PDO vs. VTI
Compare and contrast key facts about Pimco Dynamic Income Opportunities Fund (PDO) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PDO or VTI.
Key characteristics
| PDO | VTI | |
|---|---|---|
| YTD Return | 22.39% | 26.21% |
| 1Y Return | 33.74% | 38.35% |
| 3Y Return (Ann) | -0.32% | 8.70% |
| Sharpe Ratio | 2.87 | 3.04 |
| Sortino Ratio | 4.04 | 4.05 |
| Omega Ratio | 1.56 | 1.57 |
| Calmar Ratio | 0.98 | 4.46 |
| Martin Ratio | 19.43 | 19.72 |
| Ulcer Index | 1.62% | 1.94% |
| Daily Std Dev | 11.00% | 12.58% |
| Max Drawdown | -36.83% | -55.45% |
| Current Drawdown | -9.47% | -0.39% |
Correlation
The correlation between PDO and VTI is 0.40, 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. VTI - Performance Comparison
In the year-to-date period, PDO achieves a 22.39% return, which is significantly lower than VTI's 26.21% 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
PDO vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pimco Dynamic Income Opportunities Fund (PDO) and Vanguard Total Stock Market ETF (VTI). 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
PDO vs. VTI - Dividend Comparison
PDO's dividend yield for the trailing twelve months is around 11.39%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDO Pimco Dynamic Income Opportunities Fund | 11.39% | 12.55% | 19.08% | 8.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
PDO vs. VTI - Drawdown Comparison
The maximum PDO drawdown since its inception was -36.83%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PDO and VTI. For additional features, visit the drawdowns tool.
Volatility
PDO vs. VTI - Volatility Comparison
Pimco Dynamic Income Opportunities Fund (PDO) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.11% and 4.06%, 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.