BHK vs. PDI
Compare and contrast key facts about BlackRock Core Bond Trust (BHK) and PIMCO Dynamic Income Fund (PDI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BHK or PDI.
Key characteristics
| BHK | PDI | |
|---|---|---|
| YTD Return | -3.10% | 8.56% |
| 1Y Return | 4.20% | 20.77% |
| 3Y Return (Ann) | -5.98% | -1.45% |
| 5Y Return (Ann) | 1.66% | 1.70% |
| 10Y Return (Ann) | 4.11% | 6.91% |
| Sharpe Ratio | 0.22 | 1.45 |
| Daily Std Dev | 13.14% | 14.13% |
| Max Drawdown | -39.60% | -46.47% |
| Current Drawdown | -26.28% | -6.38% |
Fundamentals
| BHK | PDI | |
|---|---|---|
| Market Cap | $583.32M | $1.68B |
| EPS | $1.03 | $1.86 |
| PE Ratio | 10.49 | 4.86 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | $52.03M | $0.00 |
| Gross Profit (TTM) | $47.75M | $0.00 |
Correlation
The correlation between BHK and PDI is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BHK vs. PDI - Performance Comparison
In the year-to-date period, BHK achieves a -3.10% return, which is significantly lower than PDI's 8.56% return. Over the past 10 years, BHK has underperformed PDI with an annualized return of 4.11%, while PDI has yielded a comparatively higher 6.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
BHK vs. PDI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Core Bond Trust (BHK) 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.
Dividends
BHK vs. PDI - Dividend Comparison
BHK's dividend yield for the trailing twelve months is around 8.71%, less than PDI's 14.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BHK BlackRock Core Bond Trust | 8.71% | 8.21% | 7.91% | 6.29% | 5.00% | 5.25% | 6.30% | 5.48% | 6.14% | 6.93% | 7.98% | 6.75% |
PDI PIMCO Dynamic Income Fund | 14.22% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 15.08% | 13.43% | 11.59% |
Drawdowns
BHK vs. PDI - Drawdown Comparison
The maximum BHK drawdown since its inception was -39.60%, smaller than the maximum PDI drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for BHK and PDI. For additional features, visit the drawdowns tool.
Volatility
BHK vs. PDI - Volatility Comparison
The current volatility for BlackRock Core Bond Trust (BHK) is 2.30%, while PIMCO Dynamic Income Fund (PDI) has a volatility of 2.81%. This indicates that BHK experiences smaller price fluctuations and is considered to be less risky than PDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.