GHY vs STPZ

Comparison between PGIM Global High Yield Fund Inc (GHY, ETF) and PIMCO 1-5 YEAR U.S. TIPS INDEX EXCHANGE-TRADED FUND (STPZ, ETF).

5-Year PerformanceGHY has outperformed STPZ, delivering a return of +5.1% compared to +2.7%

GHY vs STPZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GHY(ETF)	STPZ(ETF)
Net Assets	$531M	$527M
Expense Ratio	N/A	0.20%
Max Drawdown	55.57%	11.29%
Sharpe Ratio	-0.01	-0.45
5Y Beta	0.43	-0.01
5Y Dividends CAGR	1.61%	10.09%

Net Assets

Winner

GHY

$531M

STPZ

$527M

Expense Ratio

GHY

N/A

STPZ

0.20%

Max Drawdown

GHY

55.57%

Winner

STPZ

11.29%

Sharpe Ratio

Winner

GHY

-0.01

STPZ

-0.45

5Y Beta

GHY

0.43

Winner

STPZ

-0.01

5Y Dividends CAGR

GHY

1.61%

Winner

STPZ

10.09%

GHY vs STPZ - Historical Returns

Returns include dividend reinvestment.

Period	GHY	STPZ
1 month	+1.99%	+0.49%
3 months	+2.06%	+0.13%
6 months	-1.66%	+1.43%
1 year	+2.55%	+2.79%
5 years(CAGR)	+5.10%	+2.74%
10 years(CAGR)	+6.97%	+2.80%
Max(CAGR)	+5.59%	+2.41%

Winner

GHY

+1.99%

STPZ

+0.49%

Winner

GHY

+2.06%

STPZ

+0.13%

GHY

-1.66%

Winner

STPZ

+1.43%

GHY

+2.55%

Winner

STPZ

+2.79%

5Y(CAGR)

Winner

GHY

+5.10%

STPZ

+2.74%

10Y(CAGR)

Winner

GHY

+6.97%

STPZ

+2.80%

Max(CAGR)

Winner

GHY

+5.59%

STPZ

+2.41%

GHY vs STPZ - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	GHY	STPZ
2026	+1.76%	+1.54%
2025	+8.75%	+6.31%
2024	+18.99%	+4.32%
2023	+16.12%	+4.29%
2022	-19.80%	-4.34%
2021	+13.81%	+5.44%
2020	+6.26%	+5.16%
2019	+25.23%	+4.77%
2018	-4.14%	+0.03%
2017	+4.57%	+0.53%
2016	+14.99%	+2.87%
2015	-2.05%	-0.45%
2014	+1.79%	-1.43%
2013	-5.63%	-2.04%
2012	+0.20%	+2.35%
2011	N/A	+4.67%
2010	N/A	+3.43%
2009	N/A	+3.53%

GHY vs STPZ Drawdown Comparison

The maximum drawdown for GHY was -41.30%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The maximum drawdown for STPZ was -6.77%, occurring on Mar 18, 2020. Recovery took 66 trading sessions.

The current GHY drawdown is -3.44%. The current STPZ drawdown is -0.44%.

Rank	GHY	STPZ
#1	-41.30% Feb 19, 2020 - Dec 2, 2020	-6.77% Mar 4, 2020 - Jun 8, 2020
#2	-29.44% Sep 13, 2021 - Jun 12, 2024	-6.69% Mar 11, 2022 - Jun 4, 2024
#3	-16.36% Mar 25, 2025 - Jun 12, 2025	-4.65% Sep 14, 2012 - Feb 19, 2019
#4	-14.81% Jun 17, 2014 - Jun 6, 2016	-2.55% Nov 17, 2021 - Mar 1, 2022
#5	-13.72% Jan 16, 2013 - Jun 13, 2014	-2.00% Aug 10, 2011 - Nov 7, 2011
#6	-11.93% Feb 13, 2026 - Mar 30, 2026	-1.89% Oct 14, 2010 - Jan 13, 2011
#7	-7.87% Jul 9, 2025 - Feb 12, 2026	-1.35% Apr 30, 2025 - Jul 11, 2025
#8	-7.75% Oct 11, 2017 - Jan 30, 2019	-1.19% May 6, 2010 - Jul 30, 2010
#9	-6.76% Aug 31, 2016 - Jan 11, 2017	-1.15% Nov 7, 2011 - Jan 26, 2012
#10	-4.13% Jun 30, 2021 - Aug 5, 2021	-1.12% Sep 24, 2024 - Jan 27, 2025
#11	-4.05% Nov 8, 2024 - Nov 22, 2024	-1.11% Apr 3, 2025 - Apr 28, 2025
#12	-3.80% Dec 6, 2024 - Jan 6, 2025	-1.11% Feb 27, 2012 - Aug 7, 2012
#13	-3.64% Jul 18, 2019 - Sep 12, 2019	-1.09% Jan 31, 2011 - Feb 22, 2011
#14	-3.46% Jan 27, 2025 - Feb 5, 2025	-1.09% Aug 2, 2011 - Aug 10, 2011
#15	-3.19% Jun 20, 2016 - Jul 14, 2016	-0.93% Mar 17, 2026 - Apr 13, 2026

Correlation

Correlation between GHY and STPZ is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97

-101

Dividend Comparison (2009 - 2026)

GHY vs STPZ dividend yield comparison.

Year	GHY	STPZ
2026	5.28%	2.87%
2025	10.21%	3.65%
2024	10.23%	1.97%
2023	11.09%	1.63%
2022	11.62%	5.88%
2021	8.35%	3.65%
2020	8.67%	1.86%
2019	8.04%	1.76%
2018	7.72%	2.23%
2017	7.77%	1.51%
2016	8.53%	0.65%
2015	10.07%	0.49%
2014	11.02%	0.86%
2013	8.65%	0.09%
2012	0.00%	1.00%
2011	0.00%	3.09%
2010	0.00%	1.11%
2009	0.00%	0.69%