AAAZX vs. PFADX
AAAZX (DWS RREEF Real Assets Fund) and PFADX (PFG BNY Mellon Diversifier Strategy Fund) are both Global Allocation funds. Over the past 5 years, AAAZX returned 5.20%/yr vs 1.27%/yr for PFADX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. AAAZX charges 0.90%/yr vs 2.05%/yr for PFADX.
Performance
AAAZX vs. PFADX - Performance Comparison
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Returns By Period
In the year-to-date period, AAAZX achieves a 10.40% return, which is significantly higher than PFADX's 2.97% return.
AAAZX
- 1D
- 0.08%
- 1M
- 1.54%
- 6M
- 3.00%
- YTD
- 10.40%
- 1Y
- 16.20%
- 3Y*
- 11.02%
- 5Y*
- 5.20%
- 10Y*
- 7.17%
- ALL TIME*
- 4.64%
PFADX
- 1D
- 0.40%
- 1M
- 0.10%
- 6M
- 0.70%
- YTD
- 2.97%
- 1Y
- 6.49%
- 3Y*
- 5.34%
- 5Y*
- 1.27%
- 10Y*
- —
- ALL TIME*
- 2.21%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
AAAZX vs. PFADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AAAZX DWS RREEF Real Assets Fund | 10.40% | 13.14% | 5.49% | 2.64% | -9.57% | 23.83% | 3.91% | 21.79% | -5.05% | 1.17% |
PFADX PFG BNY Mellon Diversifier Strategy Fund | 2.97% | 7.07% | 2.13% | 3.69% | -9.50% | 3.85% | 7.25% | 8.16% | -5.20% | 0.00% |
Correlation
The correlation between AAAZX and PFADX is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2017 | 0.67 |
The correlation between AAAZX and PFADX has been stable across timeframes, ranging from 0.64 to 0.67 - a consistent structural relationship.
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Return for Risk
AAAZX vs. PFADX — Risk / Return Rank
AAAZX
PFADX
AAAZX vs. PFADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Real Assets Fund (AAAZX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AAAZX | PFADX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.27 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 1.79 | +1.05 |
| Martin ratioReturn relative to average drawdown | 7.69 | 5.14 | +2.56 |
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Drawdowns
AAAZX vs. PFADX - Drawdown Comparison
The maximum AAAZX drawdown since its inception was -40.45%, which is greater than PFADX's maximum drawdown of -16.64%. Use the drawdown chart below to compare losses from any high point for AAAZX and PFADX.
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Drawdown Indicators
| AAAZX | PFADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.45% | -16.64% | -23.81% |
Max Drawdown (1Y)Largest decline over 1 year | -5.78% | -3.63% | -2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -10.06% | -6.38% | -3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -22.52% | -16.64% | -5.88% |
Max Drawdown (10Y)Largest decline over 10 years | -29.44% | — | — |
Current DrawdownCurrent decline from peak | -3.06% | -1.38% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -5.23% | -1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.27% | +0.86% |
Volatility
AAAZX vs. PFADX - Volatility Comparison
DWS RREEF Real Assets Fund (AAAZX) has a higher volatility of 2.01% compared to PFG BNY Mellon Diversifier Strategy Fund (PFADX) at 1.10%. This indicates that AAAZX's price experiences larger fluctuations and is considered to be riskier than PFADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AAAZX | PFADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.01% | 1.10% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 6.95% | 3.61% | +3.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.27% | 4.43% | +4.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.07% | 5.88% | +6.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.70% | 5.52% | +7.18% |
AAAZX vs. PFADX - Expense Ratio Comparison
AAAZX has a 0.90% expense ratio, which is lower than PFADX's 2.05% expense ratio.
Dividends
AAAZX vs. PFADX - Dividend Comparison
AAAZX's dividend yield for the trailing twelve months is around 6.65%, more than PFADX's 2.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAAZX DWS RREEF Real Assets Fund | 6.65% | 4.15% | 2.85% | 2.40% | 4.50% | 2.62% | 1.60% | 2.07% | 1.89% | 1.79% | 1.82% | 2.53% |
PFADX PFG BNY Mellon Diversifier Strategy Fund | 2.39% | 2.46% | 2.89% | 1.04% | 5.33% | 3.46% | 0.08% | 1.51% | 0.91% | 0.52% | 0.00% | 0.00% |
Frequently Asked Questions
AAAZX and PFADX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AAAZX has higher volatility (2.01%) compared to PFADX (1.10%). In terms of maximum drawdown, AAAZX dropped -40.45% vs PFADX's -16.64%.
AAAZX currently has the higher Sharpe Ratio (1.78 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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