OSTVX vs. PALDX

Last updated Apr 1, 2026

Compare and contrast key facts about Osterweis Growth & Income Fund (OSTVX) and PGIM 60/40 Allocation Fund (PALDX).

OSTVX is managed by Osterweis. It was launched on Aug 30, 2010. PALDX is managed by PGIM. It was launched on Sep 12, 2017.

Performance

OSTVX vs. PALDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Osterweis Growth & Income Fund (OSTVX) and PGIM 60/40 Allocation Fund (PALDX). The values are adjusted to include any dividend payments, if applicable.

OSTVX vs. PALDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OSTVX Osterweis Growth & Income Fund	-4.30%	10.03%	9.99%	14.76%	-15.08%	11.70%	17.58%	25.30%	-7.48%	4.16%
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, OSTVX achieves a -4.30% return, which is significantly lower than PALDX's -3.62% return.

OSTVX

• 1D: -0.06%
• 1M: -6.45%
• YTD: -4.30%
• 6M: -2.25%
• 1Y: 7.34%
• 3Y*: 8.49%
• 5Y*: 3.81%
• 10Y*: 7.93%

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)

OSTVX vs. PALDX - Expense Ratio Comparison

OSTVX has a 0.93% expense ratio, which is higher than PALDX's 0.03% expense ratio.

OSTVX

Osterweis Growth & Income Fund

PALDX

PGIM 60/40 Allocation Fund

Return for Risk

OSTVX vs. PALDX — Risk / Return Rank

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

OSTVX

OSTVX Risk / Return Rank: 34
OSTVX Sharpe Ratio Rank: 33
OSTVX Sortino Ratio Rank: 32
OSTVX Omega Ratio Rank: 30
OSTVX Calmar Ratio Rank: 35
OSTVX Martin Ratio Rank: 39

PALDX

PALDX Risk / Return Rank: 66
PALDX Sharpe Ratio Rank: 63
PALDX Sortino Ratio Rank: 66
PALDX Omega Ratio Rank: 67
PALDX Calmar Ratio Rank: 62
PALDX Martin Ratio Rank: 72

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.

OSTVX vs. PALDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Osterweis Growth & Income Fund (OSTVX) 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.

	OSTVX	PALDX	Difference
Sharpe ratio Return per unit of total volatility	0.78	1.12	-0.34
Sortino ratio Return per unit of downside risk	1.16	1.65	-0.49
Omega ratio Gain probability vs. loss probability	1.16	1.25	-0.09
Calmar ratio Return relative to maximum drawdown	0.98	1.42	-0.44
Martin ratio Return relative to average drawdown	4.16	6.83	-2.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OSTVX vs. PALDX - Sharpe Ratio Comparison

The current OSTVX Sharpe Ratio is 0.78, which is lower than the PALDX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of OSTVX 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.

Sharpe Ratios by Period

	OSTVX	PALDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.78	1.12	-0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.67	-0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.71	0.00

Correlation

The correlation between OSTVX and PALDX is 0.89, 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

OSTVX vs. PALDX - Dividend Comparison

OSTVX's dividend yield for the trailing twelve months is around 3.10%, less than PALDX's 5.62% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OSTVX Osterweis Growth & Income Fund	3.10%	2.97%	9.16%	4.44%	8.02%	2.42%	3.60%	5.99%	10.01%	5.13%	3.61%	4.27%
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%	0.00%

Drawdowns

OSTVX vs. PALDX - Drawdown Comparison

The maximum OSTVX drawdown since its inception was -25.94%, roughly equal to the maximum PALDX drawdown of -26.16%. Use the drawdown chart below to compare losses from any high point for OSTVX and PALDX.

Drawdown Indicators

	OSTVX	PALDX	Difference
Max Drawdown Largest peak-to-trough decline	-25.94%	-26.16%	+0.22%
Max Drawdown (1Y) Largest decline over 1 year	-6.55%	-8.20%	+1.65%
Max Drawdown (5Y) Largest decline over 5 years	-23.71%	-20.47%	-3.24%
Max Drawdown (10Y) Largest decline over 10 years	-25.94%	—	—
Current Drawdown Current decline from peak	-6.55%	-5.96%	-0.59%
Average Drawdown Average peak-to-trough decline	-4.46%	-4.16%	-0.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.54%	1.70%	-0.16%

Volatility

OSTVX vs. PALDX - Volatility Comparison

Osterweis Growth & Income Fund (OSTVX) and PGIM 60/40 Allocation Fund (PALDX) have volatilities of 2.91% and 3.05%, 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.

Volatility by Period

	OSTVX	PALDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.91%	3.05%	-0.14%
Volatility (6M) Calculated over the trailing 6-month period	5.64%	5.86%	-0.22%
Volatility (1Y) Calculated over the trailing 1-year period	9.81%	11.52%	-1.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.64%	12.08%	-1.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.45%	12.75%	-1.30%