PDPAX vs. PFADX

Last updated Apr 1, 2026

Compare and contrast key facts about Virtus Duff & Phelps Real Asset Fund (PDPAX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX).

PDPAX is managed by Virtus. It was launched on Nov 29, 2005. PFADX is managed by The Pacific Financial Group. It was launched on Dec 10, 2017.

Performance

PDPAX vs. PFADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Duff & Phelps Real Asset Fund (PDPAX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX). The values are adjusted to include any dividend payments, if applicable.

PDPAX vs. PFADX - 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%	0.34%
PFADX PFG BNY Mellon Diversifier Strategy Fund	0.82%	7.07%	2.13%	3.69%	-9.50%	3.85%	7.25%	8.16%	-5.20%	0.00%

Returns By Period

In the year-to-date period, PDPAX achieves a 7.17% return, which is significantly higher than PFADX's 0.82% 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%

PFADX

• 1D: 0.10%
• 1M: -3.44%
• YTD: 0.82%
• 6M: 2.15%
• 1Y: 6.58%
• 3Y*: 4.11%
• 5Y*: 1.44%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PDPAX vs. PFADX - Expense Ratio Comparison

PDPAX has a 0.81% expense ratio, which is lower than PFADX's 2.05% expense ratio.

PFADX

PFG BNY Mellon Diversifier Strategy Fund

PDPAX

Virtus Duff & Phelps Real Asset Fund

Return for Risk

PDPAX vs. PFADX — Risk / Return Rank

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

PDPAX

PDPAX Risk / Return Rank: 81
PDPAX Sharpe Ratio Rank: 81
PDPAX Sortino Ratio Rank: 80
PDPAX Omega Ratio Rank: 80
PDPAX Calmar Ratio Rank: 77
PDPAX Martin Ratio Rank: 88

PFADX

PFADX Risk / Return Rank: 67
PFADX Sharpe Ratio Rank: 74
PFADX Sortino Ratio Rank: 69
PFADX Omega Ratio Rank: 67
PFADX Calmar Ratio Rank: 67
PFADX Martin Ratio Rank: 59

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.

PDPAX vs. PFADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Real Asset Fund (PDPAX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX). 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	PFADX	Difference
Sharpe ratio Return per unit of total volatility	1.54	1.34	+0.20
Sortino ratio Return per unit of downside risk	2.05	1.75	+0.30
Omega ratio Gain probability vs. loss probability	1.32	1.26	+0.06
Calmar ratio Return relative to maximum drawdown	1.86	1.56	+0.30
Martin ratio Return relative to average drawdown	9.54	5.67	+3.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PDPAX vs. PFADX - Sharpe Ratio Comparison

The current PDPAX Sharpe Ratio is 1.54, which is comparable to the PFADX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of PDPAX and PFADX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PDPAX	PFADX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.54	1.34	+0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.25	+0.51
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.37	-0.05

Correlation

The correlation between PDPAX and PFADX is 0.65, 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. PFADX - Dividend Comparison

PDPAX's dividend yield for the trailing twelve months is around 1.66%, less than PFADX's 2.44% 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%
PFADX PFG BNY Mellon Diversifier Strategy Fund	2.44%	2.46%	2.89%	1.04%	5.33%	3.46%	0.08%	1.51%	0.91%	0.52%	0.00%	0.00%

Drawdowns

PDPAX vs. PFADX - Drawdown Comparison

The maximum PDPAX drawdown since its inception was -43.40%, which is greater than PFADX's maximum drawdown of -16.64%. Use the drawdown chart below to compare losses from any high point for PDPAX and PFADX.

Drawdown Indicators

	PDPAX	PFADX	Difference
Max Drawdown Largest peak-to-trough decline	-43.40%	-16.64%	-26.76%
Max Drawdown (1Y) Largest decline over 1 year	-10.17%	-4.21%	-5.96%
Max Drawdown (5Y) Largest decline over 5 years	-18.87%	-16.64%	-2.23%
Max Drawdown (10Y) Largest decline over 10 years	-32.24%	—	—
Current Drawdown Current decline from peak	-5.80%	-3.44%	-2.36%
Average Drawdown Average peak-to-trough decline	-7.67%	-5.38%	-2.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.98%	1.16%	+0.82%

Volatility

PDPAX vs. PFADX - Volatility Comparison

Virtus Duff & Phelps Real Asset Fund (PDPAX) has a higher volatility of 3.74% compared to PFG BNY Mellon Diversifier Strategy Fund (PFADX) at 1.81%. This indicates that PDPAX's price experiences larger fluctuations and is considered to be riskier than PFADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PDPAX	PFADX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.74%	1.81%	+1.93%
Volatility (6M) Calculated over the trailing 6-month period	7.24%	3.06%	+4.18%
Volatility (1Y) Calculated over the trailing 1-year period	12.34%	4.95%	+7.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.12%	5.85%	+7.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.85%	5.55%	+7.30%