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 | 4.35% | 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 Dev | 19.23% | 19.16% |
| Max Drawdown | -39.67% | -46.47% |
Fundamentals
| BHK | PDI | |
|---|---|---|
| Market Cap | $568.73M | $1.68B |
| EPS | -$3.76 | $1.86 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | $47.75M | $0.00 |
| Gross Profit (TTM) | $47.75M | $0.00 |
Correlation
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.
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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.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BHK BlackRock Core Bond Trust | -0.15 | ||||
PDI PIMCO Dynamic Income Fund | -0.26 |
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
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.