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DINDX vs. PGHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DINDX vs. PGHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Global Fixed Income Opportunities Fund (DINDX) and Invesco Global Short Term High Yield Bond ETF (PGHY). The values are adjusted to include any dividend payments, if applicable.

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DINDX vs. PGHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DINDX
Morgan Stanley Global Fixed Income Opportunities Fund
0.00%8.28%6.76%8.49%-7.06%0.01%5.10%9.59%-1.28%7.54%
PGHY
Invesco Global Short Term High Yield Bond ETF
-0.03%8.88%8.39%10.15%-5.50%1.22%3.04%5.87%0.38%2.97%

Returns By Period


DINDX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

PGHY

1D
0.72%
1M
-1.09%
YTD
-0.03%
6M
1.30%
1Y
6.01%
3Y*
8.52%
5Y*
4.23%
10Y*
4.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DINDX vs. PGHY - Expense Ratio Comparison

DINDX has a 0.56% expense ratio, which is higher than PGHY's 0.35% expense ratio.


Return for Risk

DINDX vs. PGHY — Risk / Return Rank

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

DINDX

PGHY
PGHY Risk / Return Rank: 5353
Overall Rank
PGHY Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PGHY Sortino Ratio Rank: 5454
Sortino Ratio Rank
PGHY Omega Ratio Rank: 5151
Omega Ratio Rank
PGHY Calmar Ratio Rank: 4848
Calmar Ratio Rank
PGHY Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DINDX vs. PGHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Fixed Income Opportunities Fund (DINDX) and Invesco Global Short Term High Yield Bond ETF (PGHY). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DINDX vs. PGHY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DINDXPGHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

Correlation

The correlation between DINDX and PGHY is 0.24, 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

DINDX vs. PGHY - Dividend Comparison

DINDX has not paid dividends to shareholders, while PGHY's dividend yield for the trailing twelve months is around 7.20%.


TTM20252024202320222021202020192018201720162015
DINDX
Morgan Stanley Global Fixed Income Opportunities Fund
3.44%4.69%5.36%4.69%5.82%3.52%2.98%3.43%3.68%3.13%6.24%4.80%
PGHY
Invesco Global Short Term High Yield Bond ETF
7.20%7.24%7.49%7.87%5.12%5.17%5.45%5.32%5.45%5.52%6.26%4.60%

Drawdowns

DINDX vs. PGHY - Drawdown Comparison


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Volatility

DINDX vs. PGHY - Volatility Comparison


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Volatility by Period


DINDXPGHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

5.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.03%