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PDO vs. PDI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PDO and PDI is 0.41, 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

PDO vs. PDI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PDO:

0.99

PDI:

0.75

Sortino Ratio

PDO:

1.31

PDI:

0.96

Omega Ratio

PDO:

1.25

PDI:

1.24

Calmar Ratio

PDO:

0.81

PDI:

0.87

Martin Ratio

PDO:

5.09

PDI:

3.06

Ulcer Index

PDO:

2.68%

PDI:

4.11%

Daily Std Dev

PDO:

14.33%

PDI:

17.37%

Max Drawdown

PDO:

-36.83%

PDI:

-46.47%

Current Drawdown

PDO:

-4.94%

PDI:

-2.98%

Fundamentals

Returns By Period

In the year-to-date period, PDO achieves a 3.18% return, which is significantly lower than PDI's 8.88% return.


PDO

YTD

3.18%

1M

6.87%

6M

3.68%

1Y

14.25%

5Y*

N/A

10Y*

N/A

PDI

YTD

8.88%

1M

7.27%

6M

3.01%

1Y

13.22%

5Y*

9.26%

10Y*

8.06%

*Annualized

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Risk-Adjusted Performance

PDO vs. PDI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PDO
The Risk-Adjusted Performance Rank of PDO is 8181
Overall Rank
The Sharpe Ratio Rank of PDO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of PDO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of PDO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of PDO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of PDO is 8787
Martin Ratio Rank

PDI
The Risk-Adjusted Performance Rank of PDI is 7777
Overall Rank
The Sharpe Ratio Rank of PDI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of PDI is 6565
Sortino Ratio Rank
The Omega Ratio Rank of PDI is 8181
Omega Ratio Rank
The Calmar Ratio Rank of PDI is 8282
Calmar Ratio Rank
The Martin Ratio Rank of PDI is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PDO vs. PDI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pimco Dynamic Income Opportunities Fund (PDO) and PIMCO Dynamic Income Fund (PDI). 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 PDO Sharpe Ratio is 0.99, which is higher than the PDI Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of PDO and PDI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PDO vs. PDI - Dividend Comparison

PDO's dividend yield for the trailing twelve months is around 10.43%, less than PDI's 12.75% yield.


TTM20242023202220212020201920182017201620152014
PDO
Pimco Dynamic Income Opportunities Fund
10.43%11.30%12.55%19.08%8.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PDI
PIMCO Dynamic Income Fund
12.75%14.45%14.74%17.84%10.21%10.01%9.45%10.78%8.81%14.79%15.08%13.43%

Drawdowns

PDO vs. PDI - Drawdown Comparison

The maximum PDO drawdown since its inception was -36.83%, smaller than the maximum PDI drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for PDO and PDI. For additional features, visit the drawdowns tool.


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Volatility

PDO vs. PDI - Volatility Comparison

The current volatility for Pimco Dynamic Income Opportunities Fund (PDO) is 5.00%, while PIMCO Dynamic Income Fund (PDI) has a volatility of 6.68%. This indicates that PDO experiences smaller price fluctuations and is considered to be less risky than PDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

PDO vs. PDI - Financials Comparison

This section allows you to compare key financial metrics between Pimco Dynamic Income Opportunities Fund and PIMCO Dynamic Income Fund. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


123.20M123.40M123.60M123.80M124.00M124.20M124.40M2022FebruaryMarchAprilMayJune
124.49M
(PDO) Total Revenue
(PDI) Total Revenue
Values in USD except per share items