HDGE vs. PDI

In the year-to-date period, HDGE achieves a -7.46% return, which is significantly lower than PDI's 17.14% return. Over the past 10 years, HDGE has underperformed PDI with an annualized return of -16.26%, while PDI has yielded a comparatively higher 7.18% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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.

The current HDGE Sharpe Ratio is -0.39, which is lower than the PDI Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of HDGE 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.

HDGE's dividend yield for the trailing twelve months is around 10.35%, less than PDI's 14.46% yield.

The maximum HDGE drawdown since its inception was -93.86%, 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. For additional features, visit the drawdowns tool.

AdvisorShares Ranger Equity Bear ETF (HDGE) has a higher volatility of 4.66% compared to PIMCO Dynamic Income Fund (PDI) at 2.26%. 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.