TFIF.L vs. PDI
Compare and contrast key facts about TwentyFour Income Fund Limited (TFIF.L) and PIMCO Dynamic Income Fund (PDI).
TFIF.L is managed by TwentyFour Asset Management.
Performance
TFIF.L vs. PDI - Performance Comparison
Loading graphics...
TFIF.L vs. PDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TFIF.L TwentyFour Income Fund Limited | -4.22% | 5.10% | 2.76% | 6.58% | -13.84% | 8.32% | -4.87% | -0.61% | -6.60% | 6.48% |
PDI PIMCO Dynamic Income Fund | 2.08% | 3.12% | 19.23% | 6.40% | -7.12% | 8.83% | -12.60% | 17.58% | 13.72% | 8.34% |
Different Trading Currencies
TFIF.L is traded in GBP, while PDI is traded in USD. To make them comparable, the PDI values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, TFIF.L achieves a -4.22% return, which is significantly lower than PDI's 2.08% return. Over the past 10 years, TFIF.L has underperformed PDI with an annualized return of 0.36%, while PDI has yielded a comparatively higher 8.93% annualized return.
TFIF.L
- 1D
- 3.82%
- 1M
- -3.55%
- YTD
- -4.22%
- 6M
- -4.70%
- 1Y
- -2.59%
- 3Y*
- 2.72%
- 5Y*
- 0.15%
- 10Y*
- 0.36%
PDI
- 1D
- 2.83%
- 1M
- -1.81%
- YTD
- 2.08%
- 6M
- -5.56%
- 1Y
- -2.73%
- 3Y*
- 10.55%
- 5Y*
- 4.51%
- 10Y*
- 8.93%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TFIF.L vs. PDI — Risk / Return Rank
TFIF.L
PDI
TFIF.L vs. PDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TwentyFour Income Fund Limited (TFIF.L) 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.
| TFIF.L | PDI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.21 | -0.15 | -0.06 |
Sortino ratioReturn per unit of downside risk | -0.20 | -0.07 | -0.13 |
Omega ratioGain probability vs. loss probability | 0.97 | 0.99 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | -0.27 | -0.18 | -0.09 |
Martin ratioReturn relative to average drawdown | -0.95 | -0.39 | -0.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TFIF.L | PDI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | -0.15 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.28 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | 0.45 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.63 | -0.59 |
Correlation
The correlation between TFIF.L and PDI is 0.07, 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
TFIF.L vs. PDI - Dividend Comparison
TFIF.L's dividend yield for the trailing twelve months is around 0.10%, less than PDI's 15.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TFIF.L TwentyFour Income Fund Limited | 0.10% | 0.10% | 0.09% | 0.10% | 0.07% | 0.06% | 0.06% | 0.06% | 0.06% | 0.06% | 0.06% | 0.06% |
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
TFIF.L vs. PDI - Drawdown Comparison
The maximum TFIF.L drawdown since its inception was -37.49%, smaller than the maximum PDI drawdown of -39.91%. Use the drawdown chart below to compare losses from any high point for TFIF.L and PDI.
Loading graphics...
Drawdown Indicators
| TFIF.L | PDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.49% | -46.47% | +8.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -14.34% | +5.47% |
Max Drawdown (5Y)Largest decline over 5 years | -19.27% | -27.23% | +7.96% |
Max Drawdown (10Y)Largest decline over 10 years | -35.12% | -46.47% | +11.35% |
Current DrawdownCurrent decline from peak | -15.79% | -7.66% | -8.13% |
Average DrawdownAverage peak-to-trough decline | -12.72% | -6.22% | -6.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 5.03% | -2.49% |
Volatility
TFIF.L vs. PDI - Volatility Comparison
TwentyFour Income Fund Limited (TFIF.L) has a higher volatility of 8.36% compared to PIMCO Dynamic Income Fund (PDI) at 5.53%. This indicates that TFIF.L's price experiences larger fluctuations and is considered to be riskier than PDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TFIF.L | PDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.36% | 5.53% | +2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 10.57% | -1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 18.52% | -6.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.92% | 16.18% | -4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.15% | 19.83% | -6.68% |