PDI vs. VOO
Compare and contrast key facts about PIMCO Dynamic Income Fund (PDI) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PDI or VOO.
Performance
PDI vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, PDI achieves a 20.22% return, which is significantly lower than VOO's 25.02% return. Over the past 10 years, PDI has underperformed VOO with an annualized return of 7.44%, while VOO has yielded a comparatively higher 13.11% annualized return.
PDI
20.22%
-3.25%
6.00%
24.42%
1.83%
7.44%
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| PDI | VOO | |
|---|---|---|
| Sharpe Ratio | 2.42 | 2.67 |
| Sortino Ratio | 2.84 | 3.56 |
| Omega Ratio | 1.55 | 1.50 |
| Calmar Ratio | 1.49 | 3.85 |
| Martin Ratio | 12.39 | 17.51 |
| Ulcer Index | 2.01% | 1.86% |
| Daily Std Dev | 10.30% | 12.23% |
| Max Drawdown | -46.47% | -33.99% |
| Current Drawdown | -6.71% | -1.76% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between PDI and VOO is 0.36, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Dynamic Income Fund (PDI) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
PDI's dividend yield for the trailing twelve months is around 13.93%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
PDI vs. VOO - Drawdown Comparison
The maximum PDI drawdown since its inception was -46.47%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PDI and VOO. For additional features, visit the drawdowns tool.
Volatility
PDI vs. VOO - Volatility Comparison
The current volatility for PIMCO Dynamic Income Fund (PDI) is 3.62%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that PDI experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.