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

Correlation

The correlation between PPFIX and PHK 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.

PPFIX vs. PHK

Last updated May 31, 2025

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

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 PHK.

Performance

PPFIX vs. PHK - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PPFIX:

0.43

PHK:

1.08

Sortino Ratio

PPFIX:

0.51

PHK:

1.35

Omega Ratio

PPFIX:

1.25

PHK:

1.26

Calmar Ratio

PPFIX:

0.73

PHK:

1.21

Martin Ratio

PPFIX:

1.97

PHK:

6.25

Ulcer Index

PPFIX:

1.24%

PHK:

1.85%

Daily Std Dev

PPFIX:

5.76%

PHK:

11.22%

Max Drawdown

PPFIX:

-15.64%

PHK:

-75.29%

Current Drawdown

PPFIX:

0.00%

PHK:

-1.05%

Returns By Period

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

PPFIX

YTD

2.72%

1M

0.76%

6M

1.82%

1Y

2.45%

3Y*

4.69%

5Y*

7.97%

10Y*

N/A

PHK

YTD

2.74%

1M

0.80%

6M

0.42%

1Y

12.00%

3Y*

5.62%

5Y*

8.82%

10Y*

2.61%

*Annualized

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Princeton Premium Fund

PIMCO High Income Fund

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

Risk-Adjusted Performance

PPFIX vs. PHK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PPFIX
The Risk-Adjusted Performance Rank of PPFIX is 5050
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 6666
Calmar Ratio Rank
The Martin Ratio Rank of PPFIX is 4545
Martin Ratio Rank
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
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.

PPFIX vs. PHK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Princeton Premium Fund (PPFIX) and PIMCO High Income Fund (PHK). 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 PPFIX Sharpe Ratio is 0.43, which is lower than the PHK Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of PPFIX and PHK, 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

PPFIX vs. PHK - Dividend Comparison

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

TTM20242023202220212020201920182017201620152014
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%
PHK
PIMCO High Income Fund		12.13%11.85%12.51%12.18%9.37%10.60%10.55%12.13%13.32%13.48%16.97%13.01%

Drawdowns

PPFIX vs. PHK - Drawdown Comparison

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

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

Volatility

PPFIX vs. PHK - Volatility Comparison

The current volatility for Princeton Premium Fund (PPFIX) is 0.23%, while PIMCO High Income Fund (PHK) has a volatility of 1.81%. This indicates that PPFIX experiences smaller price fluctuations and is considered to be less risky than PHK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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