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PHD vs. FUTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PHD vs. FUTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pioneer Floating Rate Fund, Inc. (PHD) and Fidelity MSCI Utilities Index ETF (FUTY). The values are adjusted to include any dividend payments, if applicable.

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PHD vs. FUTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHD
Pioneer Floating Rate Fund, Inc.
-0.00%-95.64%16.93%18.20%-17.24%21.32%-0.22%20.28%-8.94%2.66%
FUTY
Fidelity MSCI Utilities Index ETF
8.19%16.40%23.20%-7.46%1.12%17.53%-0.80%24.89%4.36%12.52%

Returns By Period

Over the past 10 years, PHD has underperformed FUTY with an annualized return of -22.68%, while FUTY has yielded a comparatively higher 9.67% annualized return.


PHD

1D
-95.98%
1M
-0.00%
YTD
-0.00%
6M
-95.98%
1Y
-95.63%
3Y*
-60.93%
5Y*
-44.34%
10Y*
-22.68%

FUTY

1D
0.49%
1M
-2.11%
YTD
8.19%
6M
5.65%
1Y
19.31%
3Y*
13.99%
5Y*
10.62%
10Y*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PHD vs. FUTY — Risk / Return Rank

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

PHD
PHD Risk / Return Rank: 4848
Overall Rank
PHD Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PHD Sortino Ratio Rank: 100100
Sortino Ratio Rank
PHD Omega Ratio Rank: 100100
Omega Ratio Rank
PHD Calmar Ratio Rank: 11
Calmar Ratio Rank
PHD Martin Ratio Rank: 00
Martin Ratio Rank

FUTY
FUTY Risk / Return Rank: 6565
Overall Rank
FUTY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FUTY Sortino Ratio Rank: 6565
Sortino Ratio Rank
FUTY Omega Ratio Rank: 6060
Omega Ratio Rank
FUTY Calmar Ratio Rank: 7979
Calmar Ratio Rank
FUTY Martin Ratio Rank: 5252
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.

PHD vs. FUTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Floating Rate Fund, Inc. (PHD) and Fidelity MSCI Utilities Index ETF (FUTY). 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.


PHDFUTYDifference

Sharpe ratio

Return per unit of total volatility

-0.02

1.25

-1.27

Sortino ratio

Return per unit of downside risk

58.51

1.70

+56.82

Omega ratio

Gain probability vs. loss probability

20.03

1.23

+18.80

Calmar ratio

Return relative to maximum drawdown

-1.00

2.20

-3.20

Martin ratio

Return relative to average drawdown

-5.25

5.24

-10.49

PHD vs. FUTY - Sharpe Ratio Comparison

The current PHD Sharpe Ratio is -0.02, which is lower than the FUTY Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of PHD and FUTY, 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


PHDFUTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

1.25

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.63

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

0.51

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.58

-0.59

Correlation

The correlation between PHD and FUTY is 0.16, 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

PHD vs. FUTY - Dividend Comparison

PHD's dividend yield for the trailing twelve months is around 75.00%, more than FUTY's 2.49% yield.


TTM20252024202320222021202020192018201720162015
PHD
Pioneer Floating Rate Fund, Inc.
75.00%131.25%10.36%11.91%9.75%6.24%6.67%7.29%6.71%6.28%6.13%6.50%
FUTY
Fidelity MSCI Utilities Index ETF
2.49%2.67%2.96%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%

Drawdowns

PHD vs. FUTY - Drawdown Comparison

The maximum PHD drawdown since its inception was -96.00%, which is greater than FUTY's maximum drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for PHD and FUTY.


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Drawdown Indicators


PHDFUTYDifference

Max Drawdown

Largest peak-to-trough decline

-96.00%

-36.44%

-59.56%

Max Drawdown (1Y)

Largest decline over 1 year

-96.00%

-8.93%

-87.07%

Max Drawdown (5Y)

Largest decline over 5 years

-96.00%

-25.11%

-70.89%

Max Drawdown (10Y)

Largest decline over 10 years

-96.00%

-36.44%

-59.56%

Current Drawdown

Current decline from peak

-96.00%

-2.76%

-93.24%

Average Drawdown

Average peak-to-trough decline

-9.40%

-6.06%

-3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.23%

3.75%

+14.48%

Volatility

PHD vs. FUTY - Volatility Comparison

Pioneer Floating Rate Fund, Inc. (PHD) has a higher volatility of 732.87% compared to Fidelity MSCI Utilities Index ETF (FUTY) at 5.03%. This indicates that PHD's price experiences larger fluctuations and is considered to be riskier than FUTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHDFUTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

732.87%

5.03%

+727.84%

Volatility (6M)

Calculated over the trailing 6-month period

1,069.80%

10.15%

+1,059.65%

Volatility (1Y)

Calculated over the trailing 1-year period

6,383.04%

15.52%

+6,367.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2,469.98%

16.93%

+2,453.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1,717.89%

18.99%

+1,698.90%