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ISIN
US00771X5674
Inception Date
Mar 1, 2016
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

PDAVX Performance Chart

PineBridge Dynamic Asset Allocation Fund (PDAVX) is up 8.0% since the beginning of the year. PDAVX is currently trading at $14 per share. Investors who bought $1,000 worth of PDAVX shares 5 years ago would now be looking at an investment worth $1,157.


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S&P 500 Index

Returns By Period

PineBridge Dynamic Asset Allocation Fund (PDAVX) has returned 7.96% so far this year and 17.44% over the past 12 months.


PineBridge Dynamic Asset Allocation Fund

1D
0.36%
1M
4.85%
YTD
7.96%
6M
8.89%
1Y
17.44%
3Y*
10.88%
5Y*
2.96%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDAVX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2017, PDAVX's average daily return is +0.02%, while the average monthly return is +0.51%. At this rate, an investment would double in approximately 11.4 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +9.6%, while the worst month was Mar 2020 at -12.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PDAVX closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +5.2%, while the worst single day was Mar 9, 2020 at -4.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.19%0.23%-5.49%6.29%4.55%0.36%7.96%
20252.98%-0.77%-2.92%1.33%3.66%3.53%-0.57%1.63%3.78%1.32%-1.22%0.86%14.21%
2024-1.17%1.55%1.71%-4.07%3.69%2.40%1.13%0.17%1.72%-2.61%5.02%-3.74%5.48%
20235.20%-3.78%2.62%-1.00%-1.20%1.21%1.20%-2.64%-1.96%-1.43%5.02%4.63%7.60%
2022-4.57%-1.49%-3.27%-3.90%0.09%-3.78%1.31%-2.22%-5.48%-0.80%6.95%-0.47%-16.77%
2021-1.19%1.77%1.03%3.68%1.66%-1.26%0.90%1.57%-2.72%2.42%-1.99%0.66%6.51%

Benchmark Metrics

PineBridge Dynamic Asset Allocation Fund has an annualized alpha of -0.82%, beta of 0.47, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since January 04, 2017.

  • This fund participated in 73.04% of S&P 500 Index downside but only 51.50% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.47 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-0.82%
Beta
0.47
0.70
Upside Capture
51.50%
Downside Capture
73.04%

Expense Ratio

PDAVX has an expense ratio of 0.90%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PDAVX ranks 32 for risk / return — below 32% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


PDAVX Risk / Return Rank: 3232
Overall Rank
PDAVX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PDAVX Sortino Ratio Rank: 3030
Sortino Ratio Rank
PDAVX Omega Ratio Rank: 3030
Omega Ratio Rank
PDAVX Calmar Ratio Rank: 3030
Calmar Ratio Rank
PDAVX Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for PineBridge Dynamic Asset Allocation Fund (PDAVX) and compare them to S&P 500 Index.


PDAVXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.61

2.39

-0.78

Sortino ratio

Return per unit of downside risk

2.26

3.25

-0.99

Omega ratio

Gain probability vs. loss probability

1.29

1.43

-0.15

Calmar ratio

Return relative to maximum drawdown

2.07

3.11

-1.04

Martin ratio

Return relative to average drawdown

8.23

14.38

-6.15

Dividends

Dividend History

PineBridge Dynamic Asset Allocation Fund provided a 1.61% dividend yield over the last twelve months, with an annual payout of $0.22 per share.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.70201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.22$0.22$0.27$0.30$0.00$0.67$0.15$0.16$0.25$0.65

Dividend yield

1.61%1.74%2.35%2.74%0.00%5.28%1.19%1.38%2.54%5.75%

Monthly Dividends

The table displays the monthly dividend distributions for PineBridge Dynamic Asset Allocation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.67$0.67

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the PineBridge Dynamic Asset Allocation Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the PineBridge Dynamic Asset Allocation Fund was 25.58%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-25.58%Mar 2020
2y 1mo5mo 6d
2y 7moJan 2018 - Aug 2020
Bear market2022
-24.53%Oct 2022
11mo 15d2y 9mo
3y 8moNov 2021 - Jul 2025
2026 pullback2026
-8.89%Mar 2026
2mo 1d1mo 7d
3mo 8dJan 2026 - May 2026
2020 pullback2020
-5.43%Sep 2020
20d19d
1mo 9dSep 2020 - Oct 2020
2020 pullback2020
-5.22%Oct 2020
17d6d
23dOct 2020 - Nov 2020

Drawdown Indicators


PDAVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-25.58%

-56.78%

+31.20%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-9.10%

+0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-12.17%

-18.90%

+6.73%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

-25.43%

+0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.24%

-10.72%

+3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

1.97%

+0.26%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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