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PIMCO Dynamic Income Fund (PDI) Sharpe Ratio: -0.23

Equity · Currency in USD · Last updated Jul 31, 2026

PDI's Sharpe Ratio of -0.23 indicates that for each unit of volatility, it generates -0.23 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 31, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

PDI Sharpe Ratio Rank

PDI Sharpe Ratio Rank: 35.435
Below Average

PDI ranks above 35.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

PDI Sharpe Ratio Market Positioning

The chart shows PDI's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): -0.43 or lower
  • Yellow zone (middle 50%): -0.43 to 0.96
  • Green zone (top 25%): 0.96 or higher
  • Top 1%: 4.21+
  • Median: 0.11 — half of all investments score higher

How it compares to other similar stocks

The table compares PIMCO Dynamic Income Fund's Sharpe Ratio with other stocks in the Asset Management industry across multiple time periods, showing how PDI's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jul 31, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
MAASHighest Performances Holdings Inc3.67
HQLTekla Life Sciences Investors3.09
HQHTekla Healthcare Investors2.81
STTState Street Corporation2.67
AAMIAcadian Asset Management Inc2.66
RMTRoyce Micro-Cap Trust, Inc.2.60
FUNDSprott Focus Trust, Inc.2.43
BMEBlackRock Health Sciences Trust2.38
GAMGeneral American Investors Company, Inc.2.32
AMGAffiliated Managers Group, Inc.2.29
PDIPIMCO Dynamic Income Fund-0.23
Benchmark

Compare this symbol against anything

Time Period

How much price history to include in the calculation

Historical Sharpe Ratio

The chart shows PDI's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when PDI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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