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PDI vs. VTV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PDI vs. VTV

Last updated Jun 9, 2026

PDI (PIMCO Dynamic Income Fund) is a stock, while VTV (Vanguard Value ETF) is Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Over the past 10 years, PDI returned 7.56%/yr vs 12.42%/yr for VTV. At a 0.34 correlation, their price movements are largely independent.

Performance

PDI vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Dynamic Income Fund (PDI) and Vanguard Value ETF (VTV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PDI achieves a 0.27% return, which is significantly lower than VTV's 11.91% return. Over the past 10 years, PDI has underperformed VTV with an annualized return of 7.56%, while VTV has yielded a comparatively higher 12.42% annualized return.

PDI

1D
-0.54%
1M
-4.51%
YTD
0.27%
6M
-0.40%
1Y
1.93%
3Y*
10.92%
5Y*
2.42%
10Y*
7.56%

VTV

1D
0.25%
1M
2.67%
YTD
11.91%
6M
13.41%
1Y
25.49%
3Y*
17.72%
5Y*
11.30%
10Y*
12.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDI vs. VTV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
PDI
PIMCO Dynamic Income Fund		0.27%11.03%17.18%11.99%-16.99%7.81%-9.96%22.23%7.35%18.59%
VTV
Vanguard Value ETF		11.91%15.27%15.95%9.32%-2.09%26.53%2.33%25.66%-5.47%17.15%

Correlation

The correlation between PDI and VTV is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since May 29, 2012

0.34

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

PIMCO Dynamic Income Fund

Vanguard Value ETF

Often compared with PDI:
PDI vs. PDOPDI vs. PTYPDI vs. GOFPDI vs. PCNPDI vs. JEPIPDI vs. PHKPDI vs. CEFS
Often compared with VTV:
VTV vs. SCHDVTV vs. VOOVTV vs. VTIVTV vs. VUGVTV vs. VYMVTV vs. SCHVVTV vs. VIG

Return for Risk

PDI vs. VTV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PDI
PDI Risk / Return Rank: 4444
Overall Rank
PDI Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PDI Sortino Ratio Rank: 3737
Sortino Ratio Rank
PDI Omega Ratio Rank: 4040
Omega Ratio Rank
PDI Calmar Ratio Rank: 4646
Calmar Ratio Rank
PDI Martin Ratio Rank: 4747
Martin Ratio Rank
VTV
VTV Risk / Return Rank: 8484
Overall Rank
VTV Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 8787
Sortino Ratio Rank
VTV Omega Ratio Rank: 8383
Omega Ratio Rank
VTV Calmar Ratio Rank: 8383
Calmar Ratio Rank
VTV Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PDI vs. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Dynamic Income Fund (PDI) and Vanguard Value ETF (VTV). 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.

PDIVTVDifference
Sharpe ratioReturn per unit of total volatility
0.17
2.52

-2.35

Sortino ratioReturn per unit of downside risk
0.29
3.58

-3.29

Omega ratioGain probability vs. loss probability

1.05

1.45

-0.40

Calmar ratioReturn relative to maximum drawdown

0.18

4.03

-3.85

Martin ratioReturn relative to average drawdown

0.39

15.20

-14.82

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PDI vs. VTV - Sharpe Ratio Comparison

The current PDI Sharpe Ratio is 0.17, which is lower than the VTV Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of PDI and VTV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

PDIVTVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

2.52

-2.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.82

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.75

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.51

+0.07

Drawdowns

PDI vs. VTV - Drawdown Comparison

The maximum PDI drawdown since its inception was -46.47%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for PDI and VTV.

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Drawdown Indicators

PDIVTVDifference

Max Drawdown

Largest peak-to-trough decline

-46.47%

-59.27%

+12.80%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-6.35%

-4.60%

Max Drawdown (3Y)

Largest decline over 3 years

-17.55%

-14.52%

-3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-27.23%

-17.04%

-10.19%

Max Drawdown (10Y)

Largest decline over 10 years

-46.47%

-36.78%

-9.69%

Current Drawdown

Current decline from peak

-7.57%

-1.11%

-6.46%

Average Drawdown

Average peak-to-trough decline

-6.22%

-7.87%

+1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.98%

1.68%

+3.30%

Volatility

PDI vs. VTV - Volatility Comparison

PIMCO Dynamic Income Fund (PDI) has a higher volatility of 3.21% compared to Vanguard Value ETF (VTV) at 2.65%. This indicates that PDI's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PDIVTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

2.65%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

8.14%

7.67%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

11.24%

10.18%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.53%

13.89%

+1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.05%

16.68%

+2.37%

Dividends

PDI vs. VTV - Dividend Comparison

PDI's dividend yield for the trailing twelve months is around 15.84%, more than VTV's 1.87% yield.

PositionTTM20252024202320222021202020192018201720162015
PDI
PIMCO Dynamic Income Fund		15.84%14.94%14.43%14.74%17.84%10.21%10.01%9.45%10.78%8.81%14.79%18.70%
VTV
Vanguard Value ETF		1.87%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%

Frequently Asked Questions

PDI and VTV have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDI has higher volatility (3.21%) compared to VTV (2.65%). In terms of maximum drawdown, PDI dropped -46.47% vs VTV's -59.27%.

VTV currently has the higher Sharpe Ratio (2.52 vs 0.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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