PHK vs. PDI
Compare and contrast key facts about PIMCO High Income Fund (PHK) and PIMCO Dynamic Income Fund (PDI).
Performance
PHK vs. PDI - Performance Comparison
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PHK vs. PDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PHK PIMCO High Income Fund | -1.88% | 12.63% | 9.46% | 18.84% | -14.41% | 10.97% | -10.10% | 3.44% | 20.86% | -8.66% |
PDI PIMCO Dynamic Income Fund | 0.17% | 11.03% | 17.18% | 11.99% | -16.99% | 7.81% | -9.96% | 22.23% | 7.35% | 18.59% |
Fundamentals
PHK:
$811.04M
PDI:
$7.06B
PHK:
$1.07
PDI:
$3.86
PHK:
4.33
PDI:
4.44
PHK:
0.18
PDI:
0.07
PHK:
4.90
PDI:
3.29
PHK:
0.96
PDI:
0.95
PHK:
$167.83M
PDI:
$2.03B
PHK:
$163.06M
PDI:
$1.51B
PHK:
$88.91M
PDI:
$2.09B
Returns By Period
In the year-to-date period, PHK achieves a -1.88% return, which is significantly lower than PDI's 0.17% return. Over the past 10 years, PHK has underperformed PDI with an annualized return of 4.73%, while PDI has yielded a comparatively higher 8.14% annualized return.
PHK
- 1D
- 4.28%
- 1M
- -4.36%
- YTD
- -1.88%
- 6M
- -1.57%
- 1Y
- 6.65%
- 3Y*
- 11.48%
- 5Y*
- 3.58%
- 10Y*
- 4.73%
PDI
- 1D
- 3.13%
- 1M
- -3.71%
- YTD
- 0.17%
- 6M
- -7.15%
- 1Y
- -0.44%
- 3Y*
- 13.14%
- 5Y*
- 3.57%
- 10Y*
- 8.14%
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Return for Risk
PHK vs. PDI — Risk / Return Rank
PHK
PDI
PHK vs. PDI - Risk-Adjusted Trends 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.
| PHK | PDI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | -0.02 | +0.52 |
Sortino ratioReturn per unit of downside risk | 0.73 | 0.09 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.02 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | -0.01 | +0.76 |
Martin ratioReturn relative to average drawdown | 3.01 | -0.03 | +3.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PHK | PDI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | -0.02 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.23 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.43 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.59 | -0.32 |
Correlation
The correlation between PHK and PDI is 0.43, 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
PHK vs. PDI - Dividend Comparison
PHK's dividend yield for the trailing twelve months is around 12.44%, less than PDI's 15.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHK PIMCO High Income Fund | 12.44% | 11.85% | 11.85% | 11.54% | 12.18% | 9.37% | 10.62% | 10.57% | 12.09% | 13.29% | 13.54% | 16.98% |
PDI PIMCO Dynamic Income Fund | 15.46% | 14.94% | 14.43% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 18.70% |
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.
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Drawdown Indicators
| PHK | PDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.29% | -46.47% | -28.82% |
Max Drawdown (1Y)Largest decline over 1 year | -9.22% | -14.34% | +5.12% |
Max Drawdown (5Y)Largest decline over 5 years | -26.76% | -27.23% | +0.47% |
Max Drawdown (10Y)Largest decline over 10 years | -51.30% | -46.47% | -4.83% |
Current DrawdownCurrent decline from peak | -5.33% | -7.66% | +2.33% |
Average DrawdownAverage peak-to-trough decline | -9.83% | -6.22% | -3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 5.03% | -2.68% |
Volatility
PHK vs. PDI - Volatility Comparison
PIMCO High Income Fund (PHK) has a higher volatility of 8.01% compared to PIMCO Dynamic Income Fund (PDI) at 5.71%. This indicates that PHK's price experiences larger fluctuations and is considered to be riskier than PDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PHK | PDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.01% | 5.71% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 9.96% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.43% | 18.36% | -4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.56% | 15.66% | -1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.64% | 19.06% | +1.58% |
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