PHK vs. PDI
Compare and contrast key facts about PIMCO High Income Fund (PHK) and PIMCO Dynamic Income Fund (PDI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHK or PDI.
Key characteristics
| PHK | PDI | |
|---|---|---|
| YTD Return | 11.33% | 22.12% |
| 1Y Return | 26.10% | 29.55% |
| 3Y Return (Ann) | 3.91% | 3.74% |
| 5Y Return (Ann) | 2.27% | 1.85% |
| 10Y Return (Ann) | 2.72% | 7.72% |
| Sharpe Ratio | 2.69 | 3.08 |
| Sortino Ratio | 3.90 | 3.65 |
| Omega Ratio | 1.59 | 1.73 |
| Calmar Ratio | 1.49 | 1.73 |
| Martin Ratio | 19.34 | 17.33 |
| Ulcer Index | 1.50% | 1.87% |
| Daily Std Dev | 10.80% | 10.49% |
| Max Drawdown | -75.29% | -46.47% |
| Current Drawdown | -1.45% | -5.24% |
Fundamentals
| PHK | PDI |
|---|
Correlation
The correlation between PHK and PDI is 0.42, 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.
Performance
PHK vs. PDI - Performance Comparison
In the year-to-date period, PHK achieves a 11.33% return, which is significantly lower than PDI's 22.12% return. Over the past 10 years, PHK has underperformed PDI with an annualized return of 2.72%, while PDI has yielded a comparatively higher 7.72% annualized return. 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
PHK vs. PDI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO High Income Fund (PHK) 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
PHK vs. PDI - Dividend Comparison
PHK's dividend yield for the trailing twelve months is around 11.54%, less than PDI's 13.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHK PIMCO High Income Fund | 11.54% | 12.51% | 12.18% | 9.37% | 10.60% | 10.55% | 12.13% | 13.32% | 13.48% | 16.97% | 13.01% | 12.57% |
PDI PIMCO Dynamic Income Fund | 13.71% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 15.08% | 13.43% | 11.59% |
Drawdowns
PHK vs. PDI - Drawdown Comparison
The maximum PHK drawdown since its inception was -75.29%, which is greater than PDI's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for PHK and PDI. For additional features, visit the drawdowns tool.
Volatility
PHK vs. PDI - Volatility Comparison
The current volatility for PIMCO High Income Fund (PHK) is 2.38%, while PIMCO Dynamic Income Fund (PDI) has a volatility of 3.81%. This indicates that PHK experiences smaller price fluctuations and is considered to be less risky than PDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
PHK vs. PDI - Financials Comparison
This section allows you to compare key financial metrics between PIMCO High Income Fund 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