GHVIX vs. PDI
Compare and contrast key facts about GMO High Yield Fund (GHVIX) and PIMCO Dynamic Income Fund (PDI).
GHVIX is managed by GMO. It was launched on Jun 25, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GHVIX or PDI.
Correlation
The correlation between GHVIX and PDI is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GHVIX vs. PDI - Performance Comparison
Key characteristics
GHVIX:
2.96
PDI:
1.91
GHVIX:
4.45
PDI:
2.26
GHVIX:
1.60
PDI:
1.44
GHVIX:
4.81
PDI:
2.00
GHVIX:
18.15
PDI:
5.31
GHVIX:
0.57%
PDI:
3.43%
GHVIX:
3.52%
PDI:
9.54%
GHVIX:
-20.44%
PDI:
-46.47%
GHVIX:
0.00%
PDI:
-1.04%
Returns By Period
In the year-to-date period, GHVIX achieves a 1.86% return, which is significantly lower than PDI's 8.81% return.
GHVIX
1.86%
1.01%
3.88%
10.04%
3.67%
N/A
PDI
8.81%
3.80%
10.78%
16.48%
2.19%
8.23%
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Risk-Adjusted Performance
GHVIX vs. PDI — Risk-Adjusted Performance Rank
GHVIX
PDI
GHVIX vs. PDI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO High Yield Fund (GHVIX) 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
GHVIX vs. PDI - Dividend Comparison
GHVIX's dividend yield for the trailing twelve months is around 14.26%, more than PDI's 13.60% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GHVIX GMO High Yield Fund | 14.26% | 14.53% | 4.37% | 7.91% | 8.87% | 1.93% | 7.76% | 3.20% | 0.00% | 0.00% | 0.00% | 0.00% |
PDI PIMCO Dynamic Income Fund | 13.60% | 14.45% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 15.08% | 13.43% |
Drawdowns
GHVIX vs. PDI - Drawdown Comparison
The maximum GHVIX drawdown since its inception was -20.44%, smaller than the maximum PDI drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for GHVIX and PDI. For additional features, visit the drawdowns tool.
Volatility
GHVIX vs. PDI - Volatility Comparison
The current volatility for GMO High Yield Fund (GHVIX) is 0.77%, while PIMCO Dynamic Income Fund (PDI) has a volatility of 1.36%. This indicates that GHVIX 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.