PDI vs. PHK
Compare and contrast key facts about PIMCO Dynamic Income Fund (PDI) and PIMCO High Income Fund (PHK).
Performance
PDI vs. PHK - Performance Comparison
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PDI vs. PHK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDI PIMCO Dynamic Income Fund | 0.17% | 11.03% | 17.18% | 11.99% | -16.99% | 7.81% | -9.96% | 22.23% | 7.35% | 18.59% |
PHK PIMCO High Income Fund | -1.88% | 12.63% | 9.46% | 18.84% | -14.41% | 10.97% | -10.10% | 3.44% | 20.86% | -8.66% |
Fundamentals
PDI:
$7.06B
PHK:
$811.04M
PDI:
$3.86
PHK:
$1.07
PDI:
4.44
PHK:
4.33
PDI:
0.07
PHK:
0.18
PDI:
3.29
PHK:
4.90
PDI:
0.95
PHK:
0.96
PDI:
$2.03B
PHK:
$167.83M
PDI:
$1.51B
PHK:
$163.06M
PDI:
$2.09B
PHK:
$88.91M
Returns By Period
In the year-to-date period, PDI achieves a 0.17% return, which is significantly higher than PHK's -1.88% return. Over the past 10 years, PDI has outperformed PHK with an annualized return of 8.14%, while PHK has yielded a comparatively lower 4.73% annualized return.
PDI
- 1D
- 3.13%
- 1M
- -3.71%
- YTD
- 0.17%
- 6M
- -7.15%
- 1Y
- -0.44%
- 3Y*
- 13.14%
- 5Y*
- 3.57%
- 10Y*
- 8.14%
PHK
- 1D
- 4.28%
- 1M
- -4.36%
- YTD
- -1.88%
- 6M
- -1.57%
- 1Y
- 6.65%
- 3Y*
- 11.48%
- 5Y*
- 3.58%
- 10Y*
- 4.73%
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Return for Risk
PDI vs. PHK — Risk / Return Rank
PDI
PHK
PDI vs. PHK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Dynamic Income Fund (PDI) and PIMCO High Income Fund (PHK). 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 | PHK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.02 | 0.50 | -0.52 |
Sortino ratioReturn per unit of downside risk | 0.09 | 0.73 | -0.64 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.13 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | -0.01 | 0.75 | -0.76 |
Martin ratioReturn relative to average drawdown | -0.03 | 3.01 | -3.04 |
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 | PHK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 0.50 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.25 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.23 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.27 | +0.32 |
Correlation
The correlation between PDI and PHK is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PDI vs. PHK - Dividend Comparison
PDI's dividend yield for the trailing twelve months is around 15.46%, more than PHK's 12.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDI PIMCO Dynamic Income Fund | 15.46% | 14.94% | 14.43% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 18.70% |
PHK PIMCO High Income Fund | 12.44% | 11.85% | 11.85% | 11.54% | 12.18% | 9.37% | 10.62% | 10.57% | 12.09% | 13.29% | 13.54% | 16.98% |
Drawdowns
PDI vs. PHK - Drawdown Comparison
The maximum PDI drawdown since its inception was -46.47%, smaller than the maximum PHK drawdown of -75.29%. Use the drawdown chart below to compare losses from any high point for PDI and PHK.
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Drawdown Indicators
| PDI | PHK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.47% | -75.29% | +28.82% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -9.22% | -5.12% |
Max Drawdown (5Y)Largest decline over 5 years | -27.23% | -26.76% | -0.47% |
Max Drawdown (10Y)Largest decline over 10 years | -46.47% | -51.30% | +4.83% |
Current DrawdownCurrent decline from peak | -7.66% | -5.33% | -2.33% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -9.83% | +3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.03% | 2.35% | +2.68% |
Volatility
PDI vs. PHK - Volatility Comparison
The current volatility for PIMCO Dynamic Income Fund (PDI) is 5.71%, while PIMCO High Income Fund (PHK) has a volatility of 8.01%. This indicates that PDI experiences smaller price fluctuations and is considered to be less risky than PHK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDI | PHK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 8.01% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.96% | 9.34% | +0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.36% | 13.43% | +4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 14.56% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.06% | 20.64% | -1.58% |
Financials
PDI vs. PHK - Financials Comparison
This section allows you to compare key financial metrics between PIMCO Dynamic Income Fund and PIMCO High Income Fund. 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