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SPYD vs. PDI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPYD vs. PDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P 500 High Dividend ETF (SPYD) and PIMCO Dynamic Income Fund (PDI). The values are adjusted to include any dividend payments, if applicable.

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SPYD vs. PDI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
6.32%4.65%15.34%3.91%-1.17%32.73%-11.64%21.20%-4.89%12.67%
PDI
PIMCO Dynamic Income Fund
0.17%11.03%17.18%11.99%-16.99%7.81%-9.96%22.23%7.35%18.59%

Returns By Period

In the year-to-date period, SPYD achieves a 6.32% return, which is significantly higher than PDI's 0.17% return. Both investments have delivered pretty close results over the past 10 years, with SPYD having a 8.49% annualized return and PDI not far behind at 8.14%.


SPYD

1D
0.91%
1M
-4.18%
YTD
6.32%
6M
5.84%
1Y
7.66%
3Y*
11.19%
5Y*
7.79%
10Y*
8.49%

PDI

1D
3.13%
1M
-3.71%
YTD
0.17%
6M
-7.15%
1Y
-0.44%
3Y*
13.14%
5Y*
3.57%
10Y*
8.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SPYD vs. PDI — Risk / Return Rank

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

SPYD
SPYD Risk / Return Rank: 3030
Overall Rank
SPYD Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SPYD Sortino Ratio Rank: 2929
Sortino Ratio Rank
SPYD Omega Ratio Rank: 2828
Omega Ratio Rank
SPYD Calmar Ratio Rank: 3232
Calmar Ratio Rank
SPYD Martin Ratio Rank: 3232
Martin Ratio Rank

PDI
PDI Risk / Return Rank: 3838
Overall Rank
PDI Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PDI Sortino Ratio Rank: 3333
Sortino Ratio Rank
PDI Omega Ratio Rank: 3434
Omega Ratio Rank
PDI Calmar Ratio Rank: 4242
Calmar Ratio Rank
PDI Martin Ratio Rank: 4242
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.

SPYD vs. PDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 500 High Dividend ETF (SPYD) 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.


SPYDPDIDifference

Sharpe ratio

Return per unit of total volatility

0.49

-0.02

+0.51

Sortino ratio

Return per unit of downside risk

0.79

0.09

+0.70

Omega ratio

Gain probability vs. loss probability

1.10

1.02

+0.09

Calmar ratio

Return relative to maximum drawdown

0.73

-0.01

+0.74

Martin ratio

Return relative to average drawdown

2.60

-0.03

+2.62

SPYD vs. PDI - Sharpe Ratio Comparison

The current SPYD Sharpe Ratio is 0.49, which is higher than the PDI Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of SPYD and PDI, 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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Sharpe Ratios by Period


SPYDPDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

-0.02

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.23

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.43

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.59

-0.14

Correlation

The correlation between SPYD and PDI is 0.36, 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.


Dividends

SPYD vs. PDI - Dividend Comparison

SPYD's dividend yield for the trailing twelve months is around 4.37%, less than PDI's 15.46% yield.


TTM20252024202320222021202020192018201720162015
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.37%4.52%4.31%4.66%5.01%3.68%4.95%4.42%4.75%4.63%4.34%1.13%
PDI
PIMCO Dynamic Income Fund
15.46%14.94%14.43%14.74%17.84%10.21%10.01%9.45%10.78%8.81%14.79%18.70%

Drawdowns

SPYD vs. PDI - Drawdown Comparison

The maximum SPYD drawdown since its inception was -46.42%, roughly equal to the maximum PDI drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for SPYD and PDI.


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Drawdown Indicators


SPYDPDIDifference

Max Drawdown

Largest peak-to-trough decline

-46.42%

-46.47%

+0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-14.34%

+1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-22.25%

-27.23%

+4.98%

Max Drawdown (10Y)

Largest decline over 10 years

-46.42%

-46.47%

+0.05%

Current Drawdown

Current decline from peak

-4.34%

-7.66%

+3.32%

Average Drawdown

Average peak-to-trough decline

-6.24%

-6.22%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

5.03%

-1.57%

Volatility

SPYD vs. PDI - Volatility Comparison

The current volatility for SPDR Portfolio S&P 500 High Dividend ETF (SPYD) is 3.08%, while PIMCO Dynamic Income Fund (PDI) has a volatility of 5.71%. This indicates that SPYD 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


SPYDPDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

5.71%

-2.63%

Volatility (6M)

Calculated over the trailing 6-month period

8.62%

9.96%

-1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

15.71%

18.36%

-2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.25%

15.66%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.80%

19.06%

+0.74%