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FCO vs. PDI
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

FCO vs. PDI - Performance Comparison

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

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FCO vs. PDI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCO
Aberdeen Global Income Fund, Inc.
14.91%-40.54%5.60%54.99%-23.62%2.57%11.43%25.17%-10.65%22.01%
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%

Fundamentals

Market Cap

FCO:

$42.45M

PDI:

$7.06B

EPS

FCO:

$0.68

PDI:

$3.86

PE Ratio

FCO:

4.62

PDI:

4.44

PS Ratio

FCO:

3.95

PDI:

3.29

PB Ratio

FCO:

1.04

PDI:

0.95

Total Revenue (TTM)

FCO:

$10.73M

PDI:

$2.03B

Gross Profit (TTM)

FCO:

$5.77M

PDI:

$1.51B

EBITDA (TTM)

FCO:

$16.10M

PDI:

$2.09B

Returns By Period

In the year-to-date period, FCO achieves a 14.91% return, which is significantly higher than PDI's 0.17% return. Over the past 10 years, FCO has underperformed PDI with an annualized return of 3.02%, while PDI has yielded a comparatively higher 8.14% annualized return.


FCO

1D
2.94%
1M
-1.54%
YTD
14.91%
6M
20.99%
1Y
-35.18%
3Y*
0.70%
5Y*
-4.22%
10Y*
3.02%

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

FCO vs. PDI — Risk / Return Rank

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

FCO
FCO Risk / Return Rank: 1616
Overall Rank
FCO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FCO Sortino Ratio Rank: 1616
Sortino Ratio Rank
FCO Omega Ratio Rank: 77
Omega Ratio Rank
FCO Calmar Ratio Rank: 2121
Calmar Ratio Rank
FCO Martin Ratio Rank: 2626
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.

FCO vs. PDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Global Income Fund, Inc. (FCO) 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.


FCOPDIDifference

Sharpe ratio

Return per unit of total volatility

-0.76

-0.02

-0.74

Sortino ratio

Return per unit of downside risk

-0.71

0.09

-0.79

Omega ratio

Gain probability vs. loss probability

0.82

1.02

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.62

-0.01

-0.61

Martin ratio

Return relative to average drawdown

-0.93

-0.03

-0.91

FCO vs. PDI - Sharpe Ratio Comparison

The current FCO Sharpe Ratio is -0.76, which is lower than the PDI Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of FCO 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


FCOPDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.76

-0.02

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.23

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.43

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.59

-0.44

Correlation

The correlation between FCO and PDI is 0.21, 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

FCO vs. PDI - Dividend Comparison

FCO's dividend yield for the trailing twelve months is around 26.67%, more than PDI's 15.46% yield.


TTM20252024202320222021202020192018201720162015
FCO
Aberdeen Global Income Fund, Inc.
26.67%28.72%14.24%13.00%17.43%11.44%10.63%10.45%11.80%9.52%10.55%10.92%
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

FCO vs. PDI - Drawdown Comparison

The maximum FCO drawdown since its inception was -56.98%, which is greater than PDI's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for FCO and PDI.


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Drawdown Indicators


FCOPDIDifference

Max Drawdown

Largest peak-to-trough decline

-56.98%

-46.47%

-10.51%

Max Drawdown (1Y)

Largest decline over 1 year

-56.98%

-14.34%

-42.64%

Max Drawdown (5Y)

Largest decline over 5 years

-56.98%

-27.23%

-29.75%

Max Drawdown (10Y)

Largest decline over 10 years

-56.98%

-46.47%

-10.51%

Current Drawdown

Current decline from peak

-44.99%

-7.66%

-37.33%

Average Drawdown

Average peak-to-trough decline

-16.30%

-6.22%

-10.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.89%

5.03%

+32.86%

Volatility

FCO vs. PDI - Volatility Comparison

Aberdeen Global Income Fund, Inc. (FCO) has a higher volatility of 9.29% compared to PIMCO Dynamic Income Fund (PDI) at 5.71%. This indicates that FCO'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


FCOPDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.29%

5.71%

+3.58%

Volatility (6M)

Calculated over the trailing 6-month period

19.61%

9.96%

+9.65%

Volatility (1Y)

Calculated over the trailing 1-year period

46.33%

18.36%

+27.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.96%

15.66%

+15.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.42%

19.06%

+7.36%

Financials

FCO vs. PDI - Financials Comparison

This section allows you to compare key financial metrics between Aberdeen Global Income Fund, Inc. and PIMCO Dynamic Income Fund. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00100.00M200.00M300.00M400.00M500.00M600.00M700.00M20212022202320242025
1.64M
615.21M
(FCO) Total Revenue
(PDI) Total Revenue
Values in USD except per share items