PFLT vs. PDI
Compare and contrast key facts about PennantPark Floating Rate Capital Ltd. (PFLT) and PIMCO Dynamic Income Fund (PDI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFLT or PDI.
Key characteristics
| PFLT | PDI | |
|---|---|---|
| YTD Return | 1.66% | 20.36% |
| 1Y Return | 26.51% | 37.67% |
| 3Y Return (Ann) | 4.38% | 3.25% |
| 5Y Return (Ann) | 10.78% | 1.68% |
| 10Y Return (Ann) | 7.79% | 7.67% |
| Sharpe Ratio | 2.00 | 3.41 |
| Sortino Ratio | 2.62 | 4.21 |
| Omega Ratio | 1.37 | 1.84 |
| Calmar Ratio | 1.58 | 1.65 |
| Martin Ratio | 5.21 | 25.06 |
| Ulcer Index | 5.56% | 1.62% |
| Daily Std Dev | 14.48% | 11.93% |
| Max Drawdown | -69.77% | -46.47% |
| Current Drawdown | -5.38% | -6.59% |
Fundamentals
| PFLT | PDI |
|---|
Correlation
The correlation between PFLT and PDI is 0.22, 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
PFLT vs. PDI - Performance Comparison
In the year-to-date period, PFLT achieves a 1.66% return, which is significantly lower than PDI's 20.36% return. Both investments have delivered pretty close results over the past 10 years, with PFLT having a 7.79% annualized return and PDI not far behind at 7.67%. 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
PFLT vs. PDI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PennantPark Floating Rate Capital Ltd. (PFLT) 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.
Dividends
PFLT vs. PDI - Dividend Comparison
PFLT's dividend yield for the trailing twelve months is around 10.93%, less than PDI's 13.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFLT PennantPark Floating Rate Capital Ltd. | 10.93% | 9.98% | 10.38% | 8.93% | 10.83% | 9.36% | 9.85% | 8.31% | 8.08% | 10.04% | 7.87% | 7.63% |
PDI PIMCO Dynamic Income Fund | 13.73% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 15.08% | 13.43% | 11.59% |
Drawdowns
PFLT vs. PDI - Drawdown Comparison
The maximum PFLT drawdown since its inception was -69.77%, which is greater than PDI's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for PFLT and PDI. For additional features, visit the drawdowns tool.
Volatility
PFLT vs. PDI - Volatility Comparison
PennantPark Floating Rate Capital Ltd. (PFLT) and PIMCO Dynamic Income Fund (PDI) have volatilities of 5.35% and 5.62%, 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.
Financials
PFLT vs. PDI - Financials Comparison
This section allows you to compare key financial metrics between PennantPark Floating Rate Capital Ltd. 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.
Total Revenue: Total amount of money received from sales and other business activities