AWIIX vs. PUDZX

Last updated Apr 2, 2026

Compare and contrast key facts about CIBC Atlas Income Opportunities Fund (AWIIX) and PGIM Real Assets Fund (PUDZX).

AWIIX is managed by CIBC Private Wealth Management. It was launched on Jun 26, 2014. PUDZX is managed by PGIM. It was launched on Dec 29, 2010.

Performance

AWIIX vs. PUDZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CIBC Atlas Income Opportunities Fund (AWIIX) and PGIM Real Assets Fund (PUDZX). The values are adjusted to include any dividend payments, if applicable.

AWIIX vs. PUDZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AWIIX CIBC Atlas Income Opportunities Fund	-4.01%	7.20%	7.10%	15.07%	-14.79%	18.62%	11.92%	23.32%	-3.53%	13.79%
PUDZX PGIM Real Assets Fund	9.23%	13.40%	8.61%	3.26%	-2.76%	18.49%	4.84%	16.29%	-9.20%	6.22%

Returns By Period

In the year-to-date period, AWIIX achieves a -4.01% return, which is significantly lower than PUDZX's 9.23% return. Over the past 10 years, AWIIX has outperformed PUDZX with an annualized return of 7.95%, while PUDZX has yielded a comparatively lower 6.92% annualized return.

AWIIX

• 1D: 1.27%
• 1M: -4.46%
• YTD: -4.01%
• 6M: -3.79%
• 1Y: 3.03%
• 3Y*: 6.68%
• 5Y*: 4.37%
• 10Y*: 7.95%

PUDZX

• 1D: 0.29%
• 1M: -1.98%
• YTD: 9.23%
• 6M: 11.45%
• 1Y: 18.68%
• 3Y*: 11.54%
• 5Y*: 9.22%
• 10Y*: 6.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AWIIX vs. PUDZX - Expense Ratio Comparison

AWIIX has a 0.69% expense ratio, which is higher than PUDZX's 0.25% expense ratio.

AWIIX

CIBC Atlas Income Opportunities Fund

PUDZX

PGIM Real Assets Fund

Return for Risk

AWIIX vs. PUDZX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AWIIX

AWIIX Risk / Return Rank: 12
AWIIX Sharpe Ratio Rank: 10
AWIIX Sortino Ratio Rank: 10
AWIIX Omega Ratio Rank: 10
AWIIX Calmar Ratio Rank: 14
AWIIX Martin Ratio Rank: 18

PUDZX

PUDZX Risk / Return Rank: 91
PUDZX Sharpe Ratio Rank: 92
PUDZX Sortino Ratio Rank: 90
PUDZX Omega Ratio Rank: 90
PUDZX Calmar Ratio Rank: 88
PUDZX Martin Ratio Rank: 95

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.

AWIIX vs. PUDZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CIBC Atlas Income Opportunities Fund (AWIIX) and PGIM Real Assets Fund (PUDZX). 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.

	AWIIX	PUDZX	Difference
Sharpe ratio Return per unit of total volatility	0.33	1.98	-1.65
Sortino ratio Return per unit of downside risk	0.54	2.57	-2.03
Omega ratio Gain probability vs. loss probability	1.08	1.40	-0.32
Calmar ratio Return relative to maximum drawdown	0.51	2.35	-1.84
Martin ratio Return relative to average drawdown	2.19	13.15	-10.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AWIIX vs. PUDZX - Sharpe Ratio Comparison

The current AWIIX Sharpe Ratio is 0.33, which is lower than the PUDZX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of AWIIX and PUDZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AWIIX	PUDZX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.33	1.98	-1.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	0.88	-0.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	0.72	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.52	+0.09

Correlation

The correlation between AWIIX and PUDZX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

AWIIX vs. PUDZX - Dividend Comparison

AWIIX's dividend yield for the trailing twelve months is around 12.98%, more than PUDZX's 8.17% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AWIIX CIBC Atlas Income Opportunities Fund	12.98%	12.46%	2.45%	2.27%	2.27%	3.80%	1.77%	2.30%	3.15%	2.37%	2.83%	3.22%
PUDZX PGIM Real Assets Fund	8.17%	8.93%	6.67%	3.66%	9.10%	13.00%	4.94%	3.40%	2.14%	2.10%	1.39%	1.72%

Drawdowns

AWIIX vs. PUDZX - Drawdown Comparison

The maximum AWIIX drawdown since its inception was -27.07%, which is greater than PUDZX's maximum drawdown of -21.53%. Use the drawdown chart below to compare losses from any high point for AWIIX and PUDZX.

Drawdown Indicators

	AWIIX	PUDZX	Difference
Max Drawdown Largest peak-to-trough decline	-27.07%	-21.53%	-5.54%
Max Drawdown (1Y) Largest decline over 1 year	-7.50%	-8.20%	+0.70%
Max Drawdown (5Y) Largest decline over 5 years	-19.90%	-17.98%	-1.92%
Max Drawdown (10Y) Largest decline over 10 years	-27.07%	-21.53%	-5.54%
Current Drawdown Current decline from peak	-5.05%	-2.44%	-2.61%
Average Drawdown Average peak-to-trough decline	-3.94%	-5.31%	+1.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.75%	1.47%	+0.28%

Volatility

AWIIX vs. PUDZX - Volatility Comparison

CIBC Atlas Income Opportunities Fund (AWIIX) has a higher volatility of 2.99% compared to PGIM Real Assets Fund (PUDZX) at 2.60%. This indicates that AWIIX's price experiences larger fluctuations and is considered to be riskier than PUDZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AWIIX	PUDZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.99%	2.60%	+0.39%
Volatility (6M) Calculated over the trailing 6-month period	5.20%	6.24%	-1.04%
Volatility (1Y) Calculated over the trailing 1-year period	10.02%	9.70%	+0.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.47%	10.58%	-0.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.41%	9.70%	+1.71%