YYY vs. PDI
Compare and contrast key facts about Amplify High Income ETF (YYY) and PIMCO Dynamic Income Fund (PDI).
YYY is a passively managed fund by Amplify Investments that tracks the performance of the ISE High Income Index. It was launched on Jun 21, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: YYY or PDI.
Key characteristics
| YYY | PDI | |
|---|---|---|
| YTD Return | 16.29% | 23.36% |
| 1Y Return | 24.63% | 30.87% |
| 3Y Return (Ann) | 0.42% | 4.10% |
| 5Y Return (Ann) | 3.55% | 2.04% |
| 10Y Return (Ann) | 3.95% | 7.83% |
| Sharpe Ratio | 3.16 | 2.89 |
| Sortino Ratio | 4.31 | 3.40 |
| Omega Ratio | 1.66 | 1.68 |
| Calmar Ratio | 1.30 | 1.51 |
| Martin Ratio | 20.85 | 16.81 |
| Ulcer Index | 1.20% | 1.84% |
| Daily Std Dev | 7.91% | 10.67% |
| Max Drawdown | -42.52% | -46.47% |
| Current Drawdown | 0.00% | -4.26% |
Correlation
The correlation between YYY and PDI is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
YYY vs. PDI - Performance Comparison
In the year-to-date period, YYY achieves a 16.29% return, which is significantly lower than PDI's 23.36% return. Over the past 10 years, YYY has underperformed PDI with an annualized return of 3.95%, while PDI has yielded a comparatively higher 7.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
YYY vs. PDI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify High Income ETF (YYY) 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.
Dividends
YYY vs. PDI - Dividend Comparison
YYY's dividend yield for the trailing twelve months is around 11.78%, less than PDI's 13.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
YYY Amplify High Income ETF | 11.78% | 12.39% | 12.36% | 9.08% | 9.79% | 9.10% | 9.73% | 8.83% | 10.34% | 10.77% | 9.54% | 5.14% |
PDI PIMCO Dynamic Income Fund | 13.42% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 15.08% | 13.43% | 11.59% |
Drawdowns
YYY vs. PDI - Drawdown Comparison
The maximum YYY drawdown since its inception was -42.52%, smaller than the maximum PDI drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for YYY and PDI. For additional features, visit the drawdowns tool.
Volatility
YYY vs. PDI - Volatility Comparison
The current volatility for Amplify High Income ETF (YYY) is 1.90%, while PIMCO Dynamic Income Fund (PDI) has a volatility of 5.47%. This indicates that YYY 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.