INIVX vs. PDI
INIVX (VanEck International Investors Gold Fund) is Precious Metals fund managed by VanEck, while PDI (PIMCO Dynamic Income Fund) is a stock. Over the past 10 years, INIVX returned 15.45%/yr vs 7.53%/yr for PDI. At a 0.15 correlation, their price movements are largely independent.
Performance
INIVX vs. PDI - Performance Comparison
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Returns By Period
In the year-to-date period, INIVX achieves a 7.71% return, which is significantly higher than PDI's 0.45% return. Over the past 10 years, INIVX has outperformed PDI with an annualized return of 15.45%, while PDI has yielded a comparatively lower 7.53% annualized return.
INIVX
- 1D
- 1.30%
- 1M
- 2.41%
- YTD
- 7.71%
- 6M
- 16.89%
- 1Y
- 78.67%
- 3Y*
- 48.46%
- 5Y*
- 21.66%
- 10Y*
- 15.45%
PDI
- 1D
- 0.06%
- 1M
- -3.25%
- YTD
- 0.45%
- 6M
- -0.44%
- 1Y
- 2.55%
- 3Y*
- 11.73%
- 5Y*
- 2.68%
- 10Y*
- 7.53%
INIVX vs. PDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INIVX VanEck International Investors Gold Fund | 7.71% | 165.88% | 14.37% | 9.67% | -13.77% | -14.23% | 40.91% | 38.15% | -16.01% | 13.06% |
PDI PIMCO Dynamic Income Fund | 0.45% | 11.03% | 17.18% | 11.99% | -16.99% | 7.81% | -9.96% | 22.23% | 7.35% | 18.59% |
Correlation
The correlation between INIVX and PDI is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since May 29, 2012 | 0.15 |
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Return for Risk
INIVX vs. PDI — Risk / Return Rank
INIVX
PDI
INIVX vs. PDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck International Investors Gold Fund (INIVX) 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.
| INIVX | PDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.53 | ||
| Sortino ratioReturn per unit of downside risk | +1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.06 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 0.23 | +2.41 |
| Martin ratioReturn relative to average drawdown | 7.36 | 0.52 | +6.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| INIVX | PDI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 0.23 | +1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.17 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.40 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.59 | -0.32 |
Drawdowns
INIVX vs. PDI - Drawdown Comparison
The maximum INIVX drawdown since its inception was -78.96%, which is greater than PDI's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for INIVX and PDI.
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Drawdown Indicators
| INIVX | PDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.96% | -46.47% | -32.49% |
Max Drawdown (1Y)Largest decline over 1 year | -29.60% | -10.95% | -18.65% |
Max Drawdown (3Y)Largest decline over 3 years | -29.60% | -17.55% | -12.05% |
Max Drawdown (5Y)Largest decline over 5 years | -44.66% | -27.23% | -17.43% |
Max Drawdown (10Y)Largest decline over 10 years | -51.20% | -46.47% | -4.73% |
Current DrawdownCurrent decline from peak | -20.95% | -7.41% | -13.54% |
Average DrawdownAverage peak-to-trough decline | -37.77% | -6.22% | -31.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.62% | 4.92% | +5.70% |
Volatility
INIVX vs. PDI - Volatility Comparison
VanEck International Investors Gold Fund (INIVX) has a higher volatility of 14.11% compared to PIMCO Dynamic Income Fund (PDI) at 3.27%. This indicates that INIVX'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
| INIVX | PDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.11% | 3.27% | +10.84% |
Volatility (6M)Calculated over the trailing 6-month period | 37.74% | 8.12% | +29.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.95% | 11.19% | +33.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.18% | 15.53% | +18.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.99% | 19.05% | +14.94% |
Dividends
INIVX vs. PDI - Dividend Comparison
INIVX's dividend yield for the trailing twelve months is around 5.58%, less than PDI's 15.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INIVX VanEck International Investors Gold Fund | 5.58% | 6.01% | 7.45% | 0.10% | 0.00% | 6.40% | 11.70% | 3.66% | 2.87% | 3.76% | 6.40% | 0.00% |
PDI PIMCO Dynamic Income Fund | 15.82% | 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
INIVX and PDI have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INIVX has higher volatility (14.11%) compared to PDI (3.27%). In terms of maximum drawdown, INIVX dropped -78.96% vs PDI's -46.47%.
INIVX currently has the higher Sharpe Ratio (1.75 vs 0.23), 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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