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YYY vs. PDI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between YYY and PDI is 0.37, 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.


Performance

YYY vs. PDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify High Income ETF (YYY) and PIMCO Dynamic Income Fund (PDI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

YYY:

0.59

PDI:

0.76

Sortino Ratio

YYY:

0.91

PDI:

1.02

Omega Ratio

YYY:

1.16

PDI:

1.25

Calmar Ratio

YYY:

0.64

PDI:

0.94

Martin Ratio

YYY:

2.95

PDI:

3.29

Ulcer Index

YYY:

2.95%

PDI:

4.14%

Daily Std Dev

YYY:

13.09%

PDI:

17.37%

Max Drawdown

YYY:

-42.52%

PDI:

-46.47%

Current Drawdown

YYY:

-1.20%

PDI:

-2.88%

Returns By Period

In the year-to-date period, YYY achieves a 4.05% return, which is significantly lower than PDI's 8.99% return. Over the past 10 years, YYY has underperformed PDI with an annualized return of 4.13%, while PDI has yielded a comparatively higher 8.01% annualized return.


YYY

YTD

4.05%

1M

8.04%

6M

2.53%

1Y

7.69%

5Y*

8.55%

10Y*

4.13%

PDI

YTD

8.99%

1M

7.68%

6M

7.04%

1Y

13.07%

5Y*

10.33%

10Y*

8.01%

*Annualized

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Risk-Adjusted Performance

YYY vs. PDI — Risk-Adjusted Performance Rank

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

YYY
The Risk-Adjusted Performance Rank of YYY is 6363
Overall Rank
The Sharpe Ratio Rank of YYY is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of YYY is 5454
Sortino Ratio Rank
The Omega Ratio Rank of YYY is 6868
Omega Ratio Rank
The Calmar Ratio Rank of YYY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of YYY is 7070
Martin Ratio Rank

PDI
The Risk-Adjusted Performance Rank of PDI is 7878
Overall Rank
The Sharpe Ratio Rank of PDI is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of PDI is 6666
Sortino Ratio Rank
The Omega Ratio Rank of PDI is 8383
Omega Ratio Rank
The Calmar Ratio Rank of PDI is 8282
Calmar Ratio Rank
The Martin Ratio Rank of PDI is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current YYY Sharpe Ratio is 0.59, which is comparable to the PDI Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of YYY 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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Dividends

YYY vs. PDI - Dividend Comparison

YYY's dividend yield for the trailing twelve months is around 12.52%, less than PDI's 14.03% yield.


TTM20242023202220212020201920182017201620152014
YYY
Amplify High Income ETF
12.52%12.50%12.39%12.36%9.08%9.79%9.10%9.73%8.83%10.34%10.77%9.54%
PDI
PIMCO Dynamic Income Fund
14.03%14.43%14.74%17.84%10.21%10.01%9.45%10.78%8.81%14.79%15.08%13.43%

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.


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Volatility

YYY vs. PDI - Volatility Comparison

Amplify High Income ETF (YYY) and PIMCO Dynamic Income Fund (PDI) have volatilities of 2.95% and 3.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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