MSTY vs. PDI
MSTY (YieldMax™ MSTR Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while PDI (PIMCO Dynamic Income Fund) is a stock. Over the past year, MSTY returned -64.25% vs 1.36% for PDI. At a 0.21 correlation, their price movements are largely independent.
Performance
MSTY vs. PDI - Performance Comparison
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Returns By Period
In the year-to-date period, MSTY achieves a -22.84% return, which is significantly lower than PDI's -0.56% return.
MSTY
- 1D
- -3.45%
- 1M
- -29.31%
- YTD
- -22.84%
- 6M
- -27.46%
- 1Y
- -64.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PDI
- 1D
- -0.12%
- 1M
- -0.89%
- YTD
- -0.56%
- 6M
- -0.56%
- 1Y
- 1.36%
- 3Y*
- 10.94%
- 5Y*
- 2.62%
- 10Y*
- 7.51%
MSTY vs. PDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | -22.84% | -42.71% | 212.16% |
PDI PIMCO Dynamic Income Fund | -0.56% | 11.03% | 6.86% |
Correlation
The correlation between MSTY and PDI is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2024 | 0.21 |
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Return for Risk
MSTY vs. PDI — Risk / Return Rank
MSTY
PDI
MSTY vs. PDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax™ MSTR Option Income Strategy ETF (MSTY) 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.
| MSTY | PDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.06 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.04 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | 0.12 | -1.02 |
| Martin ratioReturn relative to average drawdown | -1.31 | 0.26 | -1.58 |
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Drawdowns
MSTY vs. PDI - Drawdown Comparison
The maximum MSTY drawdown since its inception was -71.79%, which is greater than PDI's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for MSTY and PDI.
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Drawdown Indicators
| MSTY | PDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.79% | -46.47% | -25.32% |
Max Drawdown (1Y)Largest decline over 1 year | -71.79% | -10.95% | -60.84% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.55% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.19% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.47% | — |
Current DrawdownCurrent decline from peak | -69.67% | -8.34% | -61.33% |
Average DrawdownAverage peak-to-trough decline | -26.82% | -6.22% | -20.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.95% | 5.18% | +43.77% |
Volatility
MSTY vs. PDI - Volatility Comparison
YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a higher volatility of 19.32% compared to PIMCO Dynamic Income Fund (PDI) at 3.19%. This indicates that MSTY'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
| MSTY | PDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.32% | 3.19% | +16.13% |
Volatility (6M)Calculated over the trailing 6-month period | 49.58% | 8.47% | +41.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.87% | 11.43% | +50.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.86% | 15.55% | +56.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.86% | 19.04% | +52.82% |
Dividends
MSTY vs. PDI - Dividend Comparison
MSTY's dividend yield for the trailing twelve months is around 267.66%, more than PDI's 16.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | 267.66% | 294.61% | 104.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PDI PIMCO Dynamic Income Fund | 16.20% | 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
MSTY and PDI have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTY has higher volatility (19.32%) compared to PDI (3.19%). In terms of maximum drawdown, MSTY dropped -71.79% vs PDI's -46.47%.
PDI currently has the higher Sharpe Ratio (0.12 vs -1.04), 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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