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PFIUX vs. HYZD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFIUX vs. HYZD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Dynamic Bond Fund (PFIUX) and WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD). The values are adjusted to include any dividend payments, if applicable.

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PFIUX vs. HYZD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFIUX
PIMCO Dynamic Bond Fund
-1.73%9.30%7.12%6.83%-7.48%0.32%5.43%4.83%1.98%6.41%
HYZD
WisdomTree Interest Rate Hedged High Yield Bond Fund
-0.91%7.67%9.39%11.17%-2.35%6.27%-0.63%9.17%-2.21%6.32%

Returns By Period

In the year-to-date period, PFIUX achieves a -1.73% return, which is significantly lower than HYZD's -0.91% return. Over the past 10 years, PFIUX has underperformed HYZD with an annualized return of 3.81%, while HYZD has yielded a comparatively higher 5.69% annualized return.


PFIUX

1D
0.20%
1M
-2.70%
YTD
-1.73%
6M
0.43%
1Y
4.86%
3Y*
6.61%
5Y*
2.50%
10Y*
3.81%

HYZD

1D
-0.17%
1M
-1.10%
YTD
-0.91%
6M
0.84%
1Y
6.76%
3Y*
8.37%
5Y*
5.63%
10Y*
5.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFIUX vs. HYZD - Expense Ratio Comparison

PFIUX has a 0.81% expense ratio, which is higher than HYZD's 0.43% expense ratio.


Return for Risk

PFIUX vs. HYZD — Risk / Return Rank

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

PFIUX
PFIUX Risk / Return Rank: 8484
Overall Rank
PFIUX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PFIUX Sortino Ratio Rank: 8989
Sortino Ratio Rank
PFIUX Omega Ratio Rank: 8484
Omega Ratio Rank
PFIUX Calmar Ratio Rank: 8181
Calmar Ratio Rank
PFIUX Martin Ratio Rank: 7979
Martin Ratio Rank

HYZD
HYZD Risk / Return Rank: 7474
Overall Rank
HYZD Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
HYZD Sortino Ratio Rank: 7676
Sortino Ratio Rank
HYZD Omega Ratio Rank: 8282
Omega Ratio Rank
HYZD Calmar Ratio Rank: 6060
Calmar Ratio Rank
HYZD Martin Ratio Rank: 8181
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.

PFIUX vs. HYZD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Dynamic Bond Fund (PFIUX) and WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD). 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.


PFIUXHYZDDifference

Sharpe ratio

Return per unit of total volatility

1.67

1.25

+0.42

Sortino ratio

Return per unit of downside risk

2.51

1.92

+0.60

Omega ratio

Gain probability vs. loss probability

1.34

1.32

+0.02

Calmar ratio

Return relative to maximum drawdown

1.94

1.50

+0.44

Martin ratio

Return relative to average drawdown

7.74

8.72

-0.97

PFIUX vs. HYZD - Sharpe Ratio Comparison

The current PFIUX Sharpe Ratio is 1.67, which is higher than the HYZD Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of PFIUX and HYZD, 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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Sharpe Ratios by Period


PFIUXHYZDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.25

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.85

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.36

0.66

+0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

0.48

+0.78

Correlation

The correlation between PFIUX and HYZD is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PFIUX vs. HYZD - Dividend Comparison

PFIUX's dividend yield for the trailing twelve months is around 4.90%, less than HYZD's 6.10% yield.


TTM20252024202320222021202020192018201720162015
PFIUX
PIMCO Dynamic Bond Fund
4.90%5.15%4.68%3.65%3.67%2.03%3.45%5.14%3.48%4.69%2.31%6.07%
HYZD
WisdomTree Interest Rate Hedged High Yield Bond Fund
6.10%6.05%6.08%5.94%5.14%4.02%5.13%5.50%5.58%4.94%5.07%4.38%

Drawdowns

PFIUX vs. HYZD - Drawdown Comparison

The maximum PFIUX drawdown since its inception was -10.67%, smaller than the maximum HYZD drawdown of -25.66%. Use the drawdown chart below to compare losses from any high point for PFIUX and HYZD.


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Drawdown Indicators


PFIUXHYZDDifference

Max Drawdown

Largest peak-to-trough decline

-10.67%

-25.66%

+14.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-4.41%

+1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-10.67%

-8.97%

-1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-10.67%

-25.66%

+14.99%

Current Drawdown

Current decline from peak

-2.70%

-1.91%

-0.79%

Average Drawdown

Average peak-to-trough decline

-1.48%

-2.23%

+0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

0.76%

-0.04%

Volatility

PFIUX vs. HYZD - Volatility Comparison

PIMCO Dynamic Bond Fund (PFIUX) has a higher volatility of 1.45% compared to WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD) at 1.17%. This indicates that PFIUX's price experiences larger fluctuations and is considered to be riskier than HYZD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFIUXHYZDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.17%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.11%

2.04%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

3.26%

5.43%

-2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.89%

6.67%

-3.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.81%

8.67%

-5.86%