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PHK vs. PPFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PHK and PPFIX is 0.28, 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.

PHK vs. PPFIX

Last updated Jun 1, 2025

Compare and contrast key facts about PIMCO High Income Fund (PHK) and Princeton Premium Fund (PPFIX).

PPFIX is managed by Princeton. It was launched on Nov 15, 2016.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHK or PPFIX.

Performance

PHK vs. PPFIX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PHK:

1.08

PPFIX:

0.43

Sortino Ratio

PHK:

1.35

PPFIX:

0.51

Omega Ratio

PHK:

1.26

PPFIX:

1.25

Calmar Ratio

PHK:

1.21

PPFIX:

0.73

Martin Ratio

PHK:

6.25

PPFIX:

1.97

Ulcer Index

PHK:

1.85%

PPFIX:

1.24%

Daily Std Dev

PHK:

11.22%

PPFIX:

5.76%

Max Drawdown

PHK:

-75.29%

PPFIX:

-15.64%

Current Drawdown

PHK:

-1.05%

PPFIX:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with PHK having a 2.74% return and PPFIX slightly lower at 2.72%.

PHK

YTD

2.74%

1M

0.58%

6M

0.42%

1Y

10.89%

3Y*

5.62%

5Y*

8.82%

10Y*

2.61%

PPFIX

YTD

2.72%

1M

0.67%

6M

1.82%

1Y

2.28%

3Y*

4.69%

5Y*

7.97%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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PIMCO High Income Fund

Princeton Premium Fund

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PHK vs. PPFIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PHK
The Risk-Adjusted Performance Rank of PHK is 8383
Overall Rank
The Sharpe Ratio Rank of PHK is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of PHK is 7373
Sortino Ratio Rank
The Omega Ratio Rank of PHK is 8383
Omega Ratio Rank
The Calmar Ratio Rank of PHK is 8686
Calmar Ratio Rank
The Martin Ratio Rank of PHK is 8989
Martin Ratio Rank
PPFIX
The Risk-Adjusted Performance Rank of PPFIX is 4949
Overall Rank
The Sharpe Ratio Rank of PPFIX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of PPFIX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of PPFIX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of PPFIX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of PPFIX is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PHK vs. PPFIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO High Income Fund (PHK) and Princeton Premium Fund (PPFIX). 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 PHK Sharpe Ratio is 1.08, which is higher than the PPFIX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of PHK and PPFIX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PHK vs. PPFIX - Dividend Comparison

PHK's dividend yield for the trailing twelve months is around 12.13%, more than PPFIX's 4.57% yield.

TTM20242023202220212020201920182017201620152014
PHK
PIMCO High Income Fund		12.13%11.85%12.51%12.18%9.37%10.62%10.57%12.09%13.29%13.54%16.98%13.00%
PPFIX
Princeton Premium Fund		4.57%4.67%6.87%1.92%7.16%0.44%0.24%0.93%2.68%0.00%0.00%0.00%

Drawdowns

PHK vs. PPFIX - Drawdown Comparison

The maximum PHK drawdown since its inception was -75.29%, which is greater than PPFIX's maximum drawdown of -15.64%. Use the drawdown chart below to compare losses from any high point for PHK and PPFIX.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PHK vs. PPFIX - Volatility Comparison

PIMCO High Income Fund (PHK) has a higher volatility of 1.81% compared to Princeton Premium Fund (PPFIX) at 0.23%. This indicates that PHK's price experiences larger fluctuations and is considered to be riskier than PPFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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