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 | -2.24% | -3.12% | -13.97% | -18.67% | -21.06% | -28.49% | -5.56% | -12.23% | -6.87% | -3.96% |
| Market-price total return | -0.71% | -1.61% | -10.09% | -11.60% | -9.89% | -16.34% | +9.12% | +1.18% | +5.30% | +8.32% |
| NAV return | -1.72% | -2.95% | -5.90% | -7.78% | -12.31% | -11.94% | -3.06% | -9.81% | -5.96% | -3.25% |
| NAV total return | -0.26% | -1.50% | -1.76% | +0.37% | +0.68% | +3.77% | +13.56% | +5.24% | +7.56% | +9.94% |
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 | 0.14% | 0.04% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.15% | 0.04% | as above |
| Volatility, 5 years | 0.16% | 0.05% | as above |
| Maximum drawdown, 3 years | -18.91% | -4.46% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.43 | 2.30 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.55 | 3.41 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.67 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.24 | — | 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 Dynamic Income Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.