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PFIUX vs. PBHAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.4

Performance

PFIUX vs. PBHAX - Performance Comparison

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

0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.67%
4.13%
PFIUX
PBHAX

Key characteristics

Sharpe Ratio

PFIUX:

2.90

PBHAX:

2.00

Sortino Ratio

PFIUX:

4.71

PBHAX:

3.24

Omega Ratio

PFIUX:

1.71

PBHAX:

1.45

Calmar Ratio

PFIUX:

4.03

PBHAX:

2.12

Martin Ratio

PFIUX:

22.74

PBHAX:

10.75

Ulcer Index

PFIUX:

0.29%

PBHAX:

0.68%

Daily Std Dev

PFIUX:

2.31%

PBHAX:

3.68%

Max Drawdown

PFIUX:

-10.10%

PBHAX:

-28.75%

Current Drawdown

PFIUX:

-0.99%

PBHAX:

-1.70%

Returns By Period

In the year-to-date period, PFIUX achieves a 6.10% return, which is significantly lower than PBHAX's 6.52% return. Over the past 10 years, PFIUX has underperformed PBHAX with an annualized return of 2.84%, while PBHAX has yielded a comparatively higher 4.81% annualized return.


PFIUX

YTD

6.10%

1M

-0.00%

6M

3.67%

1Y

6.69%

5Y*

2.40%

10Y*

2.84%

PBHAX

YTD

6.52%

1M

-1.04%

6M

4.13%

1Y

7.56%

5Y*

3.08%

10Y*

4.81%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PFIUX vs. PBHAX - Expense Ratio Comparison

PFIUX has a 0.81% expense ratio, which is higher than PBHAX's 0.75% expense ratio.


PFIUX
PIMCO Dynamic Bond Fund
Expense ratio chart for PFIUX: current value at 0.81% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.81%
Expense ratio chart for PBHAX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

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.


Sharpe ratio
The chart of Sharpe ratio for PFIUX, currently valued at 2.90, compared to the broader market-1.000.001.002.003.004.002.902.00
The chart of Sortino ratio for PFIUX, currently valued at 4.71, compared to the broader market-2.000.002.004.006.008.0010.004.713.24
The chart of Omega ratio for PFIUX, currently valued at 1.71, compared to the broader market0.501.001.502.002.503.003.501.711.45
The chart of Calmar ratio for PFIUX, currently valued at 4.03, compared to the broader market0.002.004.006.008.0010.0012.0014.004.032.12
The chart of Martin ratio for PFIUX, currently valued at 22.74, compared to the broader market0.0020.0040.0060.0022.7410.75
PFIUX
PBHAX

The current PFIUX Sharpe Ratio is 2.90, which is higher than the PBHAX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of PFIUX and PBHAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
2.90
2.00
PFIUX
PBHAX

Dividends

PFIUX vs. PBHAX - Dividend Comparison

PFIUX's dividend yield for the trailing twelve months is around 5.18%, less than PBHAX's 6.18% yield.


TTM20232022202120202019201820172016201520142013
PFIUX
PIMCO Dynamic Bond Fund
5.18%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
6.18%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.


-2.00%-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.99%
-1.70%
PFIUX
PBHAX

Volatility

PFIUX vs. PBHAX - Volatility Comparison

PIMCO Dynamic Bond Fund (PFIUX) and PGIM High Yield Fund (PBHAX) have volatilities of 0.83% and 0.85%, 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.


0.20%0.40%0.60%0.80%1.00%1.20%1.40%JulyAugustSeptemberOctoberNovemberDecember
0.83%
0.85%
PFIUX
PBHAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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