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PGP vs. PHK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGP vs. PHK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prudential Global Preferred Equity Fund (PGP) and PIMCO High Income Fund (PHK). The values are adjusted to include any dividend payments, if applicable.

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PGP vs. PHK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGP
Prudential Global Preferred Equity Fund
1.89%29.92%15.48%21.33%-29.19%16.38%-6.98%12.73%-15.75%20.95%
PHK
PIMCO High Income Fund
-2.31%12.63%9.46%18.84%-14.41%10.97%-10.10%3.44%20.86%-8.66%

Returns By Period


PGP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

PHK

1D
-0.43%
1M
-4.97%
YTD
-2.31%
6M
-1.80%
1Y
6.62%
3Y*
11.32%
5Y*
3.49%
10Y*
4.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PGP vs. PHK — Risk / Return Rank

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

PGP
PGP Risk / Return Rank: 7777
Overall Rank
PGP Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
PGP Sortino Ratio Rank: 7171
Sortino Ratio Rank
PGP Omega Ratio Rank: 8787
Omega Ratio Rank
PGP Calmar Ratio Rank: 6363
Calmar Ratio Rank
PGP Martin Ratio Rank: 8282
Martin Ratio Rank

PHK
PHK Risk / Return Rank: 5656
Overall Rank
PHK Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PHK Sortino Ratio Rank: 4747
Sortino Ratio Rank
PHK Omega Ratio Rank: 5454
Omega Ratio Rank
PHK Calmar Ratio Rank: 5757
Calmar Ratio Rank
PHK Martin Ratio Rank: 6464
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.

PGP vs. PHK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prudential Global Preferred Equity Fund (PGP) and PIMCO High Income Fund (PHK). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PGP vs. PHK - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PGPPHKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

Correlation

The correlation between PGP and PHK is 0.41, 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.


Dividends

PGP vs. PHK - Dividend Comparison

PGP's dividend yield for the trailing twelve months is around 8.97%, less than PHK's 12.49% yield.


TTM20252024202320222021202020192018201720162015
PGP
Prudential Global Preferred Equity Fund
7.47%9.07%10.64%11.04%11.95%7.65%9.49%10.13%12.53%11.44%14.86%12.14%
PHK
PIMCO High Income Fund
12.49%11.85%11.85%11.54%12.18%9.37%10.62%10.57%12.09%13.29%13.54%16.98%

Drawdowns

PGP vs. PHK - Drawdown Comparison


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Drawdown Indicators


PGPPHKDifference

Max Drawdown

Largest peak-to-trough decline

-64.94%

-75.29%

+10.35%

Max Drawdown (1Y)

Largest decline over 1 year

-16.03%

-9.22%

-6.81%

Max Drawdown (5Y)

Largest decline over 5 years

-39.87%

-26.76%

-13.11%

Max Drawdown (10Y)

Largest decline over 10 years

-64.55%

-51.30%

-13.25%

Current Drawdown

Current decline from peak

-0.51%

-5.74%

+5.23%

Average Drawdown

Average peak-to-trough decline

-16.16%

-9.83%

-6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.35%

+0.26%

Volatility

PGP vs. PHK - Volatility Comparison


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Volatility by Period


PGPPHKDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

Volatility (1Y)

Calculated over the trailing 1-year period

13.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.64%