PDI vs. DVY
PDI (PIMCO Dynamic Income Fund) is a stock, while DVY (iShares Select Dividend ETF) is Large Cap Value Equities fund tracking the Dow Jones U.S. Select Dividend Index. Over the past 10 years, PDI returned 7.56%/yr vs 10.10%/yr for DVY. At a 0.33 correlation, their price movements are largely independent.
Performance
PDI vs. DVY - Performance Comparison
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Returns By Period
In the year-to-date period, PDI achieves a 0.27% return, which is significantly lower than DVY's 10.24% return. Over the past 10 years, PDI has underperformed DVY with an annualized return of 7.56%, while DVY has yielded a comparatively higher 10.10% annualized return.
PDI
- 1D
- -0.54%
- 1M
- -4.51%
- YTD
- 0.27%
- 6M
- -0.40%
- 1Y
- 1.93%
- 3Y*
- 10.92%
- 5Y*
- 2.42%
- 10Y*
- 7.56%
DVY
- 1D
- -0.64%
- 1M
- 1.40%
- YTD
- 10.24%
- 6M
- 11.57%
- 1Y
- 21.73%
- 3Y*
- 15.00%
- 5Y*
- 8.74%
- 10Y*
- 10.10%
PDI vs. DVY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDI PIMCO Dynamic Income Fund | 0.27% | 11.03% | 17.18% | 11.99% | -16.99% | 7.81% | -9.96% | 22.23% | 7.35% | 18.59% |
DVY iShares Select Dividend ETF | 10.24% | 11.60% | 16.24% | 1.12% | 1.80% | 31.70% | -4.91% | 22.62% | -6.36% | 14.82% |
Correlation
The correlation between PDI and DVY is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since May 29, 2012 | 0.33 |
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Return for Risk
PDI vs. DVY — Risk / Return Rank
PDI
DVY
PDI vs. DVY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Dynamic Income Fund (PDI) and iShares Select Dividend ETF (DVY). 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.
| PDI | DVY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.59 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.34 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 3.17 | -2.99 |
| Martin ratioReturn relative to average drawdown | 0.39 | 11.16 | -10.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PDI | DVY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 1.97 | -1.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.58 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.56 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.48 | +0.11 |
Drawdowns
PDI vs. DVY - Drawdown Comparison
The maximum PDI drawdown since its inception was -46.47%, smaller than the maximum DVY drawdown of -62.59%. Use the drawdown chart below to compare losses from any high point for PDI and DVY.
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Drawdown Indicators
| PDI | DVY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.47% | -62.59% | +16.12% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -6.89% | -4.06% |
Max Drawdown (3Y)Largest decline over 3 years | -17.55% | -16.00% | -1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -27.23% | -17.54% | -9.69% |
Max Drawdown (10Y)Largest decline over 10 years | -46.47% | -41.59% | -4.88% |
Current DrawdownCurrent decline from peak | -7.57% | -1.48% | -6.09% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -8.79% | +2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.98% | 1.95% | +3.03% |
Volatility
PDI vs. DVY - Volatility Comparison
PIMCO Dynamic Income Fund (PDI) has a higher volatility of 3.21% compared to iShares Select Dividend ETF (DVY) at 2.70%. This indicates that PDI's price experiences larger fluctuations and is considered to be riskier than DVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDI | DVY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 2.70% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 8.14% | 7.56% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.24% | 11.11% | +0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 15.21% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 18.02% | +1.03% |
Dividends
PDI vs. DVY - Dividend Comparison
PDI's dividend yield for the trailing twelve months is around 15.84%, more than DVY's 3.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVY iShares Select Dividend ETF | 3.40% | 3.65% | 3.65% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% |
PDI PIMCO Dynamic Income Fund | 15.84% | 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
PDI and DVY have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PDI has higher volatility (3.21%) compared to DVY (2.70%). In terms of maximum drawdown, PDI dropped -46.47% vs DVY's -62.59%.
DVY currently has the higher Sharpe Ratio (1.97 vs 0.17), 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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