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GPIX vs. PDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GPIX vs. PDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs S&P 500 Premium Income ETF (GPIX) and PIMCO Dynamic Income Fund (PDI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GPIX achieves a 8.64% return, which is significantly higher than PDI's -0.81% return.


GPIX

1D
0.55%
1M
0.31%
YTD
8.64%
6M
9.22%
1Y
22.76%
3Y*
5Y*
10Y*

PDI

1D
-0.79%
1M
-3.50%
YTD
-0.81%
6M
-0.75%
1Y
0.14%
3Y*
10.87%
5Y*
2.19%
10Y*
7.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GPIX vs. PDI - Yearly Performance Comparison


2026 (YTD)202520242023
GPIX
Goldman Sachs S&P 500 Premium Income ETF
8.64%16.25%21.77%13.04%
PDI
PIMCO Dynamic Income Fund
-0.81%11.03%17.18%18.51%

Correlation

The correlation between GPIX and PDI is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2023

0.33

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Return for Risk

GPIX vs. PDI — Risk / Return Rank

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

GPIX
GPIX Risk / Return Rank: 7777
Overall Rank
GPIX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GPIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
GPIX Omega Ratio Rank: 8080
Omega Ratio Rank
GPIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
GPIX Martin Ratio Rank: 8383
Martin Ratio Rank

PDI
PDI Risk / Return Rank: 4040
Overall Rank
PDI Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
PDI Sortino Ratio Rank: 3434
Sortino Ratio Rank
PDI Omega Ratio Rank: 3434
Omega Ratio Rank
PDI Calmar Ratio Rank: 4343
Calmar Ratio Rank
PDI Martin Ratio Rank: 4343
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.

GPIX vs. PDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs S&P 500 Premium Income ETF (GPIX) 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.


GPIXPDIDifference
Sharpe ratioReturn per unit of total volatility

+2.14

Sortino ratioReturn per unit of downside risk

+2.85

Omega ratioGain probability vs. loss probability

1.41

1.01

+0.39

Calmar ratioReturn relative to maximum drawdown

2.97

0.01

+2.95

Martin ratioReturn relative to average drawdown

14.51

0.03

+14.49

GPIX vs. PDI - Sharpe Ratio Comparison

The current GPIX Sharpe Ratio is 2.15, which is higher than the PDI Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of GPIX and PDI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GPIX vs. PDI - Drawdown Comparison

The maximum GPIX drawdown since its inception was -17.50%, smaller than the maximum PDI drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for GPIX and PDI.


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Drawdown Indicators


GPIXPDIDifference

Max Drawdown

Largest peak-to-trough decline

-17.50%

-46.47%

+28.97%

Max Drawdown (1Y)

Largest decline over 1 year

-7.71%

-10.95%

+3.24%

Max Drawdown (3Y)

Largest decline over 3 years

-17.55%

Max Drawdown (5Y)

Largest decline over 5 years

-27.19%

Max Drawdown (10Y)

Largest decline over 10 years

-46.47%

Current Drawdown

Current decline from peak

-1.63%

-8.56%

+6.93%

Average Drawdown

Average peak-to-trough decline

-1.49%

-6.22%

+4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

5.09%

-3.52%

Volatility

GPIX vs. PDI - Volatility Comparison

Goldman Sachs S&P 500 Premium Income ETF (GPIX) has a higher volatility of 3.77% compared to PIMCO Dynamic Income Fund (PDI) at 3.31%. This indicates that GPIX'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


GPIXPDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

3.31%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

8.27%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

10.62%

11.31%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.86%

15.53%

-1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.86%

19.04%

-5.18%

Dividends

GPIX vs. PDI - Dividend Comparison

GPIX's dividend yield for the trailing twelve months is around 8.09%, less than PDI's 16.24% yield.


PositionTTM20252024202320222021202020192018201720162015
GPIX
Goldman Sachs S&P 500 Premium Income ETF
8.09%8.01%7.45%1.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PDI
PIMCO Dynamic Income Fund
16.24%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


GPIX and PDI have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GPIX has higher volatility (3.77%) compared to PDI (3.31%). In terms of maximum drawdown, GPIX dropped -17.50% vs PDI's -46.47%.

GPIX currently has the higher Sharpe Ratio (2.15 vs 0.01), 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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