PPFIX vs. PDO
Compare and contrast key facts about Princeton Premium Fund (PPFIX) and Pimco Dynamic Income Opportunities Fund (PDO).
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: PPFIX or PDO.
Key characteristics
| PPFIX | PDO | |
|---|---|---|
| YTD Return | 3.14% | 21.30% |
| 1Y Return | 0.51% | 30.59% |
| 3Y Return (Ann) | 0.51% | -0.61% |
| Sharpe Ratio | 0.12 | 2.99 |
| Sortino Ratio | 0.14 | 4.24 |
| Omega Ratio | 1.08 | 1.58 |
| Calmar Ratio | 0.15 | 1.04 |
| Martin Ratio | 0.29 | 19.65 |
| Ulcer Index | 1.74% | 1.66% |
| Daily Std Dev | 4.32% | 10.90% |
| Max Drawdown | -15.64% | -36.83% |
| Current Drawdown | -0.80% | -10.27% |
Correlation
The correlation between PPFIX and PDO is 0.05, 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
PPFIX vs. PDO - Performance Comparison
In the year-to-date period, PPFIX achieves a 3.14% return, which is significantly lower than PDO's 21.30% 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
PPFIX vs. PDO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Princeton Premium Fund (PPFIX) and Pimco Dynamic Income Opportunities Fund (PDO). 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
PPFIX vs. PDO - Dividend Comparison
PPFIX's dividend yield for the trailing twelve months is around 3.66%, less than PDO's 11.50% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
PPFIX Princeton Premium Fund | 3.66% | 3.68% | 0.00% | 0.00% |
PDO Pimco Dynamic Income Opportunities Fund | 11.50% | 12.55% | 19.08% | 8.54% |
Drawdowns
PPFIX vs. PDO - Drawdown Comparison
The maximum PPFIX drawdown since its inception was -15.64%, smaller than the maximum PDO drawdown of -36.83%. Use the drawdown chart below to compare losses from any high point for PPFIX and PDO. For additional features, visit the drawdowns tool.
Volatility
PPFIX vs. PDO - Volatility Comparison
The current volatility for Princeton Premium Fund (PPFIX) is 0.34%, while Pimco Dynamic Income Opportunities Fund (PDO) has a volatility of 4.00%. This indicates that PPFIX experiences smaller price fluctuations and is considered to be less risky than PDO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.