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PDDDX vs. FUTU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, PDDDX achieves a 5.19% return, which is significantly higher than FUTU's -38.14% return.


PDDDX

1D
0.46%
1M
0.18%
YTD
5.19%
6M
5.09%
1Y
11.69%
3Y*
11.90%
5Y*
10.89%
10Y*

FUTU

1D
3.45%
1M
11.37%
YTD
-38.14%
6M
-38.62%
1Y
-11.14%
3Y*
38.67%
5Y*
-9.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDDDX vs. FUTU - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PDDDX
Prudential Day One 2020 Fund
5.19%10.40%15.97%9.52%-12.63%36.80%8.13%9.35%
FUTU
Futu Holdings Limited
-38.14%105.29%49.87%34.39%-6.12%-5.36%343.31%-30.08%

Correlation

The correlation between PDDDX and FUTU is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2019

0.34

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Return for Risk

PDDDX vs. FUTU — Risk / Return Rank

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

PDDDX
PDDDX Risk / Return Rank: 7171
Overall Rank
PDDDX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
PDDDX Sortino Ratio Rank: 7272
Sortino Ratio Rank
PDDDX Omega Ratio Rank: 7272
Omega Ratio Rank
PDDDX Calmar Ratio Rank: 6666
Calmar Ratio Rank
PDDDX Martin Ratio Rank: 7878
Martin Ratio Rank

FUTU
FUTU Risk / Return Rank: 3535
Overall Rank
FUTU Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FUTU Sortino Ratio Rank: 3535
Sortino Ratio Rank
FUTU Omega Ratio Rank: 3636
Omega Ratio Rank
FUTU Calmar Ratio Rank: 3535
Calmar Ratio Rank
FUTU Martin Ratio Rank: 3333
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.

PDDDX vs. FUTU - Risk-Adjusted Trends 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.

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.


PDDDXFUTUDifference
Sharpe ratioReturn per unit of total volatility

+2.42

Sortino ratioReturn per unit of downside risk

+3.04

Omega ratioGain probability vs. loss probability

1.43

1.03

+0.41

Calmar ratioReturn relative to maximum drawdown

2.98

-0.21

+3.19

Martin ratioReturn relative to average drawdown

13.61

-0.51

+14.13

PDDDX vs. FUTU - Sharpe Ratio Comparison

The current PDDDX Sharpe Ratio is 2.24, which is higher than the FUTU Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of PDDDX and FUTU, 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

PDDDX vs. FUTU - Drawdown Comparison

The maximum PDDDX drawdown since its inception was -18.88%, 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.


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Drawdown Indicators


PDDDXFUTUDifference

Max Drawdown

Largest peak-to-trough decline

-18.88%

-87.23%

+68.35%

Max Drawdown (1Y)

Largest decline over 1 year

-3.90%

-54.18%

+50.28%

Max Drawdown (3Y)

Largest decline over 3 years

-6.09%

-54.18%

+48.09%

Max Drawdown (5Y)

Largest decline over 5 years

-16.64%

-86.42%

+69.78%

Current Drawdown

Current decline from peak

-0.54%

-48.97%

+48.43%

Average Drawdown

Average peak-to-trough decline

-2.99%

-47.54%

+44.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

21.77%

-20.92%

Volatility

PDDDX vs. FUTU - Volatility Comparison

The current volatility for Prudential Day One 2020 Fund (PDDDX) is 2.07%, while Futu Holdings Limited (FUTU) has a volatility of 39.41%. 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.


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Volatility by Period


PDDDXFUTUDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

39.41%

-37.34%

Volatility (6M)

Calculated over the trailing 6-month period

4.26%

51.06%

-46.80%

Volatility (1Y)

Calculated over the trailing 1-year period

5.18%

62.17%

-56.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.76%

72.62%

-58.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.36%

75.09%

-63.73%

Dividends

PDDDX vs. FUTU - Dividend Comparison

PDDDX's dividend yield for the trailing twelve months is around 3.85%, more than FUTU's 2.60% yield.


PositionTTM202520242023202220212020201920182017
FUTU
Futu Holdings Limited
2.60%0.00%2.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PDDDX
Prudential Day One 2020 Fund
3.85%4.05%19.73%3.22%8.41%28.05%1.91%3.76%3.05%0.86%

Frequently Asked Questions


PDDDX and FUTU have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FUTU has higher volatility (39.41%) compared to PDDDX (2.07%). In terms of maximum drawdown, PDDDX dropped -18.88% vs FUTU's -87.23%.

PDDDX currently has the higher Sharpe Ratio (2.24 vs -0.18), 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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