EINC vs. PDI
EINC (VanEck Energy Income ETF) is Energy Equities fund tracking the MVIS North America Energy Infrastructure Index, while PDI (PIMCO Dynamic Income Fund) is a stock. Over the past 10 years, EINC returned 11.84%/yr vs 6.63%/yr for PDI. Their 0.26 correlation means their historical movements had little consistent relationship.
Performance
EINC vs. PDI - Performance Comparison
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Returns By Period
In the year-to-date period, EINC achieves a 28.58% return, which is significantly higher than PDI's -1.34% return. Over the past 10 years, EINC has outperformed PDI with an annualized return of 11.84%, while PDI has yielded a comparatively lower 6.63% annualized return.
EINC
- 1D
- 0.38%
- 1M
- 3.68%
- 6M
- 19.53%
- YTD
- 28.58%
- 1Y
- 30.49%
- 3Y*
- 27.39%
- 5Y*
- 22.71%
- 10Y*
- 11.84%
- ALL TIME*
- 1.07%
PDI
- 1D
- -0.68%
- 1M
- -2.92%
- 6M
- -5.41%
- YTD
- -1.34%
- 1Y
- -3.63%
- 3Y*
- 8.66%
- 5Y*
- 2.52%
- 10Y*
- 6.63%
- ALL TIME*
- 9.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.20M | $2.80M | $2.21M | |
| $42.57M | $40.75M | $45.28M |
EINC vs. PDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EINC VanEck Energy Income ETF | 28.58% | 7.11% | 42.79% | 15.55% | 19.18% | 38.05% | -19.89% | 16.98% | -19.85% | -3.45% |
PDI PIMCO Dynamic Income Fund | -1.34% | 11.03% | 17.18% | 11.99% | -16.99% | 7.81% | -9.96% | 22.23% | 7.35% | 18.59% |
Correlation
The correlation between EINC and PDI is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.27 |
Correlation (All Time) Calculated using the full available price history since May 25, 2012 | 0.26 |
The correlation between EINC and PDI shifts across timeframes, from -0.16 (1 year) to 0.27 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
EINC vs. PDI — Risk / Return Rank
EINC
PDI
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EINC | PDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.28 | ||
| Sortino ratioReturn per unit of downside risk | +3.01 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.95 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 3.87 | -0.32 | +4.20 |
| Martin ratioReturn relative to average drawdown | 9.46 | -0.61 | +10.07 |
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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
| EINC | PDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.55% | -46.47% | -41.08% |
Max Drawdown (1Y)Largest decline over 1 year | -7.89% | -10.95% | +3.06% |
Max Drawdown (3Y)Largest decline over 3 years | -16.01% | -17.55% | +1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -19.87% | -27.19% | +7.32% |
Max Drawdown (10Y)Largest decline over 10 years | -68.85% | -46.47% | -22.38% |
Current DrawdownCurrent decline from peak | -2.52% | -9.05% | +6.53% |
Average DrawdownAverage peak-to-trough decline | -43.84% | -6.23% | -37.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 5.78% | -2.56% |
Volatility
EINC vs. PDI - Volatility Comparison
VanEck Energy Income ETF (EINC) has a higher volatility of 5.57% compared to PIMCO Dynamic Income Fund (PDI) at 3.04%. This indicates that EINC'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.
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Volatility by Period
| EINC | PDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 3.04% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 12.63% | 8.89% | +3.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.42% | 11.83% | +3.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.49% | 15.58% | +3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.33% | 19.05% | +6.28% |
Dividends
EINC vs. PDI - Dividend Comparison
EINC's dividend yield for the trailing twelve months is around 3.44%, less than PDI's 16.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EINC VanEck Energy Income ETF | 2.47% | 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 | 16.54% | 14.94% | 14.43% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 18.70% |
Frequently Asked Questions
EINC and PDI have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EINC has higher volatility (5.57%) compared to PDI (3.04%). In terms of maximum drawdown, EINC dropped -87.55% vs PDI's -46.47%.
EINC currently has the higher Sharpe Ratio (1.98 vs -0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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