PHD vs. IDVO

In the year-to-date period, PHD achieves a 4.17% return, which is significantly lower than IDVO's 11.08% return.

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This table presents a comparison of risk-adjusted performance metrics for Pioneer Floating Rate Fund, Inc. (PHD) and Amplify International Enhanced Dividend Income ETF (IDVO). 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.

The current PHD Sharpe Ratio is 0.91, which is higher than the IDVO Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of PHD and IDVO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PHD's dividend yield for the trailing twelve months is around 10.49%, while IDVO has not paid dividends to shareholders.

The maximum PHD drawdown since its inception was -63.59%, which is greater than IDVO's maximum drawdown of -15.45%. Use the drawdown chart below to compare losses from any high point for PHD and IDVO. For additional features, visit the drawdowns tool.

Pioneer Floating Rate Fund, Inc. (PHD) has a higher volatility of 4.21% compared to Amplify International Enhanced Dividend Income ETF (IDVO) at 3.96%. This indicates that PHD's price experiences larger fluctuations and is considered to be riskier than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.