PDDDX vs. FUTU

In the year-to-date period, PDDDX achieves a 3.06% return, which is significantly lower than FUTU's 27.43% return.

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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.

The current PDDDX Sharpe Ratio is -0.02, which is lower than the FUTU Sharpe Ratio of 0.56. 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.

PDDDX's dividend yield for the trailing twelve months is around 11.47%, more than FUTU's 1.96% yield.

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.

The current volatility for Prudential Day One 2020 Fund (PDDDX) is 1.59%, while Futu Holdings Limited (FUTU) has a volatility of 14.27%. 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.