PDI vs. SPY
Compare and contrast key facts about PIMCO Dynamic Income Fund (PDI) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PDI or SPY.
Correlation
The correlation between PDI and SPY is 0.37, 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.
Performance
PDI vs. SPY - Performance Comparison
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Key characteristics
PDI:
0.76
SPY:
0.68
PDI:
0.97
SPY:
1.13
PDI:
1.24
SPY:
1.17
PDI:
0.89
SPY:
0.76
PDI:
3.11
SPY:
2.93
PDI:
4.13%
SPY:
4.87%
PDI:
17.37%
SPY:
20.29%
PDI:
-46.47%
SPY:
-55.19%
PDI:
-3.29%
SPY:
-3.85%
Returns By Period
In the year-to-date period, PDI achieves a 8.53% return, which is significantly higher than SPY's 0.56% return. Over the past 10 years, PDI has underperformed SPY with an annualized return of 7.93%, while SPY has yielded a comparatively higher 12.67% annualized return.
PDI
8.53%
6.38%
4.16%
13.13%
10.25%
7.93%
SPY
0.56%
8.99%
-0.98%
13.71%
17.23%
12.67%
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Risk-Adjusted Performance
PDI vs. SPY — Risk-Adjusted Performance Rank
PDI
SPY
PDI vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Dynamic Income Fund (PDI) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
PDI vs. SPY - Dividend Comparison
PDI's dividend yield for the trailing twelve months is around 14.09%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDI PIMCO Dynamic Income Fund | 14.09% | 14.43% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 15.08% | 13.43% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
PDI vs. SPY - Drawdown Comparison
The maximum PDI drawdown since its inception was -46.47%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PDI and SPY. For additional features, visit the drawdowns tool.
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Volatility
PDI vs. SPY - Volatility Comparison
The current volatility for PIMCO Dynamic Income Fund (PDI) is 3.41%, while SPDR S&P 500 ETF (SPY) has a volatility of 6.24%. This indicates that PDI experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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