PDI vs. YYY
Compare and contrast key facts about PIMCO Dynamic Income Fund (PDI) and Amplify High Income ETF (YYY).
YYY is a passively managed fund by Amplify Investments that tracks the performance of the ISE High Income Index. It was launched on Jun 21, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PDI or YYY.
Key characteristics
| PDI | YYY | |
|---|---|---|
| YTD Return | 12.12% | 5.22% |
| 1Y Return | 22.26% | 15.69% |
| 3Y Return (Ann) | 0.15% | -1.64% |
| 5Y Return (Ann) | 1.87% | 2.16% |
| 10Y Return (Ann) | 7.11% | 2.86% |
| Sharpe Ratio | 1.61 | 1.75 |
| Daily Std Dev | 13.77% | 8.86% |
| Max Drawdown | -46.47% | -42.52% |
| Current Drawdown | -3.32% | -8.69% |
Correlation
The correlation between PDI and YYY is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
PDI vs. YYY - Performance Comparison
In the year-to-date period, PDI achieves a 12.12% return, which is significantly higher than YYY's 5.22% return. Over the past 10 years, PDI has outperformed YYY with an annualized return of 7.11%, while YYY has yielded a comparatively lower 2.86% 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. YYY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Dynamic Income Fund (PDI) and Amplify High Income ETF (YYY). 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. YYY - Dividend Comparison
PDI's dividend yield for the trailing twelve months is around 13.77%, more than YYY's 12.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDI PIMCO Dynamic Income Fund | 13.77% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 15.08% | 13.43% | 11.59% |
YYY Amplify High Income ETF | 12.27% | 12.39% | 12.36% | 9.08% | 9.79% | 9.10% | 9.73% | 8.83% | 10.34% | 10.77% | 9.54% | 5.14% |
Drawdowns
PDI vs. YYY - Drawdown Comparison
The maximum PDI drawdown since its inception was -46.47%, which is greater than YYY's maximum drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for PDI and YYY. For additional features, visit the drawdowns tool.
Volatility
PDI vs. YYY - Volatility Comparison
PIMCO Dynamic Income Fund (PDI) and Amplify High Income ETF (YYY) have volatilities of 2.91% and 2.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.