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PALDX vs. SCD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PALDX vs. SCD - Performance Comparison

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

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Returns By Period

In the year-to-date period, PALDX achieves a 6.54% return, which is significantly lower than SCD's 10.42% return.


PALDX

1D
1.22%
1M
-0.33%
6M
4.97%
YTD
6.54%
1Y
15.23%
3Y*
14.79%
5Y*
8.53%
10Y*
ALL TIME*
9.89%

SCD

1D
0.13%
1M
0.14%
6M
4.08%
YTD
10.42%
1Y
13.32%
3Y*
17.78%
5Y*
12.64%
10Y*
12.42%
ALL TIME*
10.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$1.35M$1.70M$1.12M

PALDX vs. SCD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PALDX
PGIM 60/40 Allocation Fund
6.54%13.62%18.96%18.90%-15.65%16.30%10.68%22.27%-4.12%5.95%
SCD
LMP Capital and Income Fund Inc.
10.42%-3.80%33.95%28.09%-10.04%46.29%-14.89%59.16%-15.56%1.56%

Correlation

The correlation between PALDX and SCD is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.56

Correlation (3Y)
Balances recent behavior with more history.

0.52

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.64

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2017

0.61

The correlation between PALDX and SCD shifts across timeframes, from 0.52 (3 years) to 0.64 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PALDX vs. SCD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PALDX
PALDX Risk / Return Rank: 7676
Overall Rank
PALDX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PALDX Sortino Ratio Rank: 7272
Sortino Ratio Rank
PALDX Omega Ratio Rank: 7272
Omega Ratio Rank
PALDX Calmar Ratio Rank: 7575
Calmar Ratio Rank
PALDX Martin Ratio Rank: 8686
Martin Ratio Rank

SCD
SCD Risk / Return Rank: 2828
Overall Rank
SCD Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SCD Sortino Ratio Rank: 3030
Sortino Ratio Rank
SCD Omega Ratio Rank: 2929
Omega Ratio Rank
SCD Calmar Ratio Rank: 2525
Calmar Ratio Rank
SCD Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PALDX vs. SCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM 60/40 Allocation Fund (PALDX) and LMP Capital and Income Fund Inc. (SCD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PALDXSCDDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.94

Omega ratioGain probability vs. loss probability

1.31

1.18

+0.12

Calmar ratioReturn relative to maximum drawdown

2.42

1.18

+1.25

Martin ratioReturn relative to average drawdown

10.80

3.31

+7.49

PALDX vs. SCD - Sharpe Ratio Comparison

The current PALDX Sharpe Ratio is 1.68, which is higher than the SCD Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of PALDX and SCD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PALDX vs. SCD - Drawdown Comparison

The maximum PALDX drawdown since its inception was -26.16%, smaller than the maximum SCD drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for PALDX and SCD.


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Drawdown Indicators


PALDXSCDDifference

Max Drawdown

Largest peak-to-trough decline

-26.16%

-62.40%

+36.24%

Max Drawdown (1Y)

Largest decline over 1 year

-5.96%

-10.36%

+4.40%

Max Drawdown (3Y)

Largest decline over 3 years

-16.06%

-21.81%

+5.75%

Max Drawdown (5Y)

Largest decline over 5 years

-20.47%

-23.41%

+2.94%

Max Drawdown (10Y)

Largest decline over 10 years

-60.76%

Current Drawdown

Current decline from peak

-1.25%

-0.63%

-0.62%

Average Drawdown

Average peak-to-trough decline

-4.03%

-9.99%

+5.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

3.67%

-2.33%

Volatility

PALDX vs. SCD - Volatility Comparison

The current volatility for PGIM 60/40 Allocation Fund (PALDX) is 2.39%, while LMP Capital and Income Fund Inc. (SCD) has a volatility of 2.85%. This indicates that PALDX experiences smaller price fluctuations and is considered to be less risky than SCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PALDXSCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.39%

2.85%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

6.95%

8.60%

-1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

8.59%

11.75%

-3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.20%

19.63%

-7.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.65%

23.31%

-10.66%

Dividends

PALDX vs. SCD - Dividend Comparison

PALDX's dividend yield for the trailing twelve months is around 5.09%, less than SCD's 9.30% yield.


PositionTTM20252024202320222021202020192018201720162015
PALDX
PGIM 60/40 Allocation Fund
5.09%5.42%10.40%2.94%6.19%6.87%2.58%4.58%3.65%1.48%0.00%0.00%
SCD
LMP Capital and Income Fund Inc.
9.30%9.55%7.88%8.56%12.96%10.26%10.21%7.98%11.61%8.89%9.33%9.05%

Frequently Asked Questions


PALDX and SCD have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCD has higher volatility (2.85%) compared to PALDX (2.39%). In terms of maximum drawdown, PALDX dropped -26.16% vs SCD's -62.40%.

PALDX currently has the higher Sharpe Ratio (1.68 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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