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 11.88%/yr vs 7.33%/yr for PDI. At a 0.26 correlation, their price movements are largely independent.
Performance
EINC vs. PDI - Performance Comparison
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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%
EINC vs. PDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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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 | +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 |
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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 | -5.79% | -8.90% | +3.11% |
Average DrawdownAverage peak-to-trough decline | -44.16% | -6.22% | -37.94% |
Ulcer IndexDepth 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.
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Volatility by Period
| EINC | PDI | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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