PortfoliosLab logoPortfoliosLab logo
GIMFX vs. PDPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GIMFX vs. PDPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO Implementation Fund (GIMFX) and Virtus Duff & Phelps Real Asset Fund (PDPAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GIMFX vs. PDPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GIMFX
GMO Implementation Fund
4.96%25.37%2.67%14.75%-1.24%4.05%-7.25%13.24%-5.58%14.09%
PDPAX
Virtus Duff & Phelps Real Asset Fund
7.17%15.90%9.45%4.73%-2.66%21.15%-3.18%16.84%-9.35%8.15%

Returns By Period

In the year-to-date period, GIMFX achieves a 4.96% return, which is significantly lower than PDPAX's 7.17% return. Over the past 10 years, GIMFX has underperformed PDPAX with an annualized return of 6.46%, while PDPAX has yielded a comparatively higher 7.22% annualized return.


GIMFX

1D
0.25%
1M
-5.36%
YTD
4.96%
6M
11.65%
1Y
25.30%
3Y*
14.62%
5Y*
8.53%
10Y*
6.46%

PDPAX

1D
0.18%
1M
-5.75%
YTD
7.17%
6M
8.32%
1Y
18.47%
3Y*
12.38%
5Y*
9.88%
10Y*
7.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GIMFX vs. PDPAX - Expense Ratio Comparison

GIMFX has a 0.02% expense ratio, which is lower than PDPAX's 0.81% expense ratio.


Return for Risk

GIMFX vs. PDPAX — Risk / Return Rank

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

GIMFX
GIMFX Risk / Return Rank: 9696
Overall Rank
GIMFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GIMFX Sortino Ratio Rank: 9797
Sortino Ratio Rank
GIMFX Omega Ratio Rank: 9696
Omega Ratio Rank
GIMFX Calmar Ratio Rank: 9696
Calmar Ratio Rank
GIMFX Martin Ratio Rank: 9696
Martin Ratio Rank

PDPAX
PDPAX Risk / Return Rank: 8181
Overall Rank
PDPAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PDPAX Sortino Ratio Rank: 8080
Sortino Ratio Rank
PDPAX Omega Ratio Rank: 8080
Omega Ratio Rank
PDPAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PDPAX Martin Ratio Rank: 8888
Martin Ratio Rank
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.

GIMFX vs. PDPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Implementation Fund (GIMFX) and Virtus Duff & Phelps Real Asset Fund (PDPAX). 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.


GIMFXPDPAXDifference

Sharpe ratio

Return per unit of total volatility

2.85

1.54

+1.31

Sortino ratio

Return per unit of downside risk

3.70

2.05

+1.64

Omega ratio

Gain probability vs. loss probability

1.57

1.32

+0.25

Calmar ratio

Return relative to maximum drawdown

3.48

1.86

+1.63

Martin ratio

Return relative to average drawdown

13.93

9.54

+4.38

GIMFX vs. PDPAX - Sharpe Ratio Comparison

The current GIMFX Sharpe Ratio is 2.85, which is higher than the PDPAX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of GIMFX and PDPAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GIMFXPDPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

1.54

+1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.76

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.56

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.32

+0.32

Correlation

The correlation between GIMFX and PDPAX is 0.70, 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

GIMFX vs. PDPAX - Dividend Comparison

GIMFX's dividend yield for the trailing twelve months is around 4.07%, more than PDPAX's 1.66% yield.


TTM20252024202320222021202020192018201720162015
GIMFX
GMO Implementation Fund
4.07%4.28%3.39%5.93%3.59%3.28%2.25%3.99%4.59%2.95%1.98%0.00%
PDPAX
Virtus Duff & Phelps Real Asset Fund
1.66%1.77%3.65%2.08%1.06%0.76%0.68%3.09%2.38%1.92%0.80%1.13%

Drawdowns

GIMFX vs. PDPAX - Drawdown Comparison

The maximum GIMFX drawdown since its inception was -25.87%, smaller than the maximum PDPAX drawdown of -43.40%. Use the drawdown chart below to compare losses from any high point for GIMFX and PDPAX.


Loading graphics...

Drawdown Indicators


GIMFXPDPAXDifference

Max Drawdown

Largest peak-to-trough decline

-25.87%

-43.40%

+17.53%

Max Drawdown (1Y)

Largest decline over 1 year

-6.79%

-10.17%

+3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-14.02%

-18.87%

+4.85%

Max Drawdown (10Y)

Largest decline over 10 years

-25.87%

-32.24%

+6.37%

Current Drawdown

Current decline from peak

-5.36%

-5.80%

+0.44%

Average Drawdown

Average peak-to-trough decline

-4.33%

-7.67%

+3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

1.98%

-0.23%

Volatility

GIMFX vs. PDPAX - Volatility Comparison

GMO Implementation Fund (GIMFX) and Virtus Duff & Phelps Real Asset Fund (PDPAX) have volatilities of 3.70% and 3.74%, 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.


Loading graphics...

Volatility by Period


GIMFXPDPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

3.74%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

5.81%

7.24%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

8.81%

12.34%

-3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.46%

13.12%

-4.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.93%

12.85%

-3.92%