PDI vs. OXLC
PDI (PIMCO Dynamic Income Fund) and OXLC (Oxford Lane Capital Corp.) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, PDI returned 7.53%/yr vs 4.51%/yr for OXLC. At a 0.25 correlation, their price movements are largely independent.
Performance
PDI vs. OXLC - Performance Comparison
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Returns By Period
In the year-to-date period, PDI achieves a 0.45% return, which is significantly higher than OXLC's -21.55% return. Over the past 10 years, PDI has outperformed OXLC with an annualized return of 7.53%, while OXLC has yielded a comparatively lower 4.51% annualized return.
PDI
- 1D
- 0.06%
- 1M
- -3.25%
- YTD
- 0.45%
- 6M
- -0.44%
- 1Y
- 2.55%
- 3Y*
- 11.73%
- 5Y*
- 2.68%
- 10Y*
- 7.53%
OXLC
- 1D
- -0.50%
- 1M
- -0.84%
- YTD
- -21.55%
- 6M
- -22.31%
- 1Y
- -38.24%
- 3Y*
- -7.39%
- 5Y*
- -7.26%
- 10Y*
- 4.51%
PDI vs. OXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDI PIMCO Dynamic Income Fund | 0.45% | 11.03% | 17.18% | 11.99% | -16.99% | 7.81% | -9.96% | 22.23% | 7.35% | 18.59% |
OXLC Oxford Lane Capital Corp. | -21.55% | -24.38% | 24.58% | 16.52% | -24.15% | 59.91% | -15.79% | -0.98% | 12.86% | 13.47% |
Correlation
The correlation between PDI and OXLC is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since May 29, 2012 | 0.25 |
Fundamentals
PDI:
$6.90B
OXLC:
$958.79M
PDI:
$3.86
OXLC:
-$5.82
PDI:
3.21
OXLC:
1.07
PDI:
0.93
OXLC:
0.93
PDI:
$2.03B
OXLC:
$849.13M
PDI:
$1.51B
OXLC:
$793.40M
PDI:
$2.09B
OXLC:
-$578.64M
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Return for Risk
PDI vs. OXLC — Risk / Return Rank
PDI
OXLC
PDI vs. OXLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Dynamic Income Fund (PDI) and Oxford Lane Capital Corp. (OXLC). 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 | OXLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 0.79 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.23 | -0.72 | +0.95 |
| Martin ratioReturn relative to average drawdown | 0.52 | -1.29 | +1.81 |
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 | OXLC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | -1.12 | +1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | -0.28 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.11 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.08 | +0.51 |
Drawdowns
PDI vs. OXLC - Drawdown Comparison
The maximum PDI drawdown since its inception was -46.47%, smaller than the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for PDI and OXLC.
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Drawdown Indicators
| PDI | OXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.47% | -74.58% | +28.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -53.56% | +42.61% |
Max Drawdown (3Y)Largest decline over 3 years | -17.55% | -57.17% | +39.62% |
Max Drawdown (5Y)Largest decline over 5 years | -27.23% | -57.17% | +29.94% |
Max Drawdown (10Y)Largest decline over 10 years | -46.47% | -74.58% | +28.11% |
Current DrawdownCurrent decline from peak | -7.41% | -43.81% | +36.40% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -13.96% | +7.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.92% | 29.75% | -24.83% |
Volatility
PDI vs. OXLC - Volatility Comparison
The current volatility for PIMCO Dynamic Income Fund (PDI) is 3.27%, while Oxford Lane Capital Corp. (OXLC) has a volatility of 5.37%. This indicates that PDI experiences smaller price fluctuations and is considered to be less risky than OXLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDI | OXLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 5.37% | -2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.12% | 27.87% | -19.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.19% | 34.31% | -23.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 25.91% | -10.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 42.48% | -23.43% |
Dividends
PDI vs. OXLC - Dividend Comparison
PDI's dividend yield for the trailing twelve months is around 15.82%, less than OXLC's 46.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OXLC Oxford Lane Capital Corp. | 46.65% | 35.86% | 20.12% | 18.83% | 17.75% | 10.51% | 22.46% | 19.85% | 16.70% | 17.91% | 22.84% | 24.10% |
PDI PIMCO Dynamic Income Fund | 15.82% | 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. OXLC - Financials Comparison
This section allows you to compare key financial metrics between PIMCO Dynamic Income Fund and Oxford Lane Capital 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 OXLC have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OXLC has higher volatility (5.37%) compared to PDI (3.27%). In terms of maximum drawdown, PDI dropped -46.47% vs OXLC's -74.58%.
PDI currently has the higher Sharpe Ratio (0.23 vs -1.12), 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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