PHK vs. VOO
Compare and contrast key facts about PIMCO High Income Fund (PHK) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHK or VOO.
Key characteristics
| PHK | VOO | |
|---|---|---|
| YTD Return | 12.00% | 26.88% |
| 1Y Return | 29.78% | 37.59% |
| 3Y Return (Ann) | 4.12% | 10.23% |
| 5Y Return (Ann) | 2.45% | 15.93% |
| 10Y Return (Ann) | 2.79% | 13.41% |
| Sharpe Ratio | 2.58 | 3.06 |
| Sortino Ratio | 3.72 | 4.08 |
| Omega Ratio | 1.56 | 1.58 |
| Calmar Ratio | 1.32 | 4.43 |
| Martin Ratio | 18.72 | 20.25 |
| Ulcer Index | 1.50% | 1.85% |
| Daily Std Dev | 10.87% | 12.23% |
| Max Drawdown | -75.29% | -33.99% |
| Current Drawdown | -0.86% | -0.30% |
Correlation
The correlation between PHK and VOO is 0.37, 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.
Performance
PHK vs. VOO - Performance Comparison
In the year-to-date period, PHK achieves a 12.00% return, which is significantly lower than VOO's 26.88% return. Over the past 10 years, PHK has underperformed VOO with an annualized return of 2.79%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
PHK vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO High Income Fund (PHK) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
PHK's dividend yield for the trailing twelve months is around 11.47%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHK PIMCO High Income Fund | 11.47% | 12.51% | 12.18% | 9.37% | 10.60% | 10.55% | 12.13% | 13.32% | 13.48% | 16.97% | 13.01% | 12.57% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
PHK vs. VOO - Drawdown Comparison
The maximum PHK drawdown since its inception was -75.29%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PHK and VOO. For additional features, visit the drawdowns tool.
Volatility
PHK vs. VOO - Volatility Comparison
The current volatility for PIMCO High Income Fund (PHK) is 2.30%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.89%. This indicates that PHK experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.