DMO vs. PDSYX
DMO (Dimensional Multi-Asset Fund) and PDSYX (Principal Diversified Select Real Asset Fund) are both Global Allocation funds. Over the past 5 years, DMO returned 3.64%/yr vs 3.50%/yr for PDSYX. Their 0.24 correlation means their historical movements had little consistent relationship. DMO charges 0.04%/yr vs 1.20%/yr for PDSYX.
Performance
DMO vs. PDSYX - Performance Comparison
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Returns By Period
In the year-to-date period, DMO achieves a 1.66% return, which is significantly lower than PDSYX's 5.40% return.
DMO
- 1D
- 0.19%
- 1M
- -1.78%
- 6M
- 0.19%
- YTD
- 1.66%
- 1Y
- -0.24%
- 3Y*
- 11.42%
- 5Y*
- 3.64%
- 10Y*
- 3.76%
- ALL TIME*
- 8.28%
PDSYX
- 1D
- -0.07%
- 1M
- 0.70%
- 6M
- 3.48%
- YTD
- 5.40%
- 1Y
- 8.83%
- 3Y*
- 6.13%
- 5Y*
- 3.50%
- 10Y*
- —
- ALL TIME*
- 4.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $399.37K | $416.73K | $406.81K | |
| $0.00 | $0.00 | $0.00 |
DMO vs. PDSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DMO Dimensional Multi-Asset Fund | 1.66% | 6.95% | 20.24% | 16.79% | -21.64% | 17.12% | -22.32% | -1.84% |
PDSYX Principal Diversified Select Real Asset Fund | 5.40% | 7.90% | 3.65% | 2.45% | -5.36% | 14.81% | 2.43% | 4.08% |
Correlation
The correlation between DMO and PDSYX is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2019 | 0.24 |
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Return for Risk
DMO vs. PDSYX — Risk / Return Rank
DMO
PDSYX
DMO vs. PDSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Multi-Asset Fund (DMO) and Principal Diversified Select Real Asset Fund (PDSYX). 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.
| DMO | PDSYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.05 | ||
| Sortino ratioReturn per unit of downside risk | -4.74 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.61 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 4.62 | -4.65 |
| Martin ratioReturn relative to average drawdown | -0.07 | 18.55 | -18.61 |
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Drawdowns
DMO vs. PDSYX - Drawdown Comparison
The maximum DMO drawdown since its inception was -49.16%, which is greater than PDSYX's maximum drawdown of -30.01%. Use the drawdown chart below to compare losses from any high point for DMO and PDSYX.
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Drawdown Indicators
| DMO | PDSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.16% | -30.01% | -19.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.37% | -1.98% | -6.39% |
Max Drawdown (3Y)Largest decline over 3 years | -9.04% | -5.84% | -3.20% |
Max Drawdown (5Y)Largest decline over 5 years | -29.04% | -10.95% | -18.09% |
Max Drawdown (10Y)Largest decline over 10 years | -49.16% | — | — |
Current DrawdownCurrent decline from peak | -4.49% | -0.24% | -4.25% |
Average DrawdownAverage peak-to-trough decline | -9.54% | -4.26% | -5.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 0.49% | +3.11% |
Volatility
DMO vs. PDSYX - Volatility Comparison
Dimensional Multi-Asset Fund (DMO) has a higher volatility of 1.57% compared to Principal Diversified Select Real Asset Fund (PDSYX) at 0.66%. This indicates that DMO's price experiences larger fluctuations and is considered to be riskier than PDSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DMO | PDSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 0.66% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 2.35% | +5.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.06% | 3.03% | +7.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.60% | 6.23% | +6.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.92% | 8.62% | +11.30% |
DMO vs. PDSYX - Expense Ratio Comparison
DMO has a 0.04% expense ratio, which is lower than PDSYX's 1.20% expense ratio.
Dividends
DMO vs. PDSYX - Dividend Comparison
DMO's dividend yield for the trailing twelve months is around 14.22%, more than PDSYX's 1.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMO Dimensional Multi-Asset Fund | 14.22% | 14.01% | 12.92% | 11.46% | 11.51% | 8.88% | 10.95% | 9.63% | 18.93% | 13.30% | 13.19% | 14.09% |
PDSYX Principal Diversified Select Real Asset Fund | 1.55% | 1.85% | 2.18% | 2.06% | 1.58% | 7.46% | 2.70% | 1.21% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DMO and PDSYX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DMO has higher volatility (1.57%) compared to PDSYX (0.66%). In terms of maximum drawdown, DMO dropped -49.16% vs PDSYX's -30.01%.
PDSYX currently has the higher Sharpe Ratio (3.03 vs -0.02), 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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