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PYLD vs. PDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PYLD vs. PDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) and PIMCO Dynamic Income Fund (PDI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PYLD achieves a 1.48% return, which is significantly higher than PDI's -0.56% return.


PYLD

1D
0.23%
1M
1.37%
YTD
1.48%
6M
1.77%
1Y
7.32%
3Y*
5Y*
10Y*

PDI

1D
-0.12%
1M
-0.89%
YTD
-0.56%
6M
-0.56%
1Y
1.36%
3Y*
10.94%
5Y*
2.62%
10Y*
7.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PYLD vs. PDI - Yearly Performance Comparison


2026 (YTD)202520242023
PYLD
PIMCO Multisector Bond Active Exchange-Traded Fund
1.48%9.57%7.69%5.46%
PDI
PIMCO Dynamic Income Fund
-0.56%11.03%17.18%4.68%

Correlation

The correlation between PYLD and PDI is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2023

0.27

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Return for Risk

PYLD vs. PDI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PYLD
PYLD Risk / Return Rank: 7171
Overall Rank
PYLD Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
PYLD Sortino Ratio Rank: 8484
Sortino Ratio Rank
PYLD Omega Ratio Rank: 8484
Omega Ratio Rank
PYLD Calmar Ratio Rank: 4848
Calmar Ratio Rank
PYLD Martin Ratio Rank: 6060
Martin Ratio Rank

PDI
PDI Risk / Return Rank: 4242
Overall Rank
PDI Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PDI Sortino Ratio Rank: 3737
Sortino Ratio Rank
PDI Omega Ratio Rank: 3838
Omega Ratio Rank
PDI Calmar Ratio Rank: 4545
Calmar Ratio Rank
PDI Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PYLD vs. PDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PYLDPDIDifference
Sharpe ratioReturn per unit of total volatility

+2.28

Sortino ratioReturn per unit of downside risk

+3.29

Omega ratioGain probability vs. loss probability

1.48

1.04

+0.44

Calmar ratioReturn relative to maximum drawdown

2.26

0.12

+2.14

Martin ratioReturn relative to average drawdown

10.26

0.26

+10.00

PYLD vs. PDI - Sharpe Ratio Comparison

The current PYLD Sharpe Ratio is 2.40, which is higher than the PDI Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of PYLD and PDI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PYLD vs. PDI - Drawdown Comparison

The maximum PYLD drawdown since its inception was -4.52%, smaller than the maximum PDI drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for PYLD and PDI.


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Drawdown Indicators


PYLDPDIDifference

Max Drawdown

Largest peak-to-trough decline

-4.52%

-46.47%

+41.95%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-10.95%

+7.70%

Max Drawdown (3Y)

Largest decline over 3 years

-17.55%

Max Drawdown (5Y)

Largest decline over 5 years

-27.19%

Max Drawdown (10Y)

Largest decline over 10 years

-46.47%

Current Drawdown

Current decline from peak

-0.23%

-8.34%

+8.11%

Average Drawdown

Average peak-to-trough decline

-0.65%

-6.22%

+5.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

5.18%

-4.47%

Volatility

PYLD vs. PDI - Volatility Comparison

The current volatility for PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) is 1.13%, while PIMCO Dynamic Income Fund (PDI) has a volatility of 3.19%. This indicates that PYLD experiences smaller price fluctuations and is considered to be less risky 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


PYLDPDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

3.19%

-2.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

8.47%

-5.87%

Volatility (1Y)

Calculated over the trailing 1-year period

3.06%

11.43%

-8.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.99%

15.55%

-11.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.99%

19.04%

-15.05%

Dividends

PYLD vs. PDI - Dividend Comparison

PYLD's dividend yield for the trailing twelve months is around 6.26%, less than PDI's 16.20% yield.


PositionTTM20252024202320222021202020192018201720162015
PDI
PIMCO Dynamic Income Fund
16.20%14.94%14.43%14.74%17.84%10.21%10.01%9.45%10.78%8.81%14.79%18.70%
PYLD
PIMCO Multisector Bond Active Exchange-Traded Fund
6.26%6.21%6.40%2.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PYLD and PDI have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDI has higher volatility (3.19%) compared to PYLD (1.13%). In terms of maximum drawdown, PYLD dropped -4.52% vs PDI's -46.47%.

PYLD currently has the higher Sharpe Ratio (2.40 vs 0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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