PortfoliosLab logoPortfoliosLab logo
EINC vs. PDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

Loading charts...

Returns By Period

In the year-to-date period, EINC achieves a 24.27% return, which is significantly higher than PDI's -1.18% return. Over the past 10 years, EINC has outperformed PDI with an annualized return of 11.88%, while PDI has yielded a comparatively lower 7.33% annualized return.


EINC

1D
1.33%
1M
-5.79%
YTD
24.27%
6M
25.77%
1Y
27.21%
3Y*
29.77%
5Y*
20.86%
10Y*
11.88%

PDI

1D
-0.61%
1M
-0.90%
YTD
-1.18%
6M
-1.29%
1Y
0.25%
3Y*
9.94%
5Y*
2.52%
10Y*
7.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EINC vs. PDI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EINC
VanEck Energy Income ETF
24.27%7.11%42.79%15.55%19.18%38.05%-19.89%16.98%-19.85%-3.45%
PDI
PIMCO Dynamic Income Fund
-1.18%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 -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

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 -0.13 (1 year) to 0.28 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 5757
Overall Rank
EINC Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EINC Sortino Ratio Rank: 5252
Sortino Ratio Rank
EINC Omega Ratio Rank: 5252
Omega Ratio Rank
EINC Calmar Ratio Rank: 7171
Calmar Ratio Rank
EINC Martin Ratio Rank: 5353
Martin Ratio Rank

PDI
PDI Risk / Return Rank: 3939
Overall Rank
PDI Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
PDI Sortino Ratio Rank: 3434
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.

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.


EINCPDIDifference
Sharpe ratioReturn per unit of total volatility

+1.79

Sortino ratioReturn per unit of downside risk

+2.36

Omega ratioGain probability vs. loss probability

1.32

1.02

+0.30

Calmar ratioReturn relative to maximum drawdown

3.47

0.02

+3.44

Martin ratioReturn relative to average drawdown

8.82

0.05

+8.77

EINC vs. PDI - Sharpe Ratio Comparison

The current EINC Sharpe Ratio is 1.82, which is higher than the PDI Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of EINC and PDI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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.


Loading charts...

Drawdown Indicators


EINCPDIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.79%

-8.90%

+3.11%

Average Drawdown

Average peak-to-trough decline

-44.16%

-6.22%

-37.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

5.21%

-2.12%

Volatility

EINC vs. PDI - Volatility Comparison

VanEck Energy Income ETF (EINC) has a higher volatility of 6.32% compared to PIMCO Dynamic Income Fund (PDI) at 2.87%. 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.


Loading charts...

Volatility by Period


EINCPDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

2.87%

+3.45%

Volatility (6M)

Calculated over the trailing 6-month period

11.86%

8.49%

+3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

15.07%

11.45%

+3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.54%

15.56%

+3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.43%

19.05%

+6.38%

Dividends

EINC vs. PDI - Dividend Comparison

EINC's dividend yield for the trailing twelve months is around 3.56%, less than PDI's 16.29% yield.


PositionTTM20252024202320222021202020192018201720162015
EINC
VanEck Energy Income ETF
3.56%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
16.29%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 -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EINC has higher volatility (6.32%) compared to PDI (2.87%). In terms of maximum drawdown, EINC dropped -87.55% vs PDI's -46.47%.

EINC currently has the higher Sharpe Ratio (1.82 vs 0.02), 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.

Portfolio Optimizer

Find the right allocation for EINC and PDI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer