PDI vs. VWIAX

In the year-to-date period, PDI achieves a 4.71% return, which is significantly higher than VWIAX's 1.43% return. Over the past 10 years, PDI has outperformed VWIAX with an annualized return of 7.62%, while VWIAX has yielded a comparatively lower 2.96% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for PIMCO Dynamic Income Fund (PDI) and Vanguard Wellesley Income Fund Admiral Shares (VWIAX). 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.

The current PDI Sharpe Ratio is 0.71, which is comparable to the VWIAX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of PDI and VWIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PDI's dividend yield for the trailing twelve months is around 14.47%, more than VWIAX's 3.89% yield.

The maximum PDI drawdown since its inception was -46.47%, which is greater than VWIAX's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for PDI and VWIAX. For additional features, visit the drawdowns tool.

PIMCO Dynamic Income Fund (PDI) has a higher volatility of 15.48% compared to Vanguard Wellesley Income Fund Admiral Shares (VWIAX) at 4.51%. This indicates that PDI's price experiences larger fluctuations and is considered to be riskier than VWIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.