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.
Key characteristics
| PDI | VOO | |
|---|---|---|
| YTD Return | 13.23% | 9.03% |
| 1Y Return | 21.32% | 27.17% |
| 3Y Return (Ann) | -0.48% | 8.64% |
| 5Y Return (Ann) | 2.08% | 14.35% |
| 10Y Return (Ann) | 7.06% | 12.75% |
| Sharpe Ratio | 1.69 | 2.52 |
| Daily Std Dev | 13.72% | 11.60% |
| Max Drawdown | -46.47% | -33.99% |
| Current Drawdown | -2.36% | -1.38% |
Correlation
The correlation between PDI and VOO 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. VOO - Performance Comparison
In the year-to-date period, PDI achieves a 13.23% return, which is significantly higher than VOO's 9.03% return. Over the past 10 years, PDI has underperformed VOO with an annualized return of 7.06%, while VOO has yielded a comparatively higher 12.75% 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. 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 13.63%, more than VOO's 1.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDI PIMCO Dynamic Income Fund | 13.63% | 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 | 1.35% | 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 2.98%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.07%. 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.