CCFAX vs. PUDZX

Last updated Apr 2, 2026

Compare and contrast key facts about American Funds College 2036 Fund (CCFAX) and PGIM Real Assets Fund (PUDZX).

CCFAX is managed by American Funds. It was launched on Feb 8, 2018. PUDZX is managed by PGIM. It was launched on Dec 29, 2010.

Performance

CCFAX vs. PUDZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds College 2036 Fund (CCFAX) and PGIM Real Assets Fund (PUDZX). The values are adjusted to include any dividend payments, if applicable.

CCFAX vs. PUDZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
CCFAX American Funds College 2036 Fund	-1.75%	16.36%	13.70%	19.10%	-18.41%	12.44%	16.77%	22.43%	-9.10%
PUDZX PGIM Real Assets Fund	10.18%	13.40%	8.61%	3.26%	-2.76%	18.49%	4.84%	16.29%	-5.54%

Returns By Period

In the year-to-date period, CCFAX achieves a -1.75% return, which is significantly lower than PUDZX's 10.18% return.

CCFAX

• 1D: 1.74%
• 1M: -4.47%
• YTD: -1.75%
• 6M: 0.25%
• 1Y: 14.23%
• 3Y*: 13.53%
• 5Y*: 6.50%
• 10Y*: —

PUDZX

• 1D: 0.86%
• 1M: -1.59%
• YTD: 10.18%
• 6M: 12.08%
• 1Y: 19.34%
• 3Y*: 11.86%
• 5Y*: 9.21%
• 10Y*: 7.01%

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

CCFAX vs. PUDZX - Expense Ratio Comparison

CCFAX has a 0.43% expense ratio, which is higher than PUDZX's 0.25% expense ratio.

CCFAX

American Funds College 2036 Fund

PUDZX

PGIM Real Assets Fund

Return for Risk

CCFAX vs. PUDZX — Risk / Return Rank

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

CCFAX

CCFAX Risk / Return Rank: 75
CCFAX Sharpe Ratio Rank: 74
CCFAX Sortino Ratio Rank: 76
CCFAX Omega Ratio Rank: 72
CCFAX Calmar Ratio Rank: 75
CCFAX Martin Ratio Rank: 80

PUDZX

PUDZX Risk / Return Rank: 90
PUDZX Sharpe Ratio Rank: 91
PUDZX Sortino Ratio Rank: 90
PUDZX Omega Ratio Rank: 89
PUDZX Calmar Ratio Rank: 87
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.

CCFAX vs. PUDZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds College 2036 Fund (CCFAX) 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.

	CCFAX	PUDZX	Difference
Sharpe ratio Return per unit of total volatility	1.38	2.04	-0.66
Sortino ratio Return per unit of downside risk	2.03	2.65	-0.62
Omega ratio Gain probability vs. loss probability	1.29	1.41	-0.12
Calmar ratio Return relative to maximum drawdown	1.90	2.45	-0.55
Martin ratio Return relative to average drawdown	8.46	13.65	-5.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CCFAX vs. PUDZX - Sharpe Ratio Comparison

The current CCFAX Sharpe Ratio is 1.38, which is lower than the PUDZX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of CCFAX 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

	CCFAX	PUDZX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.38	2.04	-0.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.87	-0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.52	+0.06

Correlation

The correlation between CCFAX and PUDZX is 0.64, 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

CCFAX vs. PUDZX - Dividend Comparison

CCFAX's dividend yield for the trailing twelve months is around 7.23%, less than PUDZX's 8.10% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCFAX American Funds College 2036 Fund	7.23%	7.10%	5.41%	1.75%	4.66%	7.82%	4.37%	2.61%	1.20%	0.00%	0.00%	0.00%
PUDZX PGIM Real Assets Fund	8.10%	8.93%	6.67%	3.66%	9.10%	13.00%	4.94%	3.40%	2.14%	2.10%	1.39%	1.72%

Drawdowns

CCFAX vs. PUDZX - Drawdown Comparison

The maximum CCFAX drawdown since its inception was -25.80%, which is greater than PUDZX's maximum drawdown of -21.53%. Use the drawdown chart below to compare losses from any high point for CCFAX and PUDZX.

Drawdown Indicators

	CCFAX	PUDZX	Difference
Max Drawdown Largest peak-to-trough decline	-25.80%	-21.53%	-4.27%
Max Drawdown (1Y) Largest decline over 1 year	-7.73%	-8.20%	+0.47%
Max Drawdown (5Y) Largest decline over 5 years	-25.34%	-17.98%	-7.36%
Max Drawdown (10Y) Largest decline over 10 years	—	-21.53%	—
Current Drawdown Current decline from peak	-5.01%	-1.59%	-3.42%
Average Drawdown Average peak-to-trough decline	-5.27%	-5.31%	+0.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.74%	1.47%	+0.27%

Volatility

CCFAX vs. PUDZX - Volatility Comparison

American Funds College 2036 Fund (CCFAX) has a higher volatility of 3.77% compared to PGIM Real Assets Fund (PUDZX) at 2.71%. This indicates that CCFAX'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

	CCFAX	PUDZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.77%	2.71%	+1.06%
Volatility (6M) Calculated over the trailing 6-month period	6.24%	6.29%	-0.05%
Volatility (1Y) Calculated over the trailing 1-year period	10.68%	9.72%	+0.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.52%	10.59%	+0.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.41%	9.70%	+3.71%