UTG vs. PDI
UTG (Reaves Utility Income Trust) and PDI (PIMCO Dynamic Income Fund) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, UTG returned 10.23%/yr vs 7.55%/yr for PDI. At a 0.31 correlation, their price movements are largely independent.
Performance
UTG vs. PDI - Performance Comparison
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Returns By Period
In the year-to-date period, UTG achieves a 13.63% return, which is significantly higher than PDI's -0.81% return. Over the past 10 years, UTG has outperformed PDI with an annualized return of 10.23%, while PDI has yielded a comparatively lower 7.55% annualized return.
UTG
- 1D
- 1.59%
- 1M
- -3.02%
- YTD
- 13.63%
- 6M
- 13.46%
- 1Y
- 23.88%
- 3Y*
- 22.50%
- 5Y*
- 10.71%
- 10Y*
- 10.23%
PDI
- 1D
- -0.79%
- 1M
- -2.01%
- YTD
- -0.81%
- 6M
- -0.75%
- 1Y
- 0.57%
- 3Y*
- 10.87%
- 5Y*
- 2.19%
- 10Y*
- 7.55%
UTG vs. PDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UTG Reaves Utility Income Trust | 13.63% | 23.24% | 28.10% | 2.84% | -13.38% | 14.26% | -5.25% | 33.65% | 1.84% | 6.74% |
PDI PIMCO Dynamic Income Fund | -0.81% | 11.03% | 17.18% | 11.99% | -16.99% | 7.81% | -9.96% | 22.23% | 7.35% | 18.59% |
Correlation
The correlation between UTG and PDI is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since May 25, 2012 | 0.31 |
The correlation between UTG and PDI shifts across timeframes, from 0.21 (1 year) to 0.31 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
UTG:
$3.66B
PDI:
$6.72B
UTG:
$18.20
PDI:
$3.86
UTG:
2.24
PDI:
4.23
UTG:
0.01
PDI:
0.06
UTG:
6.97
PDI:
3.13
UTG:
1.04
PDI:
0.91
UTG:
$525.39M
PDI:
$2.03B
UTG:
$228.88M
PDI:
$1.51B
UTG:
$1.71B
PDI:
$2.09B
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Return for Risk
UTG vs. PDI — Risk / Return Rank
UTG
PDI
UTG vs. PDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Reaves Utility Income Trust (UTG) 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.
| UTG | PDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.39 | ||
| Sortino ratioReturn per unit of downside risk | +1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.01 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 0.01 | +2.03 |
| Martin ratioReturn relative to average drawdown | 4.45 | 0.03 | +4.42 |
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Drawdowns
UTG vs. PDI - Drawdown Comparison
The maximum UTG drawdown since its inception was -67.77%, which is greater than PDI's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for UTG and PDI.
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Drawdown Indicators
| UTG | PDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.77% | -46.47% | -21.30% |
Max Drawdown (1Y)Largest decline over 1 year | -11.59% | -10.95% | -0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -15.03% | -17.55% | +2.52% |
Max Drawdown (5Y)Largest decline over 5 years | -26.54% | -27.19% | +0.65% |
Max Drawdown (10Y)Largest decline over 10 years | -47.91% | -46.47% | -1.44% |
Current DrawdownCurrent decline from peak | -6.18% | -8.56% | +2.38% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -6.22% | -2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.31% | 5.09% | +0.22% |
Volatility
UTG vs. PDI - Volatility Comparison
Reaves Utility Income Trust (UTG) has a higher volatility of 6.31% compared to PIMCO Dynamic Income Fund (PDI) at 3.31%. This indicates that UTG'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.
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Volatility by Period
| UTG | PDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 3.31% | +3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 13.12% | 8.27% | +4.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 11.31% | +5.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 15.53% | +1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.61% | 19.04% | +2.57% |
Dividends
UTG vs. PDI - Dividend Comparison
UTG's dividend yield for the trailing twelve months is around 5.86%, less than PDI's 16.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDI PIMCO Dynamic Income Fund | 16.24% | 14.94% | 14.43% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 18.70% |
UTG Reaves Utility Income Trust | 5.86% | 6.42% | 7.19% | 8.53% | 8.07% | 6.35% | 6.59% | 5.69% | 6.86% | 6.21% | 9.02% | 6.86% |
Financials
UTG vs. PDI - Financials Comparison
This section allows you to compare key financial metrics between Reaves Utility Income Trust and PIMCO Dynamic Income Fund. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
UTG and PDI have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UTG has higher volatility (6.31%) compared to PDI (3.31%). In terms of maximum drawdown, UTG dropped -67.77% vs PDI's -46.47%.
UTG currently has the higher Sharpe Ratio (1.40 vs 0.01), 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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