WDI vs. PFN

In the year-to-date period, WDI achieves a 4.11% return, which is significantly higher than PFN's 1.07% return.

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WDI has a 1.73% expense ratio, which is lower than PFN's 1.74% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Western Asset Diversified Income Fund (WDI) and PIMCO Income Strategy Fund II (PFN). 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 WDI Sharpe Ratio is 0.75, which is comparable to the PFN Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of WDI and PFN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WDI's dividend yield for the trailing twelve months is around 12.52%, more than PFN's 10.91% yield.

The maximum WDI drawdown since its inception was -32.45%, smaller than the maximum PFN drawdown of -79.78%. Use the drawdown chart below to compare losses from any high point for WDI and PFN. For additional features, visit the drawdowns tool.

The current volatility for Western Asset Diversified Income Fund (WDI) is 5.34%, while PIMCO Income Strategy Fund II (PFN) has a volatility of 5.92%. This indicates that WDI experiences smaller price fluctuations and is considered to be less risky than PFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.