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

Performance

PALDX vs. MAPOX - Performance Comparison

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

Loading graphics...

PALDX vs. MAPOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MAPOX
Mairs & Power Balanced Fund
-3.20%6.61%9.60%13.39%-14.99%14.97%10.49%20.33%-2.77%5.09%

Returns By Period

In the year-to-date period, PALDX achieves a -3.62% return, which is significantly lower than MAPOX's -3.20% return.


PALDX

1D
-0.22%
1M
-5.44%
YTD
-3.62%
6M
-1.03%
1Y
12.43%
3Y*
13.72%
5Y*
7.99%
10Y*

MAPOX

1D
0.17%
1M
-6.62%
YTD
-3.20%
6M
-3.07%
1Y
3.16%
3Y*
7.65%
5Y*
3.62%
10Y*
6.76%
*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. MAPOX - Expense Ratio Comparison

PALDX has a 0.03% expense ratio, which is lower than MAPOX's 0.69% expense ratio.


Return for Risk

PALDX vs. MAPOX — Risk / Return Rank

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

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

MAPOX
MAPOX Risk / Return Rank: 1414
Overall Rank
MAPOX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MAPOX Sortino Ratio Rank: 1313
Sortino Ratio Rank
MAPOX Omega Ratio Rank: 1313
Omega Ratio Rank
MAPOX Calmar Ratio Rank: 1414
Calmar Ratio Rank
MAPOX Martin Ratio Rank: 1515
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. MAPOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM 60/40 Allocation Fund (PALDX) and Mairs & Power Balanced Fund (MAPOX). 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.


PALDXMAPOXDifference

Sharpe ratio

Return per unit of total volatility

1.12

0.37

+0.74

Sortino ratio

Return per unit of downside risk

1.65

0.59

+1.06

Omega ratio

Gain probability vs. loss probability

1.25

1.08

+0.17

Calmar ratio

Return relative to maximum drawdown

1.42

0.39

+1.03

Martin ratio

Return relative to average drawdown

6.83

1.41

+5.43

PALDX vs. MAPOX - Sharpe Ratio Comparison

The current PALDX Sharpe Ratio is 1.12, which is higher than the MAPOX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of PALDX and MAPOX, 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


PALDXMAPOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.37

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.35

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.02

+0.69

Correlation

The correlation between PALDX and MAPOX is 0.87, 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. MAPOX - Dividend Comparison

PALDX's dividend yield for the trailing twelve months is around 5.62%, more than MAPOX's 3.12% yield.


TTM20252024202320222021202020192018201720162015
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%
MAPOX
Mairs & Power Balanced Fund
3.12%2.90%2.01%3.64%6.96%3.48%4.37%4.58%5.30%3.80%2.96%4.23%

Drawdowns

PALDX vs. MAPOX - Drawdown Comparison

The maximum PALDX drawdown since its inception was -26.16%, smaller than the maximum MAPOX drawdown of -69.72%. Use the drawdown chart below to compare losses from any high point for PALDX and MAPOX.


Loading graphics...

Drawdown Indicators


PALDXMAPOXDifference

Max Drawdown

Largest peak-to-trough decline

-26.16%

-69.72%

+43.56%

Max Drawdown (1Y)

Largest decline over 1 year

-8.20%

-7.27%

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-20.47%

-21.48%

+1.01%

Max Drawdown (10Y)

Largest decline over 10 years

-24.80%

Current Drawdown

Current decline from peak

-5.96%

-6.62%

+0.66%

Average Drawdown

Average peak-to-trough decline

-4.16%

-21.25%

+17.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

2.00%

-0.30%

Volatility

PALDX vs. MAPOX - Volatility Comparison

PGIM 60/40 Allocation Fund (PALDX) has a higher volatility of 3.05% compared to Mairs & Power Balanced Fund (MAPOX) at 2.80%. This indicates that PALDX's price experiences larger fluctuations and is considered to be riskier than MAPOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PALDXMAPOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

2.80%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

5.86%

5.64%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

10.15%

+1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.08%

10.42%

+1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.75%

11.11%

+1.64%