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HDGE vs. PDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDGE vs. PDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Ranger Equity Bear ETF (HDGE) 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, HDGE achieves a 6.12% return, which is significantly higher than PDI's -1.30% return. Over the past 10 years, HDGE has underperformed PDI with an annualized return of -15.19%, while PDI has yielded a comparatively higher 7.32% annualized return.


HDGE

1D
-0.47%
1M
0.12%
YTD
6.12%
6M
6.85%
1Y
2.56%
3Y*
-4.06%
5Y*
-1.94%
10Y*
-15.19%

PDI

1D
-0.12%
1M
-1.03%
YTD
-1.30%
6M
-1.19%
1Y
0.13%
3Y*
9.89%
5Y*
2.45%
10Y*
7.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDGE vs. PDI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDGE
AdvisorShares Ranger Equity Bear ETF
6.12%1.50%-8.01%-26.98%16.59%-18.61%-43.47%-36.27%7.53%-15.24%
PDI
PIMCO Dynamic Income Fund
-1.30%11.03%17.18%11.99%-16.99%7.81%-9.96%22.23%7.35%18.59%

Correlation

The correlation between HDGE and PDI is -0.31, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.31

Correlation (3Y)
Calculated over the trailing 3-year period

-0.26

Correlation (5Y)
Calculated over the trailing 5-year period

-0.38

Correlation (10Y)
Calculated over the trailing 10-year period

-0.35

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

-0.32

The correlation between HDGE and PDI shifts across timeframes, from -0.38 (5 years) to -0.26 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

HDGE vs. PDI — Risk / Return Rank

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

HDGE
HDGE Risk / Return Rank: 1010
Overall Rank
HDGE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
HDGE Sortino Ratio Rank: 1010
Sortino Ratio Rank
HDGE Omega Ratio Rank: 1010
Omega Ratio Rank
HDGE Calmar Ratio Rank: 1111
Calmar Ratio Rank
HDGE Martin Ratio Rank: 1111
Martin Ratio Rank

PDI
PDI Risk / Return Rank: 3939
Overall Rank
PDI Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
PDI Sortino Ratio Rank: 3333
Sortino Ratio Rank
PDI Omega Ratio Rank: 3434
Omega Ratio Rank
PDI Calmar Ratio Rank: 4242
Calmar Ratio Rank
PDI Martin Ratio Rank: 4242
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.

HDGE vs. PDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Ranger Equity Bear ETF (HDGE) 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.


HDGEPDIDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.04

1.01

+0.02

Calmar ratioReturn relative to maximum drawdown

0.21

0.01

+0.20

Martin ratioReturn relative to average drawdown

0.43

0.02

+0.41

HDGE vs. PDI - Sharpe Ratio Comparison

The current HDGE Sharpe Ratio is 0.14, which is higher than the PDI Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of HDGE 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

HDGE vs. PDI - Drawdown Comparison

The maximum HDGE drawdown since its inception was -93.88%, which is greater than PDI's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for HDGE and PDI.


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Drawdown Indicators


HDGEPDIDifference

Max Drawdown

Largest peak-to-trough decline

-93.88%

-46.47%

-47.41%

Max Drawdown (1Y)

Largest decline over 1 year

-12.26%

-10.95%

-1.31%

Max Drawdown (3Y)

Largest decline over 3 years

-29.46%

-17.55%

-11.91%

Max Drawdown (5Y)

Largest decline over 5 years

-42.97%

-27.19%

-15.78%

Max Drawdown (10Y)

Largest decline over 10 years

-83.69%

-46.47%

-37.22%

Current Drawdown

Current decline from peak

-93.03%

-9.01%

-84.02%

Average Drawdown

Average peak-to-trough decline

-70.17%

-6.22%

-63.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.97%

5.24%

+0.73%

Volatility

HDGE vs. PDI - Volatility Comparison

AdvisorShares Ranger Equity Bear ETF (HDGE) has a higher volatility of 5.85% compared to PIMCO Dynamic Income Fund (PDI) at 2.87%. This indicates that HDGE'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


HDGEPDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

2.87%

+2.98%

Volatility (6M)

Calculated over the trailing 6-month period

12.98%

8.49%

+4.49%

Volatility (1Y)

Calculated over the trailing 1-year period

18.33%

11.43%

+6.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.19%

15.56%

+8.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.50%

19.05%

+4.45%

Dividends

HDGE vs. PDI - Dividend Comparison

HDGE's dividend yield for the trailing twelve months is around 3.29%, less than PDI's 16.31% yield.


PositionTTM20252024202320222021202020192018201720162015
HDGE
AdvisorShares Ranger Equity Bear ETF
3.29%3.50%7.83%9.58%0.00%0.00%0.00%0.22%0.00%0.00%0.00%0.00%
PDI
PIMCO Dynamic Income Fund
16.31%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


HDGE and PDI have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HDGE has higher volatility (5.85%) compared to PDI (2.87%). In terms of maximum drawdown, HDGE dropped -93.88% vs PDI's -46.47%.

HDGE currently has the higher Sharpe Ratio (0.14 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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