PHK vs DJP

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

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

PHK vs DJP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

PHK

$848M

Winner

DJP

$850M

Expense Ratio

PHK

N/A

DJP

0.70%

Max Drawdown

PHK

80.92%

Winner

DJP

78.35%

Sharpe Ratio

PHK

0.54

Winner

DJP

1.47

5Y Beta

PHK

0.27

Winner

DJP

0.17

5Y Dividends CAGR

PHK

0.00%

DJP

N/A

PHK vs DJP - Historical Returns

Returns include dividend reinvestment.

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

PHK

+3.93%

Winner

DJP

+7.11%

Winner

PHK

+3.17%

DJP

+0.23%

PHK

+0.50%

Winner

DJP

+17.55%

PHK

+9.70%

Winner

DJP

+36.58%

5Y(CAGR)

PHK

+3.69%

Winner

DJP

+11.89%

10Y(CAGR)

PHK

+3.71%

Winner

DJP

+7.41%

Max(CAGR)

Winner

PHK

+7.47%

DJP

-0.07%

PHK vs DJP - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

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

PHK vs DJP Drawdown Comparison

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

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

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

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

Correlation

Correlation between PHK and DJP 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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