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EINC vs. PDI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EINC vs. PDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Energy Income ETF (EINC) and PIMCO Dynamic Income Fund (PDI). The values are adjusted to include any dividend payments, if applicable.

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EINC vs. PDI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EINC
VanEck Energy Income ETF
23.05%7.11%42.79%15.55%19.18%38.05%-19.89%16.98%-19.85%-3.45%
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, EINC achieves a 23.05% return, which is significantly higher than PDI's 0.17% return. Over the past 10 years, EINC has outperformed PDI with an annualized return of 13.88%, while PDI has yielded a comparatively lower 8.14% annualized return.


EINC

1D
-1.62%
1M
3.53%
YTD
23.05%
6M
21.56%
1Y
23.37%
3Y*
29.78%
5Y*
24.01%
10Y*
13.88%

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

EINC vs. PDI — Risk / Return Rank

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

EINC
EINC Risk / Return Rank: 6868
Overall Rank
EINC Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EINC Sortino Ratio Rank: 6868
Sortino Ratio Rank
EINC Omega Ratio Rank: 7373
Omega Ratio Rank
EINC Calmar Ratio Rank: 6666
Calmar Ratio Rank
EINC Martin Ratio Rank: 5858
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.

EINC vs. PDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Energy Income ETF (EINC) 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.


EINCPDIDifference

Sharpe ratio

Return per unit of total volatility

1.29

-0.02

+1.32

Sortino ratio

Return per unit of downside risk

1.66

0.09

+1.58

Omega ratio

Gain probability vs. loss probability

1.26

1.02

+0.25

Calmar ratio

Return relative to maximum drawdown

1.59

-0.01

+1.60

Martin ratio

Return relative to average drawdown

5.55

-0.03

+5.58

EINC vs. PDI - Sharpe Ratio Comparison

The current EINC Sharpe Ratio is 1.29, which is higher than the PDI Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of EINC 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


EINCPDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

-0.02

+1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

0.23

+1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.43

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.59

-0.56

Correlation

The correlation between EINC and PDI is 0.27, 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

EINC vs. PDI - Dividend Comparison

EINC's dividend yield for the trailing twelve months is around 3.75%, less than PDI's 15.46% yield.


TTM20252024202320222021202020192018201720162015
EINC
VanEck Energy Income ETF
3.75%4.51%3.33%3.77%2.89%6.03%6.69%9.66%11.31%8.53%9.71%28.53%
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

EINC vs. PDI - Drawdown Comparison

The maximum EINC drawdown since its inception was -87.55%, which is greater than PDI's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for EINC and PDI.


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Drawdown Indicators


EINCPDIDifference

Max Drawdown

Largest peak-to-trough decline

-87.55%

-46.47%

-41.08%

Max Drawdown (1Y)

Largest decline over 1 year

-14.67%

-14.34%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-19.87%

-27.23%

+7.36%

Max Drawdown (10Y)

Largest decline over 10 years

-68.85%

-46.47%

-22.38%

Current Drawdown

Current decline from peak

-3.21%

-7.66%

+4.45%

Average Drawdown

Average peak-to-trough decline

-44.79%

-6.22%

-38.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

5.03%

-0.82%

Volatility

EINC vs. PDI - Volatility Comparison

The current volatility for VanEck Energy Income ETF (EINC) is 3.21%, while PIMCO Dynamic Income Fund (PDI) has a volatility of 5.71%. This indicates that EINC 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


EINCPDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

5.71%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

9.96%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

18.18%

18.36%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.47%

15.66%

+3.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.48%

19.06%

+6.42%