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USD=X vs. PTY
Performance
Return for Risk
Drawdowns
Volatility

USD=X vs. PTY

Last updated Jun 9, 2026

USD=X (USD Cash) is a currency, while PTY (PIMCO Corporate & Income Opportunity Fund) is Corporate Bonds fund managed by FPA. Over the past 10 years, USD=X returned 0.00%/yr vs 8.37%/yr for PTY.

Performance

USD=X vs. PTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and PIMCO Corporate & Income Opportunity Fund (PTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

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

1D
0.00%
1M
-2.72%
YTD
-3.69%
6M
-4.44%
1Y
-4.39%
3Y*
6.93%
5Y*
-0.64%
10Y*
8.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. PTY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

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USD Cash

PIMCO Corporate & Income Opportunity Fund

Often compared with USD=X:
USD=X vs. UUPUSD=X vs. EUR=XUSD=X vs. XRP-USDUSD=X vs. BTC-USDUSD=X vs. QQQUSD=X vs. TSLAUSD=X vs. USDX
Often compared with PTY:
PTY vs. PDIPTY vs. PCNPTY vs. SCHDPTY vs. PFNPTY vs. JEPQPTY vs. SCYBPTY vs. JEPI

Return for Risk

USD=X vs. PTY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USD=X
PTY
PTY Risk / Return Rank: 22
Overall Rank
PTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PTY Sortino Ratio Rank: 11
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.

USD=X vs. PTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. PTY - Sharpe Ratio Comparison

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Sharpe Ratios by Period

USD=XPTYDifference

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

USD=X vs. PTY - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum PTY drawdown of -60.86%. Use the drawdown chart below to compare losses from any high point for USD=X and PTY.

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Drawdown Indicators

USD=XPTYDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-60.86%

+60.86%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-15.44%

+15.44%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-16.04%

+16.04%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-41.38%

+41.38%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-46.55%

+46.55%

Current Drawdown

Current decline from peak

0.00%

-12.59%

+12.59%

Average Drawdown

Average peak-to-trough decline

0.00%

-8.61%

+8.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

7.72%

-7.72%

Volatility

USD=X vs. PTY - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while PIMCO Corporate & Income Opportunity Fund (PTY) has a volatility of 2.70%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky 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

USD=XPTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

2.70%

-2.70%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

7.49%

-7.49%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

10.82%

-10.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

17.40%

-17.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

21.20%

-21.20%

Frequently Asked Questions

PTY has higher volatility (2.70%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs PTY's -60.86%.

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