PDPAX vs. GIMFX
Compare and contrast key facts about Virtus Duff & Phelps Real Asset Fund (PDPAX) and GMO Implementation Fund (GIMFX).
PDPAX is managed by Virtus. It was launched on Nov 29, 2005. GIMFX is managed by GMO. It was launched on Feb 29, 2012.
Performance
PDPAX vs. GIMFX - Performance Comparison
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PDPAX vs. GIMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDPAX Virtus Duff & Phelps Real Asset Fund | 7.17% | 15.90% | 9.45% | 4.73% | -2.66% | 21.15% | -3.18% | 16.84% | -9.35% | 8.15% |
GIMFX GMO Implementation Fund | 4.96% | 25.37% | 2.67% | 14.75% | -1.24% | 4.05% | -7.25% | 13.24% | -5.58% | 14.09% |
Returns By Period
In the year-to-date period, PDPAX achieves a 7.17% return, which is significantly higher than GIMFX's 4.96% return. Over the past 10 years, PDPAX has outperformed GIMFX with an annualized return of 7.22%, while GIMFX has yielded a comparatively lower 6.46% annualized return.
PDPAX
- 1D
- 0.18%
- 1M
- -5.75%
- YTD
- 7.17%
- 6M
- 8.32%
- 1Y
- 18.47%
- 3Y*
- 12.38%
- 5Y*
- 9.88%
- 10Y*
- 7.22%
GIMFX
- 1D
- 0.25%
- 1M
- -5.36%
- YTD
- 4.96%
- 6M
- 11.65%
- 1Y
- 25.30%
- 3Y*
- 14.62%
- 5Y*
- 8.53%
- 10Y*
- 6.46%
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PDPAX vs. GIMFX - Expense Ratio Comparison
PDPAX has a 0.81% expense ratio, which is higher than GIMFX's 0.02% expense ratio.
Return for Risk
PDPAX vs. GIMFX — Risk / Return Rank
PDPAX
GIMFX
PDPAX vs. GIMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Real Asset Fund (PDPAX) and GMO Implementation Fund (GIMFX). 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.
| PDPAX | GIMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 2.85 | -1.31 |
Sortino ratioReturn per unit of downside risk | 2.05 | 3.70 | -1.64 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.57 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 3.48 | -1.63 |
Martin ratioReturn relative to average drawdown | 9.54 | 13.93 | -4.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PDPAX | GIMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 2.85 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 1.01 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.73 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.64 | -0.32 |
Correlation
The correlation between PDPAX and GIMFX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PDPAX vs. GIMFX - Dividend Comparison
PDPAX's dividend yield for the trailing twelve months is around 1.66%, less than GIMFX's 4.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDPAX Virtus Duff & Phelps Real Asset Fund | 1.66% | 1.77% | 3.65% | 2.08% | 1.06% | 0.76% | 0.68% | 3.09% | 2.38% | 1.92% | 0.80% | 1.13% |
GIMFX GMO Implementation Fund | 4.07% | 4.28% | 3.39% | 5.93% | 3.59% | 3.28% | 2.25% | 3.99% | 4.59% | 2.95% | 1.98% | 0.00% |
Drawdowns
PDPAX vs. GIMFX - Drawdown Comparison
The maximum PDPAX drawdown since its inception was -43.40%, which is greater than GIMFX's maximum drawdown of -25.87%. Use the drawdown chart below to compare losses from any high point for PDPAX and GIMFX.
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Drawdown Indicators
| PDPAX | GIMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.40% | -25.87% | -17.53% |
Max Drawdown (1Y)Largest decline over 1 year | -10.17% | -6.79% | -3.38% |
Max Drawdown (5Y)Largest decline over 5 years | -18.87% | -14.02% | -4.85% |
Max Drawdown (10Y)Largest decline over 10 years | -32.24% | -25.87% | -6.37% |
Current DrawdownCurrent decline from peak | -5.80% | -5.36% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -7.67% | -4.33% | -3.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 1.75% | +0.23% |
Volatility
PDPAX vs. GIMFX - Volatility Comparison
Virtus Duff & Phelps Real Asset Fund (PDPAX) and GMO Implementation Fund (GIMFX) have volatilities of 3.74% and 3.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDPAX | GIMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 3.70% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 7.24% | 5.81% | +1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.34% | 8.81% | +3.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.12% | 8.46% | +4.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.85% | 8.93% | +3.92% |