JULT vs. PDI
JULT (AllianzIM U.S. Large Cap Buffer10 Jul ETF) is Options Trading fund actively managed by Allianz, while PDI (PIMCO Dynamic Income Fund) is a stock. Over the past 5 years, JULT returned 11.40%/yr vs 2.45%/yr for PDI. At a 0.40 correlation, their price movements are largely independent.
Performance
JULT vs. PDI - Performance Comparison
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Returns By Period
In the year-to-date period, JULT achieves a 6.27% return, which is significantly higher than PDI's -1.30% return.
JULT
- 1D
- 0.01%
- 1M
- 0.78%
- YTD
- 6.27%
- 6M
- 6.21%
- 1Y
- 18.84%
- 3Y*
- 15.61%
- 5Y*
- 11.40%
- 10Y*
- —
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%
JULT vs. PDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JULT AllianzIM U.S. Large Cap Buffer10 Jul ETF | 6.27% | 13.73% | 17.43% | 21.34% | -5.57% | 9.60% | 10.63% |
PDI PIMCO Dynamic Income Fund | -1.30% | 11.03% | 17.18% | 11.99% | -16.99% | 7.81% | 12.69% |
Correlation
The correlation between JULT and PDI is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2020 | 0.40 |
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Return for Risk
JULT vs. PDI — Risk / Return Rank
JULT
PDI
JULT vs. PDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap Buffer10 Jul ETF (JULT) 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.
| JULT | PDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.70 | ||
| Sortino ratioReturn per unit of downside risk | +3.90 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.01 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 0.01 | +3.61 |
| Martin ratioReturn relative to average drawdown | 19.62 | 0.02 | +19.60 |
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Drawdowns
JULT vs. PDI - Drawdown Comparison
The maximum JULT drawdown since its inception was -13.57%, smaller than the maximum PDI drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for JULT and PDI.
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Drawdown Indicators
| JULT | PDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.57% | -46.47% | +32.90% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -10.95% | +5.73% |
Max Drawdown (3Y)Largest decline over 3 years | -13.57% | -17.55% | +3.98% |
Max Drawdown (5Y)Largest decline over 5 years | -13.57% | -27.19% | +13.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.47% | — |
Current DrawdownCurrent decline from peak | 0.00% | -9.01% | +9.01% |
Average DrawdownAverage peak-to-trough decline | -1.76% | -6.22% | +4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 5.24% | -4.28% |
Volatility
JULT vs. PDI - Volatility Comparison
The current volatility for AllianzIM U.S. Large Cap Buffer10 Jul ETF (JULT) is 0.96%, while PIMCO Dynamic Income Fund (PDI) has a volatility of 2.87%. This indicates that JULT experiences smaller price fluctuations and is considered to be less risky 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
| JULT | PDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.96% | 2.87% | -1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 5.23% | 8.49% | -3.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.99% | 11.43% | -4.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.02% | 15.56% | -4.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.45% | 19.05% | -8.60% |
Dividends
JULT vs. PDI - Dividend Comparison
JULT has not paid dividends to shareholders, while PDI's dividend yield for the trailing twelve months is around 16.31%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JULT AllianzIM U.S. Large Cap Buffer10 Jul ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.86% | 0.00% | 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
JULT and PDI have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PDI has higher volatility (2.87%) compared to JULT (0.96%). In terms of maximum drawdown, JULT dropped -13.57% vs PDI's -46.47%.
JULT currently has the higher Sharpe Ratio (2.71 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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