GOF vs. PDI

Last updated Apr 1, 2026

Compare and contrast key facts about Guggenheim Strategic Opportunities Fund (GOF) and PIMCO Dynamic Income Fund (PDI).

GOF is an actively managed fund by Guggenheim. It was launched on Jul 26, 2007.

Performance

GOF vs. PDI - Performance Comparison

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

GOF vs. PDI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GOF Guggenheim Strategic Opportunities Fund	-10.50%	-1.92%	38.04%	-3.04%	-5.78%	4.90%	21.51%	10.51%	-5.95%	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%

Returns By Period

In the year-to-date period, GOF achieves a -10.50% return, which is significantly lower than PDI's 0.17% return. Both investments have delivered pretty close results over the past 10 years, with GOF having a 8.35% annualized return and PDI not far behind at 8.14%.

GOF

• 1D: 3.47%
• 1M: -6.66%
• YTD: -10.50%
• 6M: -19.80%
• 1Y: -16.95%
• 3Y*: 2.28%
• 5Y*: 0.76%
• 10Y*: 8.35%

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)

Return for Risk

GOF vs. PDI — Risk / Return Rank

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

GOF

GOF Risk / Return Rank: 1
GOF Sharpe Ratio Rank: 1
GOF Sortino Ratio Rank: 1
GOF Omega Ratio Rank: 1
GOF Calmar Ratio Rank: 1
GOF Martin Ratio Rank: 1

PDI

PDI Risk / Return Rank: 38
PDI Sharpe Ratio Rank: 41
PDI Sortino Ratio Rank: 33
PDI Omega Ratio Rank: 34
PDI Calmar Ratio Rank: 42
PDI Martin Ratio Rank: 42

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.

GOF vs. PDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Strategic Opportunities Fund (GOF) 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.

	GOF	PDI	Difference
Sharpe ratio Return per unit of total volatility	-0.81	-0.02	-0.78
Sortino ratio Return per unit of downside risk	-0.91	0.09	-1.00
Omega ratio Gain probability vs. loss probability	0.84	1.02	-0.18
Calmar ratio Return relative to maximum drawdown	-0.72	-0.01	-0.71
Martin ratio Return relative to average drawdown	-1.63	-0.03	-1.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GOF vs. PDI - Sharpe Ratio Comparison

The current GOF Sharpe Ratio is -0.81, which is lower than the PDI Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of GOF 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.

Sharpe Ratios by Period

	GOF	PDI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.81	-0.02	-0.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	0.23	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	0.43	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.59	-0.18

Correlation

The correlation between GOF and PDI is 0.36, 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

GOF vs. PDI - Dividend Comparison

GOF's dividend yield for the trailing twelve months is around 19.83%, more than PDI's 15.46% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GOF Guggenheim Strategic Opportunities Fund	19.83%	16.97%	14.32%	17.07%	14.36%	11.93%	11.26%	12.08%	11.96%	10.13%	11.13%	12.98%
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

GOF vs. PDI - Drawdown Comparison

The maximum GOF drawdown since its inception was -54.66%, which is greater than PDI's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for GOF and PDI.

Drawdown Indicators

	GOF	PDI	Difference
Max Drawdown Largest peak-to-trough decline	-54.66%	-46.47%	-8.19%
Max Drawdown (1Y) Largest decline over 1 year	-23.24%	-14.34%	-8.90%
Max Drawdown (5Y) Largest decline over 5 years	-32.41%	-27.23%	-5.18%
Max Drawdown (10Y) Largest decline over 10 years	-38.50%	-46.47%	+7.97%
Current Drawdown Current decline from peak	-20.28%	-7.66%	-12.62%
Average Drawdown Average peak-to-trough decline	-6.96%	-6.22%	-0.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.31%	5.03%	+5.28%

Volatility

GOF vs. PDI - Volatility Comparison

Guggenheim Strategic Opportunities Fund (GOF) has a higher volatility of 6.45% compared to PIMCO Dynamic Income Fund (PDI) at 5.71%. This indicates that GOF'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.

Volatility by Period

	GOF	PDI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.45%	5.71%	+0.74%
Volatility (6M) Calculated over the trailing 6-month period	16.88%	9.96%	+6.92%
Volatility (1Y) Calculated over the trailing 1-year period	21.08%	18.36%	+2.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.71%	15.66%	+3.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.48%	19.06%	+0.42%