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BHK vs. PDI

Last updated Jun 3, 2023

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


BHKPDI
YTD Return4.35%4.92%
1Y Return-4.23%-5.71%
5Y Return (Ann)2.15%0.20%
10Y Return (Ann)3.80%6.75%
Sharpe Ratio-0.15-0.26
Daily Std Dev19.23%19.16%
Max Drawdown-39.67%-46.47%

Fundamentals


BHKPDI
Market Cap$568.73M$1.68B
EPS-$3.76$1.86
PEG Ratio0.000.00
Revenue (TTM)$47.75M$0.00
Gross Profit (TTM)$47.75M$0.00

Correlation

0.17
-1.001.00

The correlation between BHK and PDI is 0.17, 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.

BHK vs. PDI - Performance Comparison

In the year-to-date period, BHK achieves a 4.35% return, which is significantly lower than PDI's 4.92% return. Over the past 10 years, BHK has underperformed PDI with an annualized return of 3.80%, while PDI has yielded a comparatively higher 6.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%2023FebruaryMarchAprilMayJune
-2.01%
1.07%
BHK
PDI

Compare stocks, funds, or ETFs


BlackRock Core Bond Trust

PIMCO Dynamic Income Fund

BHK vs. PDI - Dividend Comparison

BHK's dividend yield for the trailing twelve months is around 11.40%, less than PDI's 24.02% yield.


TTM20222021202020192018201720162015201420132012
BHK
BlackRock Core Bond Trust
11.40%8.18%7.09%5.97%6.50%8.41%7.77%9.22%11.05%13.61%12.49%11.72%
PDI
PIMCO Dynamic Income Fund
24.02%18.89%12.59%13.57%14.00%17.28%15.52%27.50%26.78%31.43%31.50%19.35%

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BHK
BlackRock Core Bond Trust
-0.15
PDI
PIMCO Dynamic Income Fund
-0.26

BHK vs. PDI - Sharpe Ratio Comparison

The current BHK Sharpe Ratio is -0.15, which is higher than the PDI Sharpe Ratio of -0.26. The chart below compares the 12-month rolling Sharpe Ratio of BHK and PDI.


-1.50-1.00-0.500.002023FebruaryMarchAprilMayJune
-0.15
-0.26
BHK
PDI

BHK vs. PDI - Drawdown Comparison

The maximum BHK drawdown for the period was -33.77%, lower than the maximum PDI drawdown of -24.32%. The drawdown chart below compares losses from any high point along the way for BHK and PDI


-30.00%-25.00%-20.00%-15.00%-10.00%2023FebruaryMarchAprilMayJune
-30.68%
-19.21%
BHK
PDI

BHK vs. PDI - Volatility Comparison

BlackRock Core Bond Trust (BHK) has a higher volatility of 4.31% compared to PIMCO Dynamic Income Fund (PDI) at 3.83%. This indicates that BHK'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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%2023FebruaryMarchAprilMayJune
4.31%
3.83%
BHK
PDI