DJP vs PHK

Comparison between iPath Bloomberg Commodity Index Total Return ETN (DJP, ETF) and Pimco High Income Fund (PHK, ETF).

5-Year PerformanceDJP has outperformed PHK, delivering a return of +11.9% compared to +3.7%

DJP vs PHK - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DJP(ETF)	PHK(ETF)
Net Assets	$850M	$848M
Expense Ratio	0.70%	N/A
Max Drawdown	78.35%	80.92%
Sharpe Ratio	1.47	0.54
5Y Beta	0.17	0.27
5Y Dividends CAGR	N/A	0.00%

Net Assets

Winner

DJP

$850M

PHK

$848M

Expense Ratio

DJP

0.70%

PHK

N/A

Max Drawdown

Winner

DJP

78.35%

PHK

80.92%

Sharpe Ratio

Winner

DJP

1.47

PHK

0.54

5Y Beta

Winner

DJP

0.17

PHK

0.27

5Y Dividends CAGR

DJP

N/A

PHK

0.00%

DJP vs PHK - Historical Returns

Returns include dividend reinvestment.

Period	DJP	PHK
1 month	+7.11%	+3.93%
3 months	+0.23%	+3.17%
6 months	+17.55%	+0.50%
1 year	+36.58%	+9.70%
5 years(CAGR)	+11.89%	+3.69%
10 years(CAGR)	+7.41%	+3.71%
Max(CAGR)	-0.07%	+7.47%

Winner

DJP

+7.11%

PHK

+3.93%

DJP

+0.23%

Winner

PHK

+3.17%

Winner

DJP

+17.55%

PHK

+0.50%

Winner

DJP

+36.58%

PHK

+9.70%

5Y(CAGR)

Winner

DJP

+11.89%

PHK

+3.69%

10Y(CAGR)

Winner

DJP

+7.41%

PHK

+3.71%

Max(CAGR)

DJP

-0.07%

Winner

PHK

+7.47%

DJP vs PHK - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	DJP	PHK
2026	+27.16%	+2.52%
2025	+16.15%	+11.70%
2024	+6.33%	+9.25%
2023	-7.71%	+17.04%
2022	+16.89%	-15.74%
2021	+29.92%	+10.66%
2020	-4.33%	-10.14%
2019	+7.53%	+3.58%
2018	-13.67%	+21.06%
2017	+2.61%	-10.22%
2016	+13.81%	+26.69%
2015	-27.59%	-18.60%
2014	-18.30%	+7.63%
2013	-11.27%	+18.45%
2012	-4.42%	-2.52%
2011	-14.13%	+5.06%
2010	+13.97%	+40.05%
2009	+16.26%	+109.30%
2008	-39.03%	-48.02%
2007	+18.96%	-9.90%
2006	+0.80%	+21.48%
2005	N/A	+7.69%
2004	N/A	+13.66%
2003	N/A	+6.22%

DJP vs PHK Drawdown Comparison

The maximum drawdown for DJP was -78.35%, occurring on Apr 21, 2020. This drawdown has not yet recovered.

The maximum drawdown for PHK was -75.29%, occurring on Nov 21, 2008. Recovery took 601 trading sessions.

The current DJP drawdown is -34.50%. The current PHK drawdown is -1.06%.

Rank	DJP	PHK
#1	-78.35% Jul 2, 2008 - Apr 21, 2020	-75.29% Jun 5, 2007 - Oct 21, 2009
#2	-10.49% Mar 13, 2008 - May 21, 2008	-51.25% Mar 21, 2019 - Oct 1, 2024
#3	-10.48% Nov 30, 2006 - Feb 26, 2007	-41.07% Apr 6, 2015 - Jan 26, 2017
#4	-8.29% Jun 15, 2007 - Sep 18, 2007	-27.24% Oct 5, 2012 - Jan 21, 2014
#5	-6.22% Jan 14, 2008 - Feb 8, 2008	-22.66% Jun 3, 2011 - Jun 8, 2012
#6	-4.79% Feb 26, 2007 - Apr 10, 2007	-18.66% Feb 1, 2017 - Jun 22, 2018
#7	-4.53% Nov 6, 2007 - Dec 26, 2007	-17.25% Dec 28, 2009 - Mar 29, 2010
#8	-4.42% May 21, 2008 - Jun 6, 2008	-16.42% Apr 12, 2010 - Jul 20, 2010
#9	-4.18% Sep 27, 2007 - Oct 18, 2007	-16.42% Jul 9, 2014 - Mar 5, 2015
#10	-3.41% Mar 5, 2008 - Mar 13, 2008	-13.48% Jan 13, 2004 - Aug 25, 2004
#11	-3.38% Nov 9, 2006 - Nov 24, 2006	-12.90% Sep 13, 2018 - Feb 4, 2019
#12	-3.22% Jun 4, 2007 - Jun 15, 2007	-10.64% Nov 8, 2010 - Feb 2, 2011
#13	-2.67% May 21, 2007 - Jun 4, 2007	-10.34% May 19, 2003 - Nov 3, 2003
#14	-2.17% Jun 6, 2008 - Jun 11, 2008	-9.65% Aug 9, 2010 - Oct 28, 2010
#15	-2.08% Mar 3, 2008 - Mar 5, 2008	-9.59% Mar 26, 2025 - Jun 10, 2025

Correlation

Correlation between DJP and PHK is -0.50 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.50

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