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 | -2.63% | -4.90% | -12.82% | -12.82% | -16.05% | -16.56% | -1.50% | -8.38% | -8.24% | -6.49% |
| Market-price total return | -1.49% | -3.79% | -9.91% | -7.05% | -6.86% | -5.58% | +11.05% | +2.93% | +2.65% | +5.90% |
| NAV return | -1.62% | -2.75% | -5.56% | -6.39% | -8.99% | -8.21% | -0.31% | -6.16% | -4.44% | -5.54% |
| NAV total return | -0.51% | -1.65% | -2.41% | -0.13% | +1.23% | +4.23% | +12.99% | +6.08% | +8.53% | +9.93% |
Performance through Oct 15, 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 | 0.12% | 0.04% | as above |
| Volatility, 5 years | 0.15% | 0.05% | as above |
| Maximum drawdown, 3 years | -12.14% | -4.24% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.60 | 2.15 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.84 | 3.29 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.68 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.28 | — | as above |
| Observations (3y) | 752 | — | 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 High 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.