PortfoliosLab logo
HYHG vs. PDI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HYHG and PDI is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

HYHG vs. PDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares High Yield-Interest Rate Hedged (HYHG) and PIMCO Dynamic Income Fund (PDI). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

HYHG:

0.76

PDI:

0.75

Sortino Ratio

HYHG:

1.10

PDI:

0.96

Omega Ratio

HYHG:

1.18

PDI:

1.24

Calmar Ratio

HYHG:

0.84

PDI:

0.87

Martin Ratio

HYHG:

3.35

PDI:

3.06

Ulcer Index

HYHG:

1.88%

PDI:

4.11%

Daily Std Dev

HYHG:

8.61%

PDI:

17.37%

Max Drawdown

HYHG:

-25.71%

PDI:

-46.47%

Current Drawdown

HYHG:

-2.98%

PDI:

-2.98%

Returns By Period

In the year-to-date period, HYHG achieves a -0.32% return, which is significantly lower than PDI's 8.88% return. Over the past 10 years, HYHG has underperformed PDI with an annualized return of 4.43%, while PDI has yielded a comparatively higher 8.08% annualized return.


HYHG

YTD

-0.32%

1M

1.48%

6M

0.27%

1Y

6.52%

5Y*

8.40%

10Y*

4.43%

PDI

YTD

8.88%

1M

1.56%

6M

3.01%

1Y

12.93%

5Y*

8.83%

10Y*

8.08%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

HYHG vs. PDI — Risk-Adjusted Performance Rank

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

HYHG
The Risk-Adjusted Performance Rank of HYHG is 7676
Overall Rank
The Sharpe Ratio Rank of HYHG is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of HYHG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of HYHG is 7878
Omega Ratio Rank
The Calmar Ratio Rank of HYHG is 7979
Calmar Ratio Rank
The Martin Ratio Rank of HYHG is 7878
Martin Ratio Rank

PDI
The Risk-Adjusted Performance Rank of PDI is 7777
Overall Rank
The Sharpe Ratio Rank of PDI is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of PDI is 6565
Sortino Ratio Rank
The Omega Ratio Rank of PDI is 8181
Omega Ratio Rank
The Calmar Ratio Rank of PDI is 8282
Calmar Ratio Rank
The Martin Ratio Rank of PDI is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HYHG vs. PDI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares High Yield-Interest Rate Hedged (HYHG) 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 HYHG Sharpe Ratio is 0.76, which is comparable to the PDI Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of HYHG 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.


Loading data...

Dividends

HYHG vs. PDI - Dividend Comparison

HYHG's dividend yield for the trailing twelve months is around 6.92%, less than PDI's 13.91% yield.


TTM20242023202220212020201920182017201620152014
HYHG
ProShares High Yield-Interest Rate Hedged
6.92%6.57%6.07%5.58%4.54%5.21%6.06%6.45%5.57%5.37%6.37%5.51%
PDI
PIMCO Dynamic Income Fund
13.91%14.45%14.74%17.84%10.21%10.01%9.45%10.78%8.81%14.79%15.08%13.43%

Drawdowns

HYHG vs. PDI - Drawdown Comparison

The maximum HYHG drawdown since its inception was -25.71%, smaller than the maximum PDI drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for HYHG and PDI. For additional features, visit the drawdowns tool.


Loading data...

Volatility

HYHG vs. PDI - Volatility Comparison


Loading data...