FUTU vs. PDDDX

Last updated Jun 4, 2026

FUTU (Futu Holdings Limited) is a stock, while PDDDX (Prudential Day One 2020 Fund) is Target Retirement Date fund managed by PGIM. Over the past 5 years, FUTU returned -8.34%/yr vs 10.94%/yr for PDDDX. At a 0.34 correlation, their price movements are largely independent.

Performance

FUTU vs. PDDDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Futu Holdings Limited (FUTU) and Prudential Day One 2020 Fund (PDDDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FUTU achieves a -40.46% return, which is significantly lower than PDDDX's 5.76% return.

FUTU

• 1D: -5.64%
• 1M: -38.34%
• YTD: -40.46%
• 6M: -41.91%
• 1Y: -6.78%
• 3Y*: 36.93%
• 5Y*: -8.34%
• 10Y*: —

PDDDX

• 1D: 0.09%
• 1M: 1.38%
• YTD: 5.76%
• 6M: 5.67%
• 1Y: 12.97%
• 3Y*: 12.66%
• 5Y*: 10.94%
• 10Y*: —

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

FUTU vs. PDDDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FUTU Futu Holdings Limited	-40.46%	105.29%	49.87%	34.39%	-6.12%	-5.36%	343.31%	-32.64%
PDDDX Prudential Day One 2020 Fund	5.76%	10.40%	15.97%	9.52%	-12.63%	36.80%	8.13%	9.45%

Correlation

The correlation between FUTU and PDDDX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (All Time) Calculated using the full available price history since Mar 11, 2019	0.34

Return for Risk

FUTU vs. PDDDX — Risk / Return Rank

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

FUTU

FUTU Risk / Return Rank: 36
FUTU Sharpe Ratio Rank: 36
FUTU Sortino Ratio Rank: 37
FUTU Omega Ratio Rank: 37
FUTU Calmar Ratio Rank: 36
FUTU Martin Ratio Rank: 33

PDDDX

PDDDX Risk / Return Rank: 81
PDDDX Sharpe Ratio Rank: 83
PDDDX Sortino Ratio Rank: 83
PDDDX Omega Ratio Rank: 80
PDDDX Calmar Ratio Rank: 75
PDDDX Martin Ratio Rank: 84

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.

FUTU vs. PDDDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Futu Holdings Limited (FUTU) and Prudential Day One 2020 Fund (PDDDX). 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.

	FUTU	PDDDX	Difference
Sharpe ratio: Return per unit of total volatility	-0.11	2.70	-2.81
Sortino ratio: Return per unit of downside risk	0.30	3.94	-3.63
Omega ratio: Gain probability vs. loss probability	1.04	1.53	-0.49
Calmar ratio: Return relative to maximum drawdown	-0.13	3.37	-3.49
Martin ratio: Return relative to average drawdown	-0.36	15.78	-16.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FUTU vs. PDDDX - Sharpe Ratio Comparison

The current FUTU Sharpe Ratio is -0.11, which is lower than the PDDDX Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of FUTU and PDDDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FUTU	PDDDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.11	2.70	-2.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.12	0.80	-0.91
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.82	-0.43

Drawdowns

FUTU vs. PDDDX - Drawdown Comparison

The maximum FUTU drawdown since its inception was -87.23%, which is greater than PDDDX's maximum drawdown of -18.88%. Use the drawdown chart below to compare losses from any high point for FUTU and PDDDX.

Drawdown Indicators

	FUTU	PDDDX	Difference
Max Drawdown Largest peak-to-trough decline	-87.23%	-18.88%	-68.35%
Max Drawdown (1Y) Largest decline over 1 year	-54.18%	-3.90%	-50.28%
Max Drawdown (3Y) Largest decline over 3 years	-54.18%	-6.09%	-48.09%
Max Drawdown (5Y) Largest decline over 5 years	-86.42%	-16.64%	-69.78%
Current Drawdown Current decline from peak	-50.88%	0.00%	-50.88%
Average Drawdown Average peak-to-trough decline	-47.54%	-3.01%	-44.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.70%	0.83%	+17.87%

Volatility

FUTU vs. PDDDX - Volatility Comparison

Futu Holdings Limited (FUTU) has a higher volatility of 42.02% compared to Prudential Day One 2020 Fund (PDDDX) at 1.59%. This indicates that FUTU's price experiences larger fluctuations and is considered to be riskier than PDDDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FUTU	PDDDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	42.02%	1.59%	+40.43%
Volatility (6M) Calculated over the trailing 6-month period	50.74%	3.91%	+46.83%
Volatility (1Y) Calculated over the trailing 1-year period	63.79%	4.87%	+58.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	72.86%	13.75%	+59.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	75.28%	11.37%	+63.91%

Dividends

FUTU vs. PDDDX - Dividend Comparison

FUTU's dividend yield for the trailing twelve months is around 2.70%, less than PDDDX's 3.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FUTU Futu Holdings Limited	2.70%	0.00%	2.50%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PDDDX Prudential Day One 2020 Fund	3.83%	4.05%	19.73%	3.22%	8.41%	28.05%	1.91%	3.76%	3.05%	0.86%

Frequently Asked Questions

Can I hold both FUTU and PDDDX in my portfolio?

FUTU and PDDDX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FUTU or PDDDX?

FUTU has higher volatility (42.02%) compared to PDDDX (1.59%). In terms of maximum drawdown, FUTU dropped -87.23% vs PDDDX's -18.88%.

Which has better risk-adjusted returns?

PDDDX currently has the higher Sharpe Ratio (2.70 vs -0.11), 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.