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 | -0.16% | -4.92% | -12.96% | -11.97% | -17.60% | -18.04% | -0.95% | -9.32% | -4.05% | -5.45% |
| Market-price total return | +0.99% | -3.82% | -10.10% | -6.21% | -8.65% | -7.37% | +11.53% | +1.81% | +6.59% | +5.36% |
| NAV return | -1.36% | -2.54% | -5.09% | -6.04% | -9.31% | -8.29% | +0.05% | -6.75% | -3.80% | -5.25% |
| NAV total return | -0.27% | -1.47% | -2.00% | +0.08% | +0.62% | +3.80% | +13.08% | +5.09% | +7.36% | +5.79% |
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% | 0.05% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.12% | 0.04% | as above |
| Volatility, 5 years | 0.14% | 0.05% | as above |
| Maximum drawdown, 3 years | -11.85% | -4.29% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.67 | 2.06 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.93 | 3.15 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.71 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.31 | — | 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 II. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.