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 11.27%/yr vs 2.52%/yr for PDI. Their 0.40 correlation means their historical movements had little consistent relationship.
Performance
JULT vs. PDI - Performance Comparison
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Returns By Period
In the year-to-date period, JULT achieves a 6.69% return, which is significantly higher than PDI's -1.34% return.
JULT
- 1D
- 0.48%
- 1M
- 0.40%
- 6M
- 5.80%
- YTD
- 6.69%
- 1Y
- 14.13%
- 3Y*
- 14.12%
- 5Y*
- 11.27%
- 10Y*
- —
- ALL TIME*
- 11.89%
PDI
- 1D
- -0.68%
- 1M
- -2.92%
- 6M
- -5.41%
- YTD
- -1.34%
- 1Y
- -3.63%
- 3Y*
- 8.66%
- 5Y*
- 2.52%
- 10Y*
- 6.63%
- ALL TIME*
- 9.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $809.92K | $2.14M | $1.31M | |
| $42.57M | $40.75M | $45.28M |
JULT vs. PDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JULT AllianzIM U.S. Large Cap Buffer10 Jul ETF | 6.69% | 13.73% | 17.43% | 21.34% | -5.57% | 9.60% | 10.63% |
PDI PIMCO Dynamic Income Fund | -1.34% | 11.03% | 17.18% | 11.99% | -16.99% | 7.81% | 12.69% |
Correlation
The correlation between JULT and PDI is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer 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 | +2.16 | ||
| Sortino ratioReturn per unit of downside risk | +3.02 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.95 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | -0.32 | +2.83 |
| Martin ratioReturn relative to average drawdown | 13.26 | -0.61 | +13.87 |
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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 | -0.46% | -9.05% | +8.59% |
Average DrawdownAverage peak-to-trough decline | -1.74% | -6.23% | +4.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 5.78% | -4.79% |
Volatility
JULT vs. PDI - Volatility Comparison
The current volatility for AllianzIM U.S. Large Cap Buffer10 Jul ETF (JULT) is 2.29%, while PIMCO Dynamic Income Fund (PDI) has a volatility of 3.04%. 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 | 2.29% | 3.04% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 5.43% | 8.89% | -3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.04% | 11.83% | -4.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.01% | 15.58% | -4.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.39% | 19.05% | -8.66% |
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 16.54%.
| 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 | 16.54% | 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 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PDI has higher volatility (3.04%) compared to JULT (2.29%). In terms of maximum drawdown, JULT dropped -13.57% vs PDI's -46.47%.
JULT currently has the higher Sharpe Ratio (1.86 vs -0.30), 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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