sortino Ratio Rank
The Omega Ratio Rank of PYLD is 9595
Omega Ratio Rank
The Calmar Ratio Rank of PYLD is 9595
Calmar Ratio Rank
The Martin Ratio Rank of PYLD is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TSIIX vs. PYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Thornburg Strategic Income Fund (TSIIX) and PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). 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.


The current TSIIX Sharpe Ratio is 1.71, which is comparable to the PYLD Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of TSIIX and PYLD, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TSIIX vs. PYLD - Dividend Comparison

TSIIX's dividend yield for the trailing twelve months is around 5.37%, less than PYLD's 6.02% yield.


TTM20242023202220212020201920182017201620152014
TSIIX
Thornburg Strategic Income Fund
5.37%5.11%4.50%3.81%4.18%3.71%3.83%3.42%3.60%3.42%4.50%5.80%
PYLD
PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund
6.02%5.97%2.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TSIIX vs. PYLD - Drawdown Comparison

The maximum TSIIX drawdown since its inception was -24.71%, which is greater than PYLD's maximum drawdown of -4.52%. Use the drawdown chart below to compare losses from any high point for TSIIX and PYLD.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TSIIX vs. PYLD - Volatility Comparison

Thornburg Strategic Income Fund (TSIIX) and PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) have volatilities of 0.99% and 0.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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