PDI vs. AGNC
PDI (PIMCO Dynamic Income Fund) and AGNC (AGNC Investment Corp.) are both stocks. PDI operates in Asset Management (Financial Services), while AGNC operates in REIT - Mortgage (Real Estate). Over the past 10 years, PDI returned 7.51%/yr vs 6.33%/yr for AGNC. At a 0.29 correlation, their price movements are largely independent.
Performance
PDI vs. AGNC - Performance Comparison
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Returns By Period
In the year-to-date period, PDI achieves a -0.56% return, which is significantly lower than AGNC's 2.35% return. Over the past 10 years, PDI has outperformed AGNC with an annualized return of 7.51%, while AGNC has yielded a comparatively lower 6.33% annualized return.
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%
AGNC
- 1D
- 0.78%
- 1M
- 2.43%
- YTD
- 2.35%
- 6M
- 4.08%
- 1Y
- 28.97%
- 3Y*
- 16.54%
- 5Y*
- 4.24%
- 10Y*
- 6.33%
PDI vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDI PIMCO Dynamic Income Fund | -0.56% | 11.03% | 17.18% | 11.99% | -16.99% | 7.81% | -9.96% | 22.23% | 7.35% | 18.59% |
AGNC AGNC Investment Corp. | 2.35% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Correlation
The correlation between PDI and AGNC is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since May 25, 2012 | 0.29 |
Fundamentals
PDI:
$6.74B
AGNC:
$11.65B
PDI:
$3.86
AGNC:
$1.33
PDI:
4.24
AGNC:
7.80
PDI:
0.06
AGNC:
0.02
PDI:
3.14
AGNC:
4.79
PDI:
0.91
AGNC:
1.14
PDI:
$2.03B
AGNC:
$2.33B
PDI:
$1.51B
AGNC:
$2.30B
PDI:
$2.09B
AGNC:
$3.72B
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Return for Risk
PDI vs. AGNC — Risk / Return Rank
PDI
AGNC
PDI vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Dynamic Income Fund (PDI) and AGNC Investment Corp. (AGNC). 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.
| PDI | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.26 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.12 | 1.56 | -1.43 |
| Martin ratioReturn relative to average drawdown | 0.26 | 4.44 | -4.18 |
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Drawdowns
PDI vs. AGNC - Drawdown Comparison
The maximum PDI drawdown since its inception was -46.47%, smaller than the maximum AGNC drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for PDI and AGNC.
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Drawdown Indicators
| PDI | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.47% | -54.56% | +8.09% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -18.71% | +7.76% |
Max Drawdown (3Y)Largest decline over 3 years | -17.55% | -31.04% | +13.49% |
Max Drawdown (5Y)Largest decline over 5 years | -27.19% | -50.65% | +23.46% |
Max Drawdown (10Y)Largest decline over 10 years | -46.47% | -54.56% | +8.09% |
Current DrawdownCurrent decline from peak | -8.34% | -9.85% | +1.51% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -13.56% | +7.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.18% | 6.54% | -1.36% |
Volatility
PDI vs. AGNC - Volatility Comparison
The current volatility for PIMCO Dynamic Income Fund (PDI) is 3.19%, while AGNC Investment Corp. (AGNC) has a volatility of 5.55%. This indicates that PDI experiences smaller price fluctuations and is considered to be less risky than AGNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDI | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 5.55% | -2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 16.28% | -7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.43% | 19.58% | -8.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 25.74% | -10.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.04% | 25.41% | -6.37% |
Dividends
PDI vs. AGNC - Dividend Comparison
PDI's dividend yield for the trailing twelve months is around 16.20%, more than AGNC's 13.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.87% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
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% |
Financials
PDI vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between PIMCO Dynamic Income Fund and AGNC Investment Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
PDI and AGNC have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGNC has higher volatility (5.55%) compared to PDI (3.19%). In terms of maximum drawdown, PDI dropped -46.47% vs AGNC's -54.56%.
AGNC currently has the higher Sharpe Ratio (1.49 vs 0.12), 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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