PortfoliosLab logoPortfoliosLab logo
PALDX vs. GWPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PALDX vs. GWPAX - Performance Comparison

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

Loading graphics...

PALDX vs. GWPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PALDX
PGIM 60/40 Allocation Fund
-1.78%13.62%18.96%18.90%-15.65%16.30%10.68%22.27%-4.12%5.95%
GWPAX
American Funds Growth Portfolio Class A
-5.63%20.47%20.17%28.76%-26.97%18.59%25.34%27.19%-6.59%6.82%

Returns By Period

In the year-to-date period, PALDX achieves a -1.78% return, which is significantly higher than GWPAX's -5.63% return.


PALDX

1D
1.92%
1M
-3.56%
YTD
-1.78%
6M
0.52%
1Y
14.14%
3Y*
14.44%
5Y*
8.20%
10Y*

GWPAX

1D
3.37%
1M
-6.92%
YTD
-5.63%
6M
-3.30%
1Y
19.12%
3Y*
17.31%
5Y*
7.65%
10Y*
11.87%
*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.


PALDX vs. GWPAX - Expense Ratio Comparison

PALDX has a 0.03% expense ratio, which is lower than GWPAX's 0.73% expense ratio.


Return for Risk

PALDX vs. GWPAX — Risk / Return Rank

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

PALDX
PALDX Risk / Return Rank: 7373
Overall Rank
PALDX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PALDX Sortino Ratio Rank: 7171
Sortino Ratio Rank
PALDX Omega Ratio Rank: 7171
Omega Ratio Rank
PALDX Calmar Ratio Rank: 7373
Calmar Ratio Rank
PALDX Martin Ratio Rank: 8282
Martin Ratio Rank

GWPAX
GWPAX Risk / Return Rank: 6262
Overall Rank
GWPAX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GWPAX Sortino Ratio Rank: 6060
Sortino Ratio Rank
GWPAX Omega Ratio Rank: 5656
Omega Ratio Rank
GWPAX Calmar Ratio Rank: 6969
Calmar Ratio Rank
GWPAX Martin Ratio Rank: 6969
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.

PALDX vs. GWPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM 60/40 Allocation Fund (PALDX) and American Funds Growth Portfolio Class A (GWPAX). 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.


PALDXGWPAXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.05

+0.20

Sortino ratio

Return per unit of downside risk

1.86

1.60

+0.26

Omega ratio

Gain probability vs. loss probability

1.28

1.23

+0.05

Calmar ratio

Return relative to maximum drawdown

1.82

1.65

+0.17

Martin ratio

Return relative to average drawdown

8.67

6.68

+1.99

PALDX vs. GWPAX - Sharpe Ratio Comparison

The current PALDX Sharpe Ratio is 1.26, which is comparable to the GWPAX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of PALDX and GWPAX, 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


PALDXGWPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.05

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.42

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.68

+0.05

Correlation

The correlation between PALDX and GWPAX is 0.91, 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

PALDX vs. GWPAX - Dividend Comparison

PALDX's dividend yield for the trailing twelve months is around 5.52%, less than GWPAX's 6.09% yield.


TTM20252024202320222021202020192018201720162015
PALDX
PGIM 60/40 Allocation Fund
5.52%5.42%10.40%2.94%6.19%6.87%2.58%4.58%3.65%1.48%0.00%0.00%
GWPAX
American Funds Growth Portfolio Class A
6.09%5.75%5.83%1.61%9.94%3.42%3.42%5.77%6.19%3.39%4.36%4.84%

Drawdowns

PALDX vs. GWPAX - Drawdown Comparison

The maximum PALDX drawdown since its inception was -26.16%, smaller than the maximum GWPAX drawdown of -34.15%. Use the drawdown chart below to compare losses from any high point for PALDX and GWPAX.


Loading graphics...

Drawdown Indicators


PALDXGWPAXDifference

Max Drawdown

Largest peak-to-trough decline

-26.16%

-34.15%

+7.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.20%

-11.78%

+3.58%

Max Drawdown (5Y)

Largest decline over 5 years

-20.47%

-34.15%

+13.68%

Max Drawdown (10Y)

Largest decline over 10 years

-34.15%

Current Drawdown

Current decline from peak

-4.16%

-8.81%

+4.65%

Average Drawdown

Average peak-to-trough decline

-4.16%

-5.77%

+1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

2.91%

-1.19%

Volatility

PALDX vs. GWPAX - Volatility Comparison

The current volatility for PGIM 60/40 Allocation Fund (PALDX) is 3.74%, while American Funds Growth Portfolio Class A (GWPAX) has a volatility of 6.61%. This indicates that PALDX experiences smaller price fluctuations and is considered to be less risky than GWPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PALDXGWPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

6.61%

-2.87%

Volatility (6M)

Calculated over the trailing 6-month period

6.16%

11.28%

-5.12%

Volatility (1Y)

Calculated over the trailing 1-year period

11.65%

18.89%

-7.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.11%

18.17%

-6.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.76%

17.95%

-5.19%