CAAMX vs. PUDZX
Compare and contrast key facts about Invesco Select Risk: Moderately Conservative Investor Fund (CAAMX) and PGIM Real Assets Fund (PUDZX).
CAAMX is managed by Invesco. It was launched on Apr 28, 2005. PUDZX is managed by PGIM. It was launched on Dec 29, 2010.
Performance
CAAMX vs. PUDZX - Performance Comparison
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CAAMX vs. PUDZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAAMX Invesco Select Risk: Moderately Conservative Investor Fund | -1.36% | 11.19% | 6.17% | 9.83% | -16.68% | 7.30% | 10.23% | 14.41% | -4.51% | 6.31% |
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, CAAMX achieves a -1.36% return, which is significantly lower than PUDZX's 9.23% return. Over the past 10 years, CAAMX has underperformed PUDZX with an annualized return of 4.37%, while PUDZX has yielded a comparatively higher 6.92% annualized return.
CAAMX
- 1D
- 0.00%
- 1M
- -4.68%
- YTD
- -1.36%
- 6M
- 0.53%
- 1Y
- 9.51%
- 3Y*
- 7.18%
- 5Y*
- 2.46%
- 10Y*
- 4.37%
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%
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CAAMX vs. PUDZX - Expense Ratio Comparison
CAAMX has a 0.44% expense ratio, which is higher than PUDZX's 0.25% expense ratio.
Return for Risk
CAAMX vs. PUDZX — Risk / Return Rank
CAAMX
PUDZX
CAAMX vs. PUDZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Select Risk: Moderately Conservative Investor Fund (CAAMX) 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.
| CAAMX | PUDZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 1.98 | -0.74 |
Sortino ratioReturn per unit of downside risk | 1.77 | 2.57 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.40 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 2.35 | -0.77 |
Martin ratioReturn relative to average drawdown | 6.86 | 13.15 | -6.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CAAMX | PUDZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.98 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.88 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.72 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.52 | +0.07 |
Correlation
The correlation between CAAMX and PUDZX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CAAMX vs. PUDZX - Dividend Comparison
CAAMX's dividend yield for the trailing twelve months is around 3.04%, less than PUDZX's 8.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAAMX Invesco Select Risk: Moderately Conservative Investor Fund | 3.04% | 2.90% | 2.44% | 1.73% | 4.57% | 5.03% | 7.84% | 6.43% | 4.05% | 1.71% | 2.46% | 2.77% |
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
CAAMX vs. PUDZX - Drawdown Comparison
The maximum CAAMX drawdown since its inception was -29.13%, which is greater than PUDZX's maximum drawdown of -21.53%. Use the drawdown chart below to compare losses from any high point for CAAMX and PUDZX.
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Drawdown Indicators
| CAAMX | PUDZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.13% | -21.53% | -7.60% |
Max Drawdown (1Y)Largest decline over 1 year | -5.64% | -8.20% | +2.56% |
Max Drawdown (5Y)Largest decline over 5 years | -22.18% | -17.98% | -4.20% |
Max Drawdown (10Y)Largest decline over 10 years | -22.18% | -21.53% | -0.65% |
Current DrawdownCurrent decline from peak | -4.68% | -2.44% | -2.24% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -5.31% | +0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.31% | 1.47% | -0.16% |
Volatility
CAAMX vs. PUDZX - Volatility Comparison
Invesco Select Risk: Moderately Conservative Investor Fund (CAAMX) and PGIM Real Assets Fund (PUDZX) have volatilities of 2.62% and 2.60%, 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
| CAAMX | PUDZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 2.60% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 4.87% | 6.24% | -1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.91% | 9.70% | -1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.75% | 10.58% | -2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.50% | 9.70% | -2.20% |