Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | -1.32% | -6.42% | -9.64% | -12.50% | -17.71% | -20.87% | -2.56% | -10.40% | -3.47% | -1.97% |
| Market-price total return | -0.28% | -5.44% | -6.91% | -7.24% | -9.56% | -11.47% | +8.29% | -0.68% | +5.98% | +8.25% |
| NAV return | -1.18% | -2.24% | -4.47% | -5.55% | -8.71% | -7.71% | +0.71% | -5.42% | -2.85% | -0.98% |
| NAV total return | -0.16% | -1.23% | -1.55% | +0.25% | +0.68% | +3.73% | +13.10% | +6.15% | +8.14% | +10.33% |
Performance through Oct 14, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.12% | 0.04% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.13% | 0.04% | as above |
| Volatility, 5 years | 0.16% | 0.05% | as above |
| Maximum drawdown, 3 years | -14.00% | -3.60% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.36 | 2.22 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.47 | 3.30 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.79 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.30 | — | as above |
| Observations (3y) | 751 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for PIMCO Corporate & Income Strategy Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.