PDI vs. GOF
PDI (PIMCO Dynamic Income Fund) is a stock, while GOF (Guggenheim Strategic Opportunities Fund) is Derivative Income fund actively managed by Guggenheim. Over the past 10 years, PDI returned 7.55%/yr vs 8.03%/yr for GOF. At a 0.36 correlation, their price movements are largely independent.
Performance
PDI vs. GOF - Performance Comparison
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Returns By Period
In the year-to-date period, PDI achieves a -0.81% return, which is significantly higher than GOF's -7.43% return. Over the past 10 years, PDI has underperformed GOF with an annualized return of 7.55%, while GOF has yielded a comparatively higher 8.03% annualized return.
PDI
- 1D
- -0.79%
- 1M
- -3.50%
- YTD
- -0.81%
- 6M
- -0.75%
- 1Y
- 0.14%
- 3Y*
- 10.87%
- 5Y*
- 2.19%
- 10Y*
- 7.55%
GOF
- 1D
- 0.55%
- 1M
- -2.45%
- YTD
- -7.43%
- 6M
- -0.79%
- 1Y
- -12.68%
- 3Y*
- 3.35%
- 5Y*
- 0.42%
- 10Y*
- 8.03%
PDI vs. GOF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDI PIMCO Dynamic Income Fund | -0.81% | 11.03% | 17.18% | 11.99% | -16.99% | 7.81% | -9.96% | 22.23% | 7.35% | 18.59% |
GOF Guggenheim Strategic Opportunities Fund | -7.43% | -1.92% | 38.04% | -3.04% | -5.78% | 4.90% | 21.51% | 10.51% | -5.95% | 22.01% |
Correlation
The correlation between PDI and GOF is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since May 25, 2012 | 0.36 |
The correlation between PDI and GOF shifts across timeframes, from 0.36 (all time) to 0.54 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PDI vs. GOF — Risk / Return Rank
PDI
GOF
PDI vs. GOF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Dynamic Income Fund (PDI) and Guggenheim Strategic Opportunities Fund (GOF). 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 | GOF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.87 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.01 | -0.55 | +0.56 |
| Martin ratioReturn relative to average drawdown | 0.03 | -1.01 | +1.04 |
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Drawdowns
PDI vs. GOF - Drawdown Comparison
The maximum PDI drawdown since its inception was -46.47%, smaller than the maximum GOF drawdown of -54.66%. Use the drawdown chart below to compare losses from any high point for PDI and GOF.
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Drawdown Indicators
| PDI | GOF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.47% | -54.66% | +8.19% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -23.24% | +12.29% |
Max Drawdown (3Y)Largest decline over 3 years | -17.55% | -28.56% | +11.01% |
Max Drawdown (5Y)Largest decline over 5 years | -27.19% | -32.41% | +5.22% |
Max Drawdown (10Y)Largest decline over 10 years | -46.47% | -38.50% | -7.97% |
Current DrawdownCurrent decline from peak | -8.56% | -17.55% | +8.99% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -7.07% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.09% | 12.53% | -7.44% |
Volatility
PDI vs. GOF - Volatility Comparison
The current volatility for PIMCO Dynamic Income Fund (PDI) is 3.31%, while Guggenheim Strategic Opportunities Fund (GOF) has a volatility of 3.50%. This indicates that PDI experiences smaller price fluctuations and is considered to be less risky than GOF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDI | GOF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 3.50% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 8.27% | 10.94% | -2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.31% | 17.97% | -6.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 18.18% | -2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.04% | 19.52% | -0.48% |
Dividends
PDI vs. GOF - Dividend Comparison
PDI's dividend yield for the trailing twelve months is around 16.24%, less than GOF's 19.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOF Guggenheim Strategic Opportunities Fund | 19.79% | 16.97% | 14.32% | 17.07% | 14.36% | 11.93% | 11.26% | 12.08% | 11.96% | 10.13% | 11.13% | 12.98% |
PDI PIMCO Dynamic Income Fund | 16.24% | 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 GOF have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOF has higher volatility (3.50%) compared to PDI (3.31%). In terms of maximum drawdown, PDI dropped -46.47% vs GOF's -54.66%.
PDI currently has the higher Sharpe Ratio (0.01 vs -0.71), 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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