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PDI vs. PFLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

PDI vs. PFLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Dynamic Income Fund (PDI) and PennantPark Floating Rate Capital Ltd. (PFLT). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.00%
4.21%
PDI
PFLT

Returns By Period

In the year-to-date period, PDI achieves a 20.22% return, which is significantly higher than PFLT's 1.51% return. Both investments have delivered pretty close results over the past 10 years, with PDI having a 7.44% annualized return and PFLT not far ahead at 7.64%.


PDI

YTD

20.22%

1M

-3.25%

6M

6.00%

1Y

24.42%

5Y (annualized)

1.83%

10Y (annualized)

7.44%

PFLT

YTD

1.51%

1M

-4.96%

6M

4.21%

1Y

14.19%

5Y (annualized)

9.79%

10Y (annualized)

7.64%

Fundamentals


PDIPFLT

Key characteristics


PDIPFLT
Sharpe Ratio2.420.91
Sortino Ratio2.841.25
Omega Ratio1.551.17
Calmar Ratio1.491.11
Martin Ratio12.392.22
Ulcer Index2.01%5.74%
Daily Std Dev10.30%13.90%
Max Drawdown-46.47%-69.77%
Current Drawdown-6.71%-5.52%

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Correlation

-0.50.00.51.00.2

The correlation between PDI and PFLT is 0.22, 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.

Risk-Adjusted Performance

PDI vs. PFLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Dynamic Income Fund (PDI) and PennantPark Floating Rate Capital Ltd. (PFLT). 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.


Sharpe ratio
The chart of Sharpe ratio for PDI, currently valued at 2.42, compared to the broader market-4.00-2.000.002.004.002.420.91
The chart of Sortino ratio for PDI, currently valued at 2.84, compared to the broader market-4.00-2.000.002.004.002.841.25
The chart of Omega ratio for PDI, currently valued at 1.55, compared to the broader market0.501.001.502.001.551.17
The chart of Calmar ratio for PDI, currently valued at 1.49, compared to the broader market0.002.004.006.001.491.11
The chart of Martin ratio for PDI, currently valued at 12.39, compared to the broader market-10.000.0010.0020.0030.0012.392.22
PDI
PFLT

The current PDI Sharpe Ratio is 2.42, which is higher than the PFLT Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of PDI and PFLT, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.42
0.91
PDI
PFLT

Dividends

PDI vs. PFLT - Dividend Comparison

PDI's dividend yield for the trailing twelve months is around 13.93%, more than PFLT's 11.05% yield.


TTM20232022202120202019201820172016201520142013
PDI
PIMCO Dynamic Income Fund
13.93%14.74%17.84%10.21%10.01%9.45%10.78%8.81%14.79%15.08%13.43%11.59%
PFLT
PennantPark Floating Rate Capital Ltd.
11.05%9.98%10.38%8.93%10.83%9.36%9.85%8.31%8.08%10.04%7.87%7.63%

Drawdowns

PDI vs. PFLT - Drawdown Comparison

The maximum PDI drawdown since its inception was -46.47%, smaller than the maximum PFLT drawdown of -69.77%. Use the drawdown chart below to compare losses from any high point for PDI and PFLT. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.71%
-5.52%
PDI
PFLT

Volatility

PDI vs. PFLT - Volatility Comparison

The current volatility for PIMCO Dynamic Income Fund (PDI) is 3.62%, while PennantPark Floating Rate Capital Ltd. (PFLT) has a volatility of 5.59%. This indicates that PDI experiences smaller price fluctuations and is considered to be less risky than PFLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.62%
5.59%
PDI
PFLT

Financials

PDI vs. PFLT - Financials Comparison

This section allows you to compare key financial metrics between PIMCO Dynamic Income Fund and PennantPark Floating Rate Capital Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items