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NDARX vs. PALDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NDARX vs. PALDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Retirement Income Portfolio - Enhanced (NDARX) and PGIM 60/40 Allocation Fund (PALDX). The values are adjusted to include any dividend payments, if applicable.

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NDARX vs. PALDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NDARX
American Funds Retirement Income Portfolio - Enhanced
-2.18%17.21%11.68%12.03%-10.98%15.09%7.10%17.88%-4.99%3.79%
PALDX
PGIM 60/40 Allocation Fund
-3.62%13.62%18.96%18.90%-15.65%16.30%10.68%22.27%-4.12%5.95%

Returns By Period

In the year-to-date period, NDARX achieves a -2.18% return, which is significantly higher than PALDX's -3.62% return.


NDARX

1D
0.07%
1M
-6.73%
YTD
-2.18%
6M
0.61%
1Y
12.50%
3Y*
11.71%
5Y*
7.10%
10Y*
7.74%

PALDX

1D
-0.22%
1M
-5.44%
YTD
-3.62%
6M
-1.03%
1Y
12.43%
3Y*
13.72%
5Y*
7.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NDARX vs. PALDX - Expense Ratio Comparison

NDARX has a 0.34% expense ratio, which is higher than PALDX's 0.03% expense ratio.


Return for Risk

NDARX vs. PALDX — Risk / Return Rank

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

NDARX
NDARX Risk / Return Rank: 7474
Overall Rank
NDARX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
NDARX Sortino Ratio Rank: 7575
Sortino Ratio Rank
NDARX Omega Ratio Rank: 7474
Omega Ratio Rank
NDARX Calmar Ratio Rank: 7070
Calmar Ratio Rank
NDARX Martin Ratio Rank: 7575
Martin Ratio Rank

PALDX
PALDX Risk / Return Rank: 6666
Overall Rank
PALDX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PALDX Sortino Ratio Rank: 6666
Sortino Ratio Rank
PALDX Omega Ratio Rank: 6767
Omega Ratio Rank
PALDX Calmar Ratio Rank: 6262
Calmar Ratio Rank
PALDX Martin Ratio Rank: 7272
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.

NDARX vs. PALDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Retirement Income Portfolio - Enhanced (NDARX) and PGIM 60/40 Allocation Fund (PALDX). 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.


NDARXPALDXDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.12

+0.21

Sortino ratio

Return per unit of downside risk

1.85

1.65

+0.19

Omega ratio

Gain probability vs. loss probability

1.28

1.25

+0.03

Calmar ratio

Return relative to maximum drawdown

1.60

1.42

+0.18

Martin ratio

Return relative to average drawdown

7.23

6.83

+0.39

NDARX vs. PALDX - Sharpe Ratio Comparison

The current NDARX Sharpe Ratio is 1.32, which is comparable to the PALDX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of NDARX and PALDX, 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


NDARXPALDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.12

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.67

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.71

+0.07

Correlation

The correlation between NDARX and PALDX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NDARX vs. PALDX - Dividend Comparison

NDARX's dividend yield for the trailing twelve months is around 5.35%, less than PALDX's 5.62% yield.


TTM2025202420232022202120202019201820172016
NDARX
American Funds Retirement Income Portfolio - Enhanced
5.35%5.78%3.07%3.37%5.60%4.29%2.91%4.03%4.29%2.68%2.86%
PALDX
PGIM 60/40 Allocation Fund
5.62%5.42%10.40%2.94%6.19%6.87%2.58%4.58%3.65%1.48%0.00%

Drawdowns

NDARX vs. PALDX - Drawdown Comparison

The maximum NDARX drawdown since its inception was -23.62%, smaller than the maximum PALDX drawdown of -26.16%. Use the drawdown chart below to compare losses from any high point for NDARX and PALDX.


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Drawdown Indicators


NDARXPALDXDifference

Max Drawdown

Largest peak-to-trough decline

-23.62%

-26.16%

+2.54%

Max Drawdown (1Y)

Largest decline over 1 year

-7.46%

-8.20%

+0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-18.37%

-20.47%

+2.10%

Max Drawdown (10Y)

Largest decline over 10 years

-23.62%

Current Drawdown

Current decline from peak

-6.79%

-5.96%

-0.83%

Average Drawdown

Average peak-to-trough decline

-3.13%

-4.16%

+1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.70%

-0.05%

Volatility

NDARX vs. PALDX - Volatility Comparison

American Funds Retirement Income Portfolio - Enhanced (NDARX) has a higher volatility of 3.22% compared to PGIM 60/40 Allocation Fund (PALDX) at 3.05%. This indicates that NDARX's price experiences larger fluctuations and is considered to be riskier than PALDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NDARXPALDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.22%

3.05%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

5.78%

5.86%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

9.69%

11.52%

-1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.43%

12.08%

-2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.18%

12.75%

-2.57%