PHK vs AUSF

Comparison between Pimco High Income Fund (PHK, ETF) and GLOBAL X ADAPTIVE U.S. FACTOR ETF (AUSF, ETF).

5-Year PerformanceAUSF has outperformed PHK, delivering a return of +14.1% compared to +3.7%

PHK vs AUSF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PHK(ETF)	AUSF(ETF)
Net Assets	$848M	$847M
Expense Ratio	N/A	0.27%
Max Drawdown	80.92%	44.35%
Sharpe Ratio	0.54	1.04
5Y Beta	0.27	0.54
P/E Ratio	N/A	17.42
Forward P/E	N/A	13.81
PEG Ratio	N/A	0.26
5Y Dividends CAGR	0.00%	17.97%
5Y EPS CAGR	N/A	9.73%
Debt to Equity	N/A	-19.53%
P/S Ratio	N/A	1.30
P/B Ratio	N/A	2.07

Net Assets

Winner

PHK

$848M

AUSF

$847M

Expense Ratio

PHK

N/A

AUSF

0.27%

Max Drawdown

PHK

80.92%

Winner

AUSF

44.35%

Sharpe Ratio

PHK

0.54

Winner

AUSF

1.04

5Y Beta

Winner

PHK

0.27

AUSF

0.54

P/E Ratio

PHK

N/A

AUSF

17.42

Forward P/E

PHK

N/A

AUSF

13.81

PEG Ratio

PHK

N/A

AUSF

0.26

5Y Dividends CAGR

PHK

0.00%

Winner

AUSF

17.97%

5Y EPS CAGR

PHK

N/A

AUSF

9.73%

Debt to Equity

PHK

N/A

AUSF

-19.53%

P/S Ratio

PHK

N/A

AUSF

1.30

P/B Ratio

PHK

N/A

AUSF

2.07

PHK vs AUSF - Historical Returns

Returns include dividend reinvestment.

Period	PHK	AUSF
1 month	+3.93%	+4.07%
3 months	+3.17%	+2.73%
6 months	+0.50%	+5.79%
1 year	+9.70%	+15.12%
5 years(CAGR)	+3.69%	+14.15%
10 years(CAGR)	+3.71%	N/A
Max(CAGR)	+7.47%	+12.47%

PHK

+3.93%

Winner

AUSF

+4.07%

Winner

PHK

+3.17%

AUSF

+2.73%

PHK

+0.50%

Winner

AUSF

+5.79%

PHK

+9.70%

Winner

AUSF

+15.12%

5Y(CAGR)

PHK

+3.69%

Winner

AUSF

+14.15%

10Y(CAGR)

PHK

+3.71%

AUSF

N/A

Max(CAGR)

PHK

+7.47%

Winner

AUSF

+12.47%

PHK vs AUSF - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	PHK	AUSF
2026	+2.52%	+9.37%
2025	+11.70%	+13.90%
2024	+9.25%	+16.77%
2023	+17.04%	+23.21%
2022	-15.74%	+0.29%
2021	+10.66%	+28.98%
2020	-10.14%	+1.41%
2019	+3.58%	+23.62%
2018	+21.06%	-10.79%
2017	-10.22%	N/A
2016	+26.69%	N/A
2015	-18.60%	N/A
2014	+7.63%	N/A
2013	+18.45%	N/A
2012	-2.52%	N/A
2011	+5.06%	N/A
2010	+40.05%	N/A
2009	+109.30%	N/A
2008	-48.02%	N/A
2007	-9.90%	N/A
2006	+21.48%	N/A
2005	+7.69%	N/A
2004	+13.66%	N/A
2003	+6.22%	N/A

PHK vs AUSF Drawdown Comparison

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

The maximum drawdown for AUSF was -44.25%, occurring on Mar 23, 2020. Recovery took 226 trading sessions.

The current PHK drawdown is -1.06%. The current AUSF drawdown is -1.20%.

Rank	PHK	AUSF
#1	-75.29% Jun 5, 2007 - Oct 21, 2009	-44.25% Feb 13, 2020 - Jan 6, 2021
#2	-51.25% Mar 21, 2019 - Oct 1, 2024	-15.59% Sep 21, 2018 - Apr 26, 2019
#3	-41.07% Apr 6, 2015 - Jan 26, 2017	-14.24% Apr 20, 2022 - Nov 22, 2022
#4	-27.24% Oct 5, 2012 - Jan 21, 2014	-12.28% Nov 27, 2024 - Jun 27, 2025
#5	-22.66% Jun 3, 2011 - Jun 8, 2012	-9.83% Dec 2, 2022 - Jul 3, 2023
#6	-18.66% Feb 1, 2017 - Jun 22, 2018	-7.13% Aug 30, 2023 - Nov 10, 2023
#7	-17.25% Dec 28, 2009 - Mar 29, 2010	-6.75% Dec 29, 2021 - Mar 29, 2022
#8	-16.42% Apr 12, 2010 - Jul 20, 2010	-5.84% Mar 2, 2026 - Jun 12, 2026
#9	-16.42% Jul 9, 2014 - Mar 5, 2015	-5.83% Jul 26, 2019 - Sep 12, 2019
#10	-13.48% Jan 13, 2004 - Aug 25, 2004	-5.62% Jun 4, 2021 - Aug 16, 2021
#11	-12.90% Sep 13, 2018 - Feb 4, 2019	-5.36% Mar 28, 2024 - Jul 12, 2024
#12	-10.64% Nov 8, 2010 - Feb 2, 2011	-5.33% Jul 31, 2024 - Aug 23, 2024
#13	-10.34% May 19, 2003 - Nov 3, 2003	-5.14% May 3, 2019 - Jun 20, 2019
#14	-9.65% Aug 9, 2010 - Oct 28, 2010	-4.91% Nov 16, 2021 - Dec 16, 2021
#15	-9.59% Mar 26, 2025 - Jun 10, 2025	-4.36% Sep 11, 2025 - Dec 11, 2025

Correlation

Correlation between PHK and AUSF is 0.79 which considered as a strong positive correlation - the stocks tend to move together.

0.79

-101

Dividend Comparison (2003 - 2026)

PHK vs AUSF dividend yield comparison.

Year	PHK	AUSF
2026	7.21%	1.26%
2025	11.85%	2.78%
2024	11.85%	2.63%
2023	11.54%	1.83%
2022	12.18%	2.51%
2021	9.37%	2.22%
2020	10.62%	2.95%
2019	10.57%	4.02%
2018	12.09%	1.46%
2017	13.29%	0.00%
2016	13.54%	0.00%
2015	16.98%	0.00%
2014	13.00%	0.00%
2013	12.56%	0.00%
2012	13.96%	0.00%
2011	12.17%	0.00%
2010	11.51%	0.00%
2009	13.48%	0.00%
2008	26.45%	0.00%
2007	21.63%	0.00%
2006	11.23%	0.00%
2005	10.27%	0.00%
2004	13.14%	0.00%
2003	5.68%	0.00%