GOF vs. PDI
GOF (Guggenheim Strategic Opportunities Fund) is Multisector Bonds fund actively managed by Guggenheim, while PDI (PIMCO Dynamic Income Fund) is a stock. Over the past 10 years, GOF returned 7.80%/yr vs 7.33%/yr for PDI. At a 0.36 correlation, their price movements are largely independent.
Performance
GOF vs. PDI - Performance Comparison
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Returns By Period
In the year-to-date period, GOF achieves a -8.44% return, which is significantly lower than PDI's -1.18% return. Over the past 10 years, GOF has outperformed PDI with an annualized return of 7.80%, while PDI has yielded a comparatively lower 7.33% annualized return.
GOF
- 1D
- 0.19%
- 1M
- -1.53%
- YTD
- -8.44%
- 6M
- -3.65%
- 1Y
- -12.39%
- 3Y*
- 3.32%
- 5Y*
- 0.33%
- 10Y*
- 7.80%
PDI
- 1D
- -0.61%
- 1M
- -0.90%
- YTD
- -1.18%
- 6M
- -1.29%
- 1Y
- 0.25%
- 3Y*
- 9.94%
- 5Y*
- 2.52%
- 10Y*
- 7.33%
GOF vs. PDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOF Guggenheim Strategic Opportunities Fund | -8.44% | -1.92% | 38.04% | -3.04% | -5.78% | 4.90% | 21.51% | 10.51% | -5.95% | 22.01% |
PDI PIMCO Dynamic Income Fund | -1.18% | 11.03% | 17.18% | 11.99% | -16.99% | 7.81% | -9.96% | 22.23% | 7.35% | 18.59% |
Correlation
The correlation between GOF and PDI is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since May 25, 2012 | 0.36 |
The correlation between GOF and PDI shifts across timeframes, from 0.36 (all time) to 0.53 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
GOF vs. PDI — Risk / Return Rank
GOF
PDI
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GOF | PDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.02 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 0.02 | -0.56 |
| Martin ratioReturn relative to average drawdown | -0.97 | 0.05 | -1.02 |
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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.
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Drawdown Indicators
| GOF | PDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.66% | -46.47% | -8.19% |
Max Drawdown (1Y)Largest decline over 1 year | -23.24% | -10.95% | -12.29% |
Max Drawdown (3Y)Largest decline over 3 years | -28.56% | -17.55% | -11.01% |
Max Drawdown (5Y)Largest decline over 5 years | -32.41% | -27.19% | -5.22% |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | -46.47% | +7.97% |
Current DrawdownCurrent decline from peak | -18.44% | -8.90% | -9.54% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -6.22% | -0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.79% | 5.21% | +7.58% |
Volatility
GOF vs. PDI - Volatility Comparison
Guggenheim Strategic Opportunities Fund (GOF) has a higher volatility of 3.19% compared to PIMCO Dynamic Income Fund (PDI) at 2.87%. 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.
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Volatility by Period
| GOF | PDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 2.87% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 11.05% | 8.49% | +2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.03% | 11.45% | +6.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.18% | 15.56% | +2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.53% | 19.05% | +0.48% |
Dividends
GOF vs. PDI - Dividend Comparison
GOF's dividend yield for the trailing twelve months is around 20.35%, more than PDI's 16.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOF Guggenheim Strategic Opportunities Fund | 20.35% | 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 | 16.29% | 14.94% | 14.43% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 18.70% |
Frequently Asked Questions
GOF and PDI have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOF has higher volatility (3.19%) compared to PDI (2.87%). In terms of maximum drawdown, GOF dropped -54.66% vs PDI's -46.47%.
PDI currently has the higher Sharpe Ratio (0.02 vs -0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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