AGNC vs. PDI
AGNC (AGNC Investment Corp.) and PDI (PIMCO Dynamic Income Fund) are both stocks. AGNC operates in REIT - Mortgage (Real Estate), while PDI operates in Asset Management (Financial Services). Over the past 10 years, AGNC returned 6.33%/yr vs 7.51%/yr for PDI. At a 0.29 correlation, their price movements are largely independent.
Performance
AGNC vs. PDI - Performance Comparison
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Returns By Period
In the year-to-date period, AGNC achieves a 2.35% return, which is significantly higher than PDI's -0.56% return. Over the past 10 years, AGNC has underperformed PDI with an annualized return of 6.33%, while PDI has yielded a comparatively higher 7.51% annualized return.
AGNC
- 1D
- 0.78%
- 1M
- 2.43%
- YTD
- 2.35%
- 6M
- 4.08%
- 1Y
- 28.97%
- 3Y*
- 16.54%
- 5Y*
- 4.24%
- 10Y*
- 6.33%
PDI
- 1D
- -0.12%
- 1M
- -0.89%
- YTD
- -0.56%
- 6M
- -0.56%
- 1Y
- 1.36%
- 3Y*
- 10.94%
- 5Y*
- 2.62%
- 10Y*
- 7.51%
AGNC vs. PDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 2.35% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
PDI PIMCO Dynamic Income Fund | -0.56% | 11.03% | 17.18% | 11.99% | -16.99% | 7.81% | -9.96% | 22.23% | 7.35% | 18.59% |
Correlation
The correlation between AGNC and PDI is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since May 25, 2012 | 0.29 |
Fundamentals
AGNC:
$11.65B
PDI:
$6.74B
AGNC:
$1.33
PDI:
$3.86
AGNC:
7.80
PDI:
4.24
AGNC:
0.02
PDI:
0.06
AGNC:
4.79
PDI:
3.14
AGNC:
1.14
PDI:
0.91
AGNC:
$2.33B
PDI:
$2.03B
AGNC:
$2.30B
PDI:
$1.51B
AGNC:
$3.72B
PDI:
$2.09B
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Return for Risk
AGNC vs. PDI — Risk / Return Rank
AGNC
PDI
AGNC vs. PDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. (AGNC) and PIMCO Dynamic Income Fund (PDI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AGNC | PDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.37 | ||
| Sortino ratioReturn per unit of downside risk | +1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.04 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 0.12 | +1.43 |
| Martin ratioReturn relative to average drawdown | 4.44 | 0.26 | +4.18 |
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Drawdowns
AGNC vs. PDI - Drawdown Comparison
The maximum AGNC drawdown since its inception was -54.56%, which is greater than PDI's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for AGNC and PDI.
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Drawdown Indicators
| AGNC | PDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -46.47% | -8.09% |
Max Drawdown (1Y)Largest decline over 1 year | -18.71% | -10.95% | -7.76% |
Max Drawdown (3Y)Largest decline over 3 years | -31.04% | -17.55% | -13.49% |
Max Drawdown (5Y)Largest decline over 5 years | -50.65% | -27.19% | -23.46% |
Max Drawdown (10Y)Largest decline over 10 years | -54.56% | -46.47% | -8.09% |
Current DrawdownCurrent decline from peak | -9.85% | -8.34% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -13.56% | -6.22% | -7.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 5.18% | +1.36% |
Volatility
AGNC vs. PDI - Volatility Comparison
AGNC Investment Corp. (AGNC) has a higher volatility of 5.55% compared to PIMCO Dynamic Income Fund (PDI) at 3.19%. This indicates that AGNC's price experiences larger fluctuations and is considered to be riskier than PDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGNC | PDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 3.19% | +2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 8.47% | +7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.58% | 11.43% | +8.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.74% | 15.55% | +10.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.41% | 19.04% | +6.37% |
Dividends
AGNC vs. PDI - Dividend Comparison
AGNC's dividend yield for the trailing twelve months is around 13.87%, less than PDI's 16.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.87% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
PDI PIMCO Dynamic Income Fund | 16.20% | 14.94% | 14.43% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 18.70% |
Financials
AGNC vs. PDI - Financials Comparison
This section allows you to compare key financial metrics between AGNC Investment Corp. and PIMCO Dynamic Income Fund. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AGNC and PDI have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGNC has higher volatility (5.55%) compared to PDI (3.19%). In terms of maximum drawdown, AGNC dropped -54.56% vs PDI's -46.47%.
AGNC currently has the higher Sharpe Ratio (1.49 vs 0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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