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DSU vs. PDI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSU vs. PDI - Performance Comparison

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

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DSU vs. PDI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSU
BlackRock Debt Strategies Fund, Inc.
-2.96%5.97%11.13%30.34%-15.51%19.36%1.60%23.84%-10.04%10.68%
PDI
PIMCO Dynamic Income Fund
0.17%11.03%17.18%11.99%-16.99%7.81%-9.96%22.23%7.35%18.59%

Returns By Period

In the year-to-date period, DSU achieves a -2.96% return, which is significantly lower than PDI's 0.17% return. Both investments have delivered pretty close results over the past 10 years, with DSU having a 8.10% annualized return and PDI not far ahead at 8.14%.


DSU

1D
1.91%
1M
-2.04%
YTD
-2.96%
6M
-4.26%
1Y
3.08%
3Y*
12.06%
5Y*
7.09%
10Y*
8.10%

PDI

1D
3.13%
1M
-3.71%
YTD
0.17%
6M
-7.15%
1Y
-0.44%
3Y*
13.14%
5Y*
3.57%
10Y*
8.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DSU vs. PDI — Risk / Return Rank

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

DSU
DSU Risk / Return Rank: 1111
Overall Rank
DSU Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DSU Sortino Ratio Rank: 99
Sortino Ratio Rank
DSU Omega Ratio Rank: 1212
Omega Ratio Rank
DSU Calmar Ratio Rank: 1010
Calmar Ratio Rank
DSU Martin Ratio Rank: 1212
Martin Ratio Rank

PDI
PDI Risk / Return Rank: 3838
Overall Rank
PDI Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PDI Sortino Ratio Rank: 3333
Sortino Ratio Rank
PDI Omega Ratio Rank: 3434
Omega Ratio Rank
PDI Calmar Ratio Rank: 4242
Calmar Ratio Rank
PDI Martin Ratio Rank: 4242
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.

DSU vs. PDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Debt Strategies Fund, Inc. (DSU) 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.


DSUPDIDifference

Sharpe ratio

Return per unit of total volatility

0.23

-0.02

+0.26

Sortino ratio

Return per unit of downside risk

0.39

0.09

+0.30

Omega ratio

Gain probability vs. loss probability

1.07

1.02

+0.05

Calmar ratio

Return relative to maximum drawdown

0.18

-0.01

+0.19

Martin ratio

Return relative to average drawdown

1.01

-0.03

+1.03

DSU vs. PDI - Sharpe Ratio Comparison

The current DSU Sharpe Ratio is 0.23, which is higher than the PDI Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of DSU 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.


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Sharpe Ratios by Period


DSUPDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

-0.02

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.23

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.43

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.59

-0.36

Correlation

The correlation between DSU and PDI is 0.34, 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

DSU vs. PDI - Dividend Comparison

DSU's dividend yield for the trailing twelve months is around 12.35%, less than PDI's 15.46% yield.


TTM20252024202320222021202020192018201720162015
DSU
BlackRock Debt Strategies Fund, Inc.
12.35%11.64%11.01%9.70%7.56%6.21%7.96%7.43%8.41%6.98%6.60%8.07%
PDI
PIMCO Dynamic Income Fund
15.46%14.94%14.43%14.74%17.84%10.21%10.01%9.45%10.78%8.81%14.79%18.70%

Drawdowns

DSU vs. PDI - Drawdown Comparison

The maximum DSU drawdown since its inception was -72.03%, which is greater than PDI's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for DSU and PDI.


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Drawdown Indicators


DSUPDIDifference

Max Drawdown

Largest peak-to-trough decline

-72.03%

-46.47%

-25.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

-14.34%

+1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-24.23%

-27.23%

+3.00%

Max Drawdown (10Y)

Largest decline over 10 years

-45.36%

-46.47%

+1.11%

Current Drawdown

Current decline from peak

-4.83%

-7.66%

+2.83%

Average Drawdown

Average peak-to-trough decline

-11.67%

-6.22%

-5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

5.03%

-2.75%

Volatility

DSU vs. PDI - Volatility Comparison

The current volatility for BlackRock Debt Strategies Fund, Inc. (DSU) is 4.16%, while PIMCO Dynamic Income Fund (PDI) has a volatility of 5.71%. This indicates that DSU 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.


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Volatility by Period


DSUPDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

5.71%

-1.55%

Volatility (6M)

Calculated over the trailing 6-month period

6.52%

9.96%

-3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

13.36%

18.36%

-5.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.74%

15.66%

-3.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

19.06%

-3.16%