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 | -2.35% | -7.91% | -14.43% | -17.31% | -21.23% | -21.51% | -3.97% | -10.37% | -4.44% | -5.36% |
| Market-price total return | -1.18% | -6.80% | -11.52% | -11.78% | -12.59% | -11.19% | +8.16% | +0.57% | +6.13% | +5.55% |
| NAV return | -1.52% | -3.26% | -5.82% | -7.89% | -10.78% | -10.21% | -1.37% | -7.43% | -4.05% | -4.96% |
| NAV total return | -0.40% | -2.15% | -2.65% | -1.70% | -0.74% | +1.94% | +11.62% | +4.38% | +7.17% | +6.45% |
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 | 0.11% | 0.03% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.11% | 0.04% | as above |
| Volatility, 5 years | 0.13% | 0.05% | as above |
| Maximum drawdown, 3 years | -14.26% | -4.05% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.40 | 1.92 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.54 | 2.83 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.65 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.29 | — | 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 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.