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BHK vs. PDI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BHK and PDI is 0.14, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Core Bond Trust (BHK) and PIMCO Dynamic Income Fund (PDI). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%December2025FebruaryMarchAprilMay
79.82%
250.18%
BHK
PDI

Key characteristics

Sharpe Ratio

BHK:

0.68

PDI:

0.68

Sortino Ratio

BHK:

0.94

PDI:

0.91

Omega Ratio

BHK:

1.13

PDI:

1.22

Calmar Ratio

BHK:

0.35

PDI:

0.82

Martin Ratio

BHK:

1.37

PDI:

2.88

Ulcer Index

BHK:

6.55%

PDI:

4.10%

Daily Std Dev

BHK:

13.26%

PDI:

17.35%

Max Drawdown

BHK:

-39.87%

PDI:

-46.47%

Current Drawdown

BHK:

-18.74%

PDI:

-4.05%

Fundamentals

Returns By Period

In the year-to-date period, BHK achieves a 3.12% return, which is significantly lower than PDI's 7.68% return. Over the past 10 years, BHK has underperformed PDI with an annualized return of 4.23%, while PDI has yielded a comparatively higher 7.93% annualized return.


BHK

YTD

3.12%

1M

4.43%

6M

-4.60%

1Y

8.07%

5Y*

0.72%

10Y*

4.23%

PDI

YTD

7.68%

1M

12.13%

6M

3.23%

1Y

11.34%

5Y*

8.60%

10Y*

7.93%

*Annualized

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Risk-Adjusted Performance

BHK vs. PDI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BHK
The Risk-Adjusted Performance Rank of BHK is 6868
Overall Rank
The Sharpe Ratio Rank of BHK is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of BHK is 6464
Sortino Ratio Rank
The Omega Ratio Rank of BHK is 6464
Omega Ratio Rank
The Calmar Ratio Rank of BHK is 6767
Calmar Ratio Rank
The Martin Ratio Rank of BHK is 6868
Martin Ratio Rank

PDI
The Risk-Adjusted Performance Rank of PDI is 7575
Overall Rank
The Sharpe Ratio Rank of PDI is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of PDI is 6363
Sortino Ratio Rank
The Omega Ratio Rank of PDI is 7979
Omega Ratio Rank
The Calmar Ratio Rank of PDI is 8181
Calmar Ratio Rank
The Martin Ratio Rank of PDI is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current BHK Sharpe Ratio is 0.68, which is comparable to the PDI Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of BHK and PDI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.61
0.66
BHK
PDI

Dividends

BHK vs. PDI - Dividend Comparison

BHK's dividend yield for the trailing twelve months is around 8.54%, less than PDI's 14.04% yield.


TTM20242023202220212020201920182017201620152014
BHK
BlackRock Core Bond Trust
8.54%8.56%8.21%7.91%5.91%5.06%5.32%6.39%5.56%6.23%7.03%8.15%
PDI
PIMCO Dynamic Income Fund
14.04%14.43%14.74%17.84%10.21%10.01%9.45%10.78%8.81%14.79%15.08%13.43%

Drawdowns

BHK vs. PDI - Drawdown Comparison

The maximum BHK drawdown since its inception was -39.87%, 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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-18.74%
-4.05%
BHK
PDI

Volatility

BHK vs. PDI - Volatility Comparison

The current volatility for BlackRock Core Bond Trust (BHK) is 4.46%, while PIMCO Dynamic Income Fund (PDI) has a volatility of 10.13%. 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
4.46%
10.13%
BHK
PDI

Financials

BHK vs. PDI - Financials Comparison

This section allows you to compare key financial metrics between BlackRock Core Bond Trust 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


(BHK) Total Revenue
(PDI) Total Revenue
Values in USD except per share items