BIPS.L vs. PDX
Compare and contrast key facts about Invesco Bond Income Plus Limited (BIPS.L) and PIMCO Dynamic Income Strategy Fund (PDX).
PDX is an actively managed fund by PIMCO. It was launched on Feb 1, 2019.
Performance
BIPS.L vs. PDX - Performance Comparison
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BIPS.L vs. PDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BIPS.L Invesco Bond Income Plus Limited | 0.03% | 8.04% | 8.84% | 10.52% | -5.13% | 4.18% | 1.80% | 2,221.86% |
PDX PIMCO Dynamic Income Strategy Fund | 18.66% | -16.96% | 39.38% | 37.29% | 37.65% | 70.39% | -45.84% | -11.76% |
Different Trading Currencies
BIPS.L is traded in GBp, while PDX is traded in USD. To make them comparable, the PDX values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, BIPS.L achieves a 0.03% return, which is significantly lower than PDX's 18.66% return.
BIPS.L
- 1D
- 0.29%
- 1M
- -1.99%
- YTD
- 0.03%
- 6M
- 1.22%
- 1Y
- 6.75%
- 3Y*
- 9.40%
- 5Y*
- 5.07%
- 10Y*
- 43.42%
PDX
- 1D
- -2.81%
- 1M
- 6.82%
- YTD
- 18.66%
- 6M
- 5.39%
- 1Y
- 5.18%
- 3Y*
- 24.70%
- 5Y*
- 27.76%
- 10Y*
- —
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Return for Risk
BIPS.L vs. PDX — Risk / Return Rank
BIPS.L
PDX
BIPS.L vs. PDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Bond Income Plus Limited (BIPS.L) and PIMCO Dynamic Income Strategy Fund (PDX). 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.
| BIPS.L | PDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.22 | +0.70 |
Sortino ratioReturn per unit of downside risk | 1.29 | 0.44 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.07 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 0.32 | +1.64 |
Martin ratioReturn relative to average drawdown | 9.26 | 0.75 | +8.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BIPS.L | PDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.22 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 1.10 | -0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.30 | — |
Correlation
The correlation between BIPS.L and PDX is 0.05, 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.
Dividends
BIPS.L vs. PDX - Dividend Comparison
BIPS.L's dividend yield for the trailing twelve months is around 7.12%, less than PDX's 21.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIPS.L Invesco Bond Income Plus Limited | 7.12% | 7.00% | 6.61% | 6.73% | 6.70% | 5.61% | 5.27% | 98.33% | 5.71% | 5.01% | 5.24% | 5.53% |
PDX PIMCO Dynamic Income Strategy Fund | 21.27% | 24.34% | 6.31% | 4.30% | 5.89% | 5.28% | 14.11% | 9.58% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BIPS.L vs. PDX - Drawdown Comparison
The maximum BIPS.L drawdown since its inception was -54,066,487.21%, which is greater than PDX's maximum drawdown of -78.72%. Use the drawdown chart below to compare losses from any high point for BIPS.L and PDX.
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Drawdown Indicators
| BIPS.L | PDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54,066,487.21% | -80.63% | -54,066,406.58% |
Max Drawdown (1Y)Largest decline over 1 year | -3.76% | -20.21% | +16.45% |
Max Drawdown (5Y)Largest decline over 5 years | -23.39% | -37.24% | +13.85% |
Max Drawdown (10Y)Largest decline over 10 years | -38.38% | — | — |
Current DrawdownCurrent decline from peak | -52,912,865.86% | -15.21% | -52,912,850.65% |
Average DrawdownAverage peak-to-trough decline | -13,337,504.36% | -18.92% | -13,337,485.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 8.25% | -7.45% |
Volatility
BIPS.L vs. PDX - Volatility Comparison
The current volatility for Invesco Bond Income Plus Limited (BIPS.L) is 2.41%, while PIMCO Dynamic Income Strategy Fund (PDX) has a volatility of 6.24%. This indicates that BIPS.L experiences smaller price fluctuations and is considered to be less risky than PDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIPS.L | PDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.41% | 6.24% | -3.83% |
Volatility (6M)Calculated over the trailing 6-month period | 3.90% | 12.10% | -8.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.24% | 23.18% | -15.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.25% | 25.32% | -7.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 627.79% | 36.27% | +591.52% |