PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PDDDX vs. FUTU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PDDDX and FUTU is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

PDDDX vs. FUTU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prudential Day One 2020 Fund (PDDDX) and Futu Holdings Limited (FUTU). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%SeptemberOctoberNovemberDecember2025February
-5.58%
92.95%
PDDDX
FUTU

Key characteristics

Sharpe Ratio

PDDDX:

0.17

FUTU:

2.17

Sortino Ratio

PDDDX:

0.24

FUTU:

2.74

Omega Ratio

PDDDX:

1.05

FUTU:

1.35

Calmar Ratio

PDDDX:

0.12

FUTU:

1.95

Martin Ratio

PDDDX:

0.44

FUTU:

6.60

Ulcer Index

PDDDX:

3.42%

FUTU:

21.83%

Daily Std Dev

PDDDX:

8.86%

FUTU:

66.39%

Max Drawdown

PDDDX:

-19.25%

FUTU:

-87.23%

Current Drawdown

PDDDX:

-10.10%

FUTU:

-36.44%

Returns By Period

In the year-to-date period, PDDDX achieves a 2.45% return, which is significantly lower than FUTU's 51.77% return.


PDDDX

YTD

2.45%

1M

1.01%

6M

-5.58%

1Y

0.91%

5Y*

0.98%

10Y*

N/A

FUTU

YTD

51.77%

1M

36.01%

6M

92.94%

1Y

140.49%

5Y*

57.14%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PDDDX vs. FUTU — Risk-Adjusted Performance Rank

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

PDDDX
The Risk-Adjusted Performance Rank of PDDDX is 1111
Overall Rank
The Sharpe Ratio Rank of PDDDX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of PDDDX is 99
Sortino Ratio Rank
The Omega Ratio Rank of PDDDX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of PDDDX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of PDDDX is 1111
Martin Ratio Rank

FUTU
The Risk-Adjusted Performance Rank of FUTU is 8989
Overall Rank
The Sharpe Ratio Rank of FUTU is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of FUTU is 8989
Sortino Ratio Rank
The Omega Ratio Rank of FUTU is 8787
Omega Ratio Rank
The Calmar Ratio Rank of FUTU is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FUTU is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PDDDX vs. FUTU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prudential Day One 2020 Fund (PDDDX) and Futu Holdings Limited (FUTU). 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.


Sharpe ratio
The chart of Sharpe ratio for PDDDX, currently valued at 0.17, compared to the broader market-1.000.001.002.003.004.000.172.17
The chart of Sortino ratio for PDDDX, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.0012.000.242.74
The chart of Omega ratio for PDDDX, currently valued at 1.05, compared to the broader market1.002.003.004.001.051.35
The chart of Calmar ratio for PDDDX, currently valued at 0.12, compared to the broader market0.005.0010.0015.0020.000.121.95
The chart of Martin ratio for PDDDX, currently valued at 0.44, compared to the broader market0.0020.0040.0060.0080.000.446.60
PDDDX
FUTU

The current PDDDX Sharpe Ratio is 0.17, which is lower than the FUTU Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of PDDDX and FUTU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.17
2.17
PDDDX
FUTU

Dividends

PDDDX vs. FUTU - Dividend Comparison

PDDDX's dividend yield for the trailing twelve months is around 3.82%, while FUTU has not paid dividends to shareholders.


TTM20242023202220212020201920182017
PDDDX
Prudential Day One 2020 Fund
3.82%3.91%2.87%4.31%6.04%0.96%1.88%2.02%0.79%
FUTU
Futu Holdings Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PDDDX vs. FUTU - Drawdown Comparison

The maximum PDDDX drawdown since its inception was -19.25%, smaller than the maximum FUTU drawdown of -87.23%. Use the drawdown chart below to compare losses from any high point for PDDDX and FUTU. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.10%
-36.44%
PDDDX
FUTU

Volatility

PDDDX vs. FUTU - Volatility Comparison

The current volatility for Prudential Day One 2020 Fund (PDDDX) is 1.41%, while Futu Holdings Limited (FUTU) has a volatility of 18.59%. This indicates that PDDDX experiences smaller price fluctuations and is considered to be less risky than FUTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February
1.41%
18.59%
PDDDX
FUTU
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab