PDI vs. PHK
Compare and contrast key facts about PIMCO Dynamic Income Fund (PDI) and PIMCO High Income Fund (PHK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PDI or PHK.
Key characteristics
| PDI | PHK | |
|---|---|---|
| YTD Return | 12.88% | 1.24% |
| 1Y Return | 22.95% | 16.70% |
| 3Y Return (Ann) | -0.07% | -0.50% |
| 5Y Return (Ann) | 2.00% | 0.75% |
| 10Y Return (Ann) | 7.15% | 1.66% |
| Sharpe Ratio | 1.67 | 1.11 |
| Daily Std Dev | 13.78% | 14.41% |
| Max Drawdown | -46.47% | -75.29% |
| Current Drawdown | -2.66% | -7.54% |
Fundamentals
| PDI | PHK | |
|---|---|---|
| Market Cap | $1.68B | $763.02M |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | $0.00 | $0.00 |
| Gross Profit (TTM) | $0.00 | $0.00 |
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.
Performance
PDI vs. PHK - Performance Comparison
In the year-to-date period, PDI achieves a 12.88% return, which is significantly higher than PHK's 1.24% return. Over the past 10 years, PDI has outperformed PHK with an annualized return of 7.15%, while PHK has yielded a comparatively lower 1.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PDI vs. PHK - Risk-Adjusted Performance 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.
Dividends
PDI vs. PHK - Dividend Comparison
PDI's dividend yield for the trailing twelve months is around 13.67%, more than PHK's 12.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDI PIMCO Dynamic Income Fund | 13.67% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 15.08% | 13.43% | 11.59% |
PHK PIMCO High Income Fund | 12.84% | 12.51% | 12.18% | 9.37% | 10.62% | 10.57% | 12.09% | 13.29% | 13.54% | 16.98% | 13.00% | 12.55% |
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. For additional features, visit the drawdowns tool.
Volatility
PDI vs. PHK - Volatility Comparison
The current volatility for PIMCO Dynamic Income Fund (PDI) is 2.98%, while PIMCO High Income Fund (PHK) has a volatility of 5.17%. 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.
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