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GUT vs. PDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GUT vs. PDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gabelli Utility Trust (GUT) 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, GUT achieves a 11.38% return, which is significantly higher than PDI's -1.34% return. Over the past 10 years, GUT has outperformed PDI with an annualized return of 9.25%, while PDI has yielded a comparatively lower 6.63% annualized return.


GUT

1D
0.00%
1M
-3.06%
6M
11.41%
YTD
11.38%
1Y
16.67%
3Y*
8.63%
5Y*
5.18%
10Y*
9.25%
ALL TIME*
7.32%

PDI

1D
-0.68%
1M
-2.92%
6M
-5.41%
YTD
-1.34%
1Y
-3.63%
3Y*
8.66%
5Y*
2.52%
10Y*
6.63%
ALL TIME*
9.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.44M$1.84M$1.53M
$42.57M$40.75M$45.28M

GUT vs. PDI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GUT
The Gabelli Utility Trust
11.38%33.14%6.01%-21.07%-1.10%9.51%13.19%42.32%-7.87%22.98%
PDI
PIMCO Dynamic Income Fund
-1.34%11.03%17.18%11.99%-16.99%7.81%-9.96%22.23%7.35%18.59%

Correlation

The correlation between GUT and PDI is 0.20, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.20

Correlation (3Y)
Balances recent behavior with more history.

0.15

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.21

Correlation (10Y)
Provides a long-term view across more market conditions.

0.21

Correlation (All Time)
Calculated using the full available price history since May 25, 2012

0.22

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Return for Risk

GUT vs. PDI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GUT
GUT Risk / Return Rank: 3838
Overall Rank
GUT Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GUT Sortino Ratio Rank: 3131
Sortino Ratio Rank
GUT Omega Ratio Rank: 3232
Omega Ratio Rank
GUT Calmar Ratio Rank: 4343
Calmar Ratio Rank
GUT Martin Ratio Rank: 5353
Martin Ratio Rank

PDI
PDI Risk / Return Rank: 3030
Overall Rank
PDI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PDI Sortino Ratio Rank: 2525
Sortino Ratio Rank
PDI Omega Ratio Rank: 2525
Omega Ratio Rank
PDI Calmar Ratio Rank: 3333
Calmar Ratio Rank
PDI Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GUT vs. PDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gabelli Utility Trust (GUT) 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.


GUTPDIDifference
Sharpe ratioReturn per unit of total volatility

+1.32

Sortino ratioReturn per unit of downside risk

+1.81

Omega ratioGain probability vs. loss probability

1.19

0.95

+0.24

Calmar ratioReturn relative to maximum drawdown

1.71

-0.32

+2.03

Martin ratioReturn relative to average drawdown

7.17

-0.61

+7.78

GUT vs. PDI - Sharpe Ratio Comparison

The current GUT Sharpe Ratio is 1.02, which is higher than the PDI Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of GUT 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

GUT vs. PDI - Drawdown Comparison

The maximum GUT drawdown since its inception was -52.79%, which is greater than PDI's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for GUT and PDI.


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Drawdown Indicators


GUTPDIDifference

Max Drawdown

Largest peak-to-trough decline

-52.79%

-46.47%

-6.32%

Max Drawdown (1Y)

Largest decline over 1 year

-9.58%

-10.95%

+1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-29.63%

-17.55%

-12.08%

Max Drawdown (5Y)

Largest decline over 5 years

-33.94%

-27.19%

-6.75%

Max Drawdown (10Y)

Largest decline over 10 years

-42.21%

-46.47%

+4.26%

Current Drawdown

Current decline from peak

-8.86%

-9.05%

+0.19%

Average Drawdown

Average peak-to-trough decline

-8.48%

-6.23%

-2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

5.78%

-3.50%

Volatility

GUT vs. PDI - Volatility Comparison

The Gabelli Utility Trust (GUT) has a higher volatility of 7.15% compared to PIMCO Dynamic Income Fund (PDI) at 3.04%. This indicates that GUT'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


GUTPDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.15%

3.04%

+4.11%

Volatility (6M)

Calculated over the trailing 6-month period

12.51%

8.89%

+3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

16.06%

11.83%

+4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.63%

15.58%

+6.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.83%

19.05%

+4.78%

Dividends

GUT vs. PDI - Dividend Comparison

GUT's dividend yield for the trailing twelve months is around 9.45%, less than PDI's 16.54% yield.


PositionTTM20252024202320222021202020192018201720162015
GUT
The Gabelli Utility Trust
9.45%9.95%11.73%11.07%7.99%7.28%7.39%7.72%10.10%8.45%9.52%10.53%
PDI
PIMCO Dynamic Income Fund
16.54%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


GUT and PDI have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GUT has higher volatility (7.15%) compared to PDI (3.04%). In terms of maximum drawdown, GUT dropped -52.79% vs PDI's -46.47%.

GUT currently has the higher Sharpe Ratio (1.02 vs -0.30), 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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