EINC vs. PDI
Compare and contrast key facts about VanEck Energy Income ETF (EINC) and PIMCO Dynamic Income Fund (PDI).
EINC is a passively managed fund by VanEck that tracks the performance of the MVIS North America Energy Infrastructure Index. It was launched on Mar 13, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EINC or PDI.
Key characteristics
| EINC | PDI | |
|---|---|---|
| YTD Return | 44.38% | 23.13% |
| 1Y Return | 50.89% | 33.43% |
| 3Y Return (Ann) | 23.56% | 4.03% |
| 5Y Return (Ann) | 17.94% | 2.03% |
| 10Y Return (Ann) | -1.61% | 7.81% |
| Sharpe Ratio | 3.89 | 2.87 |
| Sortino Ratio | 5.20 | 3.38 |
| Omega Ratio | 1.68 | 1.68 |
| Calmar Ratio | 1.02 | 1.50 |
| Martin Ratio | 30.57 | 16.67 |
| Ulcer Index | 1.69% | 1.84% |
| Daily Std Dev | 13.32% | 10.68% |
| Max Drawdown | -87.56% | -46.47% |
| Current Drawdown | -25.81% | -4.46% |
Correlation
The correlation between EINC and PDI is 0.29, 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.
Performance
EINC vs. PDI - Performance Comparison
In the year-to-date period, EINC achieves a 44.38% return, which is significantly higher than PDI's 23.13% return. Over the past 10 years, EINC has underperformed PDI with an annualized return of -1.61%, while PDI has yielded a comparatively higher 7.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EINC vs. PDI - Risk-Adjusted Performance 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.
Dividends
EINC vs. PDI - Dividend Comparison
EINC's dividend yield for the trailing twelve months is around 3.30%, less than PDI's 13.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EINC VanEck Energy Income ETF | 3.30% | 3.77% | 2.89% | 6.03% | 6.69% | 9.66% | 11.31% | 8.53% | 9.71% | 28.53% | 12.41% | 8.90% |
PDI PIMCO Dynamic Income Fund | 13.60% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 15.08% | 13.43% | 11.59% |
Drawdowns
EINC vs. PDI - Drawdown Comparison
The maximum EINC drawdown since its inception was -87.56%, 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. For additional features, visit the drawdowns tool.
Volatility
EINC vs. PDI - Volatility Comparison
The current volatility for VanEck Energy Income ETF (EINC) is 4.95%, while PIMCO Dynamic Income Fund (PDI) has a volatility of 5.47%. 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.