AADTX vs. PDEJX
AADTX (American Funds 2025 Target Date Retirement Fund) and PDEJX (Prudential Day One 2025 Fund) are both Target Retirement Date funds. Over the past 5 years, AADTX returned 5.59%/yr vs 7.23%/yr for PDEJX. Their correlation of 0.94 suggests significant overlap in exposure. AADTX charges 0.34%/yr vs 0.00%/yr for PDEJX.
Performance
AADTX vs. PDEJX - Performance Comparison
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Returns By Period
In the year-to-date period, AADTX achieves a 4.17% return, which is significantly lower than PDEJX's 5.26% return.
AADTX
- 1D
- -0.42%
- 1M
- 0.12%
- YTD
- 4.17%
- 6M
- 3.85%
- 1Y
- 11.36%
- 3Y*
- 11.35%
- 5Y*
- 5.59%
- 10Y*
- 7.99%
PDEJX
- 1D
- -0.61%
- 1M
- -0.44%
- YTD
- 5.26%
- 6M
- 4.68%
- 1Y
- 12.09%
- 3Y*
- 13.53%
- 5Y*
- 7.23%
- 10Y*
- —
AADTX vs. PDEJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AADTX American Funds 2025 Target Date Retirement Fund | 4.17% | 14.20% | 8.97% | 11.57% | -13.04% | 11.12% | 13.33% | 17.35% | -3.74% | 14.95% |
PDEJX Prudential Day One 2025 Fund | 5.26% | 11.91% | 17.34% | 11.21% | -12.30% | 12.90% | 9.30% | 16.82% | -4.47% | 12.48% |
Correlation
The correlation between AADTX and PDEJX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.94 |
The correlation between AADTX and PDEJX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
AADTX vs. PDEJX — Risk / Return Rank
AADTX
PDEJX
AADTX vs. PDEJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds 2025 Target Date Retirement Fund (AADTX) and Prudential Day One 2025 Fund (PDEJX). 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.
| AADTX | PDEJX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.39 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 2.80 | -0.50 |
| Martin ratioReturn relative to average drawdown | 10.17 | 13.08 | -2.91 |
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Drawdowns
AADTX vs. PDEJX - Drawdown Comparison
The maximum AADTX drawdown since its inception was -48.80%, which is greater than PDEJX's maximum drawdown of -20.45%. Use the drawdown chart below to compare losses from any high point for AADTX and PDEJX.
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Drawdown Indicators
| AADTX | PDEJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.80% | -20.45% | -28.35% |
Max Drawdown (1Y)Largest decline over 1 year | -5.30% | -4.45% | -0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -6.77% | -6.83% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -19.02% | -16.83% | -2.19% |
Max Drawdown (10Y)Largest decline over 10 years | -19.24% | — | — |
Current DrawdownCurrent decline from peak | -1.01% | -1.21% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -6.13% | -2.85% | -3.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 0.95% | +0.25% |
Volatility
AADTX vs. PDEJX - Volatility Comparison
American Funds 2025 Target Date Retirement Fund (AADTX) and Prudential Day One 2025 Fund (PDEJX) have volatilities of 2.32% and 2.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AADTX | PDEJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.32% | 2.33% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 5.20% | 4.96% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.35% | 6.01% | +0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.25% | 8.91% | -0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.90% | 8.83% | +0.07% |
AADTX vs. PDEJX - Expense Ratio Comparison
AADTX has a 0.34% expense ratio, which is higher than PDEJX's 0.00% expense ratio.
Dividends
AADTX vs. PDEJX - Dividend Comparison
AADTX's dividend yield for the trailing twelve months is around 7.08%, more than PDEJX's 5.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AADTX American Funds 2025 Target Date Retirement Fund | 7.08% | 7.38% | 5.18% | 3.05% | 3.96% | 6.24% | 3.58% | 3.68% | 4.06% | 2.38% | 3.12% | 5.82% |
PDEJX Prudential Day One 2025 Fund | 5.35% | 5.63% | 20.16% | 3.66% | 7.83% | 10.79% | 2.42% | 5.03% | 4.61% | 1.68% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, AADTX and PDEJX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PDEJX has higher volatility (2.33%) compared to AADTX (2.32%). In terms of maximum drawdown, AADTX dropped -48.80% vs PDEJX's -20.45%.
PDEJX currently has the higher Sharpe Ratio (2.08 vs 1.92), 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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