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JBALX vs. PDRDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JBALX vs. PDRDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Global Allocation Fund Class A (JBALX) and Principal Diversified Real Asset Fund (PDRDX). The values are adjusted to include any dividend payments, if applicable.

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JBALX vs. PDRDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JBALX
JPMorgan Global Allocation Fund Class A
-6.83%15.00%20.78%15.45%-16.56%17.28%14.40%22.60%0.71%17.83%
PDRDX
Principal Diversified Real Asset Fund
9.23%14.63%3.09%3.22%-6.19%17.30%3.97%15.02%-7.90%10.18%

Returns By Period

In the year-to-date period, JBALX achieves a -6.83% return, which is significantly lower than PDRDX's 9.23% return. Over the past 10 years, JBALX has outperformed PDRDX with an annualized return of 9.96%, while PDRDX has yielded a comparatively lower 6.54% annualized return.


JBALX

1D
-0.07%
1M
-6.60%
YTD
-6.83%
6M
-5.28%
1Y
9.39%
3Y*
12.38%
5Y*
7.54%
10Y*
9.96%

PDRDX

1D
0.23%
1M
-4.09%
YTD
9.23%
6M
11.95%
1Y
21.29%
3Y*
9.59%
5Y*
7.08%
10Y*
6.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JBALX vs. PDRDX - Expense Ratio Comparison

JBALX has a 0.96% expense ratio, which is higher than PDRDX's 0.83% expense ratio.


Return for Risk

JBALX vs. PDRDX — Risk / Return Rank

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

JBALX
JBALX Risk / Return Rank: 3737
Overall Rank
JBALX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JBALX Sortino Ratio Rank: 3737
Sortino Ratio Rank
JBALX Omega Ratio Rank: 3535
Omega Ratio Rank
JBALX Calmar Ratio Rank: 3838
Calmar Ratio Rank
JBALX Martin Ratio Rank: 4040
Martin Ratio Rank

PDRDX
PDRDX Risk / Return Rank: 9191
Overall Rank
PDRDX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PDRDX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PDRDX Omega Ratio Rank: 8989
Omega Ratio Rank
PDRDX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PDRDX Martin Ratio Rank: 9595
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.

JBALX vs. PDRDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Allocation Fund Class A (JBALX) and Principal Diversified Real Asset Fund (PDRDX). 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.


JBALXPDRDXDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.93

-1.12

Sortino ratio

Return per unit of downside risk

1.25

2.53

-1.29

Omega ratio

Gain probability vs. loss probability

1.17

1.39

-0.22

Calmar ratio

Return relative to maximum drawdown

1.04

2.35

-1.32

Martin ratio

Return relative to average drawdown

4.21

12.85

-8.64

JBALX vs. PDRDX - Sharpe Ratio Comparison

The current JBALX Sharpe Ratio is 0.81, which is lower than the PDRDX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of JBALX and PDRDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JBALXPDRDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.93

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.65

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.61

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.49

+0.13

Correlation

The correlation between JBALX and PDRDX is 0.67, 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

JBALX vs. PDRDX - Dividend Comparison

JBALX's dividend yield for the trailing twelve months is around 8.95%, more than PDRDX's 3.93% yield.


TTM20252024202320222021202020192018201720162015
JBALX
JPMorgan Global Allocation Fund Class A
8.95%8.80%11.84%2.28%2.00%4.54%2.54%2.91%7.14%4.69%4.55%5.87%
PDRDX
Principal Diversified Real Asset Fund
3.93%4.19%2.43%2.52%12.88%6.56%0.52%2.36%3.47%2.21%2.61%0.99%

Drawdowns

JBALX vs. PDRDX - Drawdown Comparison

The maximum JBALX drawdown since its inception was -33.98%, which is greater than PDRDX's maximum drawdown of -28.55%. Use the drawdown chart below to compare losses from any high point for JBALX and PDRDX.


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Drawdown Indicators


JBALXPDRDXDifference

Max Drawdown

Largest peak-to-trough decline

-33.98%

-28.55%

-5.43%

Max Drawdown (1Y)

Largest decline over 1 year

-8.12%

-9.19%

+1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

-19.35%

-2.15%

Max Drawdown (10Y)

Largest decline over 10 years

-22.49%

-28.55%

+6.06%

Current Drawdown

Current decline from peak

-8.12%

-4.23%

-3.89%

Average Drawdown

Average peak-to-trough decline

-5.47%

-6.03%

+0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

1.68%

+0.32%

Volatility

JBALX vs. PDRDX - Volatility Comparison

The current volatility for JPMorgan Global Allocation Fund Class A (JBALX) is 3.29%, while Principal Diversified Real Asset Fund (PDRDX) has a volatility of 3.59%. This indicates that JBALX experiences smaller price fluctuations and is considered to be less risky than PDRDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JBALXPDRDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

3.59%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

6.45%

7.29%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

12.02%

11.33%

+0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.28%

10.95%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.19%

10.76%

+0.43%