PFIUX vs. PBHAX
Compare and contrast key facts about PIMCO Dynamic Bond Fund (PFIUX) and PGIM High Yield Fund (PBHAX).
PFIUX is managed by PIMCO. It was launched on Jun 29, 2008. PBHAX is managed by PGIM Investments. It was launched on Jan 22, 1990.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFIUX or PBHAX.
Key characteristics
| PFIUX | PBHAX | |
|---|---|---|
| YTD Return | 6.31% | 8.08% |
| 1Y Return | 10.65% | 15.43% |
| 3Y Return (Ann) | 2.06% | 2.05% |
| 5Y Return (Ann) | 2.62% | 3.86% |
| 10Y Return (Ann) | 2.87% | 4.75% |
| Sharpe Ratio | 4.36 | 3.77 |
| Sortino Ratio | 8.34 | 6.92 |
| Omega Ratio | 2.26 | 2.02 |
| Calmar Ratio | 2.13 | 1.83 |
| Martin Ratio | 43.19 | 24.43 |
| Ulcer Index | 0.25% | 0.63% |
| Daily Std Dev | 2.45% | 4.11% |
| Max Drawdown | -10.10% | -28.75% |
| Current Drawdown | 0.00% | -0.25% |
Correlation
The correlation between PFIUX and PBHAX is 0.37, 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.
Performance
PFIUX vs. PBHAX - Performance Comparison
In the year-to-date period, PFIUX achieves a 6.31% return, which is significantly lower than PBHAX's 8.08% return. Over the past 10 years, PFIUX has underperformed PBHAX with an annualized return of 2.87%, while PBHAX has yielded a comparatively higher 4.75% 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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PFIUX vs. PBHAX - Expense Ratio Comparison
PFIUX has a 0.81% expense ratio, which is higher than PBHAX's 0.75% expense ratio.
Risk-Adjusted Performance
PFIUX vs. PBHAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Dynamic Bond Fund (PFIUX) and PGIM High Yield Fund (PBHAX). 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
PFIUX vs. PBHAX - Dividend Comparison
PFIUX's dividend yield for the trailing twelve months is around 5.51%, less than PBHAX's 7.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFIUX PIMCO Dynamic Bond Fund | 5.51% | 4.12% | 4.33% | 2.03% | 3.45% | 5.16% | 3.48% | 4.69% | 2.32% | 6.09% | 1.98% | 0.87% |
PBHAX PGIM High Yield Fund | 7.11% | 6.77% | 6.74% | 5.25% | 5.70% | 5.99% | 6.27% | 6.01% | 6.20% | 6.65% | 6.37% | 6.39% |
Drawdowns
PFIUX vs. PBHAX - Drawdown Comparison
The maximum PFIUX drawdown since its inception was -10.10%, smaller than the maximum PBHAX drawdown of -28.75%. Use the drawdown chart below to compare losses from any high point for PFIUX and PBHAX. For additional features, visit the drawdowns tool.
Volatility
PFIUX vs. PBHAX - Volatility Comparison
The current volatility for PIMCO Dynamic Bond Fund (PFIUX) is 0.60%, while PGIM High Yield Fund (PBHAX) has a volatility of 0.72%. This indicates that PFIUX experiences smaller price fluctuations and is considered to be less risky than PBHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.