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GLO vs. PDI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GLO and PDI is 0.37, 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

GLO vs. PDI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

GLO:

0.93

PDI:

0.67

Sortino Ratio

GLO:

1.30

PDI:

0.90

Omega Ratio

GLO:

1.18

PDI:

1.22

Calmar Ratio

GLO:

0.33

PDI:

0.81

Martin Ratio

GLO:

3.60

PDI:

2.78

Ulcer Index

GLO:

4.30%

PDI:

4.22%

Daily Std Dev

GLO:

17.71%

PDI:

17.51%

Max Drawdown

GLO:

-60.35%

PDI:

-46.47%

Current Drawdown

GLO:

-37.00%

PDI:

-3.80%

Fundamentals

Returns By Period

In the year-to-date period, GLO achieves a 7.55% return, which is significantly lower than PDI's 7.96% return. Over the past 10 years, GLO has underperformed PDI with an annualized return of 3.08%, while PDI has yielded a comparatively higher 7.81% annualized return.


GLO

YTD

7.55%

1M

6.45%

6M

4.94%

1Y

16.39%

3Y*

-0.93%

5Y*

3.21%

10Y*

3.08%

PDI

YTD

7.96%

1M

2.27%

6M

4.54%

1Y

11.74%

3Y*

8.90%

5Y*

7.95%

10Y*

7.81%

*Annualized

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Clough Global Opportunities Fund

PIMCO Dynamic Income Fund

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

GLO vs. PDI — Risk-Adjusted Performance Rank

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

GLO
The Risk-Adjusted Performance Rank of GLO is 7474
Overall Rank
The Sharpe Ratio Rank of GLO is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of GLO is 7272
Sortino Ratio Rank
The Omega Ratio Rank of GLO is 7373
Omega Ratio Rank
The Calmar Ratio Rank of GLO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of GLO is 8181
Martin Ratio Rank

PDI
The Risk-Adjusted Performance Rank of PDI is 7474
Overall Rank
The Sharpe Ratio Rank of PDI is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of PDI is 6262
Sortino Ratio Rank
The Omega Ratio Rank of PDI is 7878
Omega Ratio Rank
The Calmar Ratio Rank of PDI is 8080
Calmar Ratio Rank
The Martin Ratio Rank of PDI is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GLO vs. PDI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Clough Global Opportunities Fund (GLO) 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.


The current GLO Sharpe Ratio is 0.93, which is higher than the PDI Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of GLO 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

GLO vs. PDI - Dividend Comparison

GLO's dividend yield for the trailing twelve months is around 11.19%, less than PDI's 14.20% yield.


TTM20242023202220212020201920182017201620152014
GLO
Clough Global Opportunities Fund
11.19%11.25%12.33%22.32%12.26%9.69%11.12%14.48%10.11%12.63%11.49%11.00%
PDI
PIMCO Dynamic Income Fund
14.20%14.45%14.74%17.84%10.21%10.01%9.45%10.78%8.81%14.79%15.08%13.43%

Drawdowns

GLO vs. PDI - Drawdown Comparison

The maximum GLO drawdown since its inception was -60.35%, which is greater than PDI's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for GLO and PDI.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

GLO vs. PDI - Volatility Comparison

Clough Global Opportunities Fund (GLO) and PIMCO Dynamic Income Fund (PDI) have volatilities of 2.87% and 2.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

GLO vs. PDI - Financials Comparison

This section allows you to compare key financial metrics between Clough Global Opportunities Fund 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


(GLO) Total Revenue
(PDI) Total Revenue
Values in USD except per share items