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PBHAX vs. PFIUX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PBHAXPFIUX
YTD Return8.08%6.31%
1Y Return15.43%10.65%
3Y Return (Ann)2.05%2.06%
5Y Return (Ann)3.86%2.62%
10Y Return (Ann)4.75%2.87%
Sharpe Ratio3.774.36
Sortino Ratio6.928.34
Omega Ratio2.022.26
Calmar Ratio1.832.13
Martin Ratio24.4343.19
Ulcer Index0.63%0.25%
Daily Std Dev4.11%2.45%
Max Drawdown-28.75%-10.10%
Current Drawdown-0.25%0.00%

Correlation

-0.50.00.51.00.4

The correlation between PBHAX and PFIUX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

PBHAX vs. PFIUX - Performance Comparison

In the year-to-date period, PBHAX achieves a 8.08% return, which is significantly higher than PFIUX's 6.31% return. Over the past 10 years, PBHAX has outperformed PFIUX with an annualized return of 4.75%, while PFIUX has yielded a comparatively lower 2.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
6.72%
4.06%
PBHAX
PFIUX

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PBHAX vs. PFIUX - Expense Ratio Comparison

PBHAX has a 0.75% expense ratio, which is lower than PFIUX's 0.81% expense ratio.


PFIUX
PIMCO Dynamic Bond Fund
Expense ratio chart for PFIUX: current value at 0.81% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.81%
Expense ratio chart for PBHAX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

PBHAX vs. PFIUX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM High Yield Fund (PBHAX) and PIMCO Dynamic Bond Fund (PFIUX). 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.


PBHAX
Sharpe ratio
The chart of Sharpe ratio for PBHAX, currently valued at 3.77, compared to the broader market0.002.004.003.77
Sortino ratio
The chart of Sortino ratio for PBHAX, currently valued at 6.92, compared to the broader market0.005.0010.006.92
Omega ratio
The chart of Omega ratio for PBHAX, currently valued at 2.02, compared to the broader market1.002.003.004.002.02
Calmar ratio
The chart of Calmar ratio for PBHAX, currently valued at 1.83, compared to the broader market0.005.0010.0015.0020.0025.001.83
Martin ratio
The chart of Martin ratio for PBHAX, currently valued at 24.43, compared to the broader market0.0020.0040.0060.0080.00100.0024.43
PFIUX
Sharpe ratio
The chart of Sharpe ratio for PFIUX, currently valued at 4.36, compared to the broader market0.002.004.004.36
Sortino ratio
The chart of Sortino ratio for PFIUX, currently valued at 8.34, compared to the broader market0.005.0010.008.34
Omega ratio
The chart of Omega ratio for PFIUX, currently valued at 2.26, compared to the broader market1.002.003.004.002.26
Calmar ratio
The chart of Calmar ratio for PFIUX, currently valued at 2.13, compared to the broader market0.005.0010.0015.0020.0025.002.13
Martin ratio
The chart of Martin ratio for PFIUX, currently valued at 43.19, compared to the broader market0.0020.0040.0060.0080.00100.0043.19

PBHAX vs. PFIUX - Sharpe Ratio Comparison

The current PBHAX Sharpe Ratio is 3.77, which is comparable to the PFIUX Sharpe Ratio of 4.36. The chart below compares the historical Sharpe Ratios of PBHAX and PFIUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
3.77
4.36
PBHAX
PFIUX

Dividends

PBHAX vs. PFIUX - Dividend Comparison

PBHAX's dividend yield for the trailing twelve months is around 7.11%, more than PFIUX's 5.51% yield.


TTM20232022202120202019201820172016201520142013
PBHAX
PGIM High Yield Fund
7.11%6.77%6.74%5.25%5.70%5.99%6.27%6.01%6.20%6.65%6.37%6.39%
PFIUX
PIMCO Dynamic Bond Fund
5.51%4.12%4.33%2.03%3.45%5.16%3.48%4.69%2.32%6.09%1.98%0.87%

Drawdowns

PBHAX vs. PFIUX - Drawdown Comparison

The maximum PBHAX drawdown since its inception was -28.75%, which is greater than PFIUX's maximum drawdown of -10.10%. Use the drawdown chart below to compare losses from any high point for PBHAX and PFIUX. For additional features, visit the drawdowns tool.


-1.40%-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.25%
0
PBHAX
PFIUX

Volatility

PBHAX vs. PFIUX - Volatility Comparison

PGIM High Yield Fund (PBHAX) has a higher volatility of 0.72% compared to PIMCO Dynamic Bond Fund (PFIUX) at 0.60%. This indicates that PBHAX's price experiences larger fluctuations and is considered to be riskier than PFIUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.20%0.40%0.60%0.80%1.00%1.20%1.40%JuneJulyAugustSeptemberOctoberNovember
0.72%
0.60%
PBHAX
PFIUX