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PDRDX vs. AAAZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDRDX vs. AAAZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Diversified Real Asset Fund (PDRDX) and DWS RREEF Real Assets Fund (AAAZX). The values are adjusted to include any dividend payments, if applicable.

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PDRDX vs. AAAZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDRDX
Principal Diversified Real Asset Fund
9.23%14.63%3.09%3.22%-6.19%17.30%3.97%15.02%-7.90%10.18%
AAAZX
DWS RREEF Real Assets Fund
8.70%13.14%5.49%2.64%-9.57%23.83%3.91%21.79%-5.05%14.97%

Returns By Period

In the year-to-date period, PDRDX achieves a 9.23% return, which is significantly higher than AAAZX's 8.70% return. Over the past 10 years, PDRDX has underperformed AAAZX with an annualized return of 6.54%, while AAAZX has yielded a comparatively higher 7.60% annualized return.


PDRDX

1D
0.23%
1M
-4.09%
YTD
9.23%
6M
11.95%
1Y
21.29%
3Y*
9.59%
5Y*
7.08%
10Y*
6.54%

AAAZX

1D
0.37%
1M
-4.35%
YTD
8.70%
6M
10.93%
1Y
17.10%
3Y*
10.11%
5Y*
7.05%
10Y*
7.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PDRDX vs. AAAZX - Expense Ratio Comparison

PDRDX has a 0.83% expense ratio, which is lower than AAAZX's 0.90% expense ratio.


Return for Risk

PDRDX vs. AAAZX — Risk / Return Rank

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

PDRDX
PDRDX Risk / Return Rank: 9191
Overall Rank
PDRDX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PDRDX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PDRDX Omega Ratio Rank: 8989
Omega Ratio Rank
PDRDX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PDRDX Martin Ratio Rank: 9595
Martin Ratio Rank

AAAZX
AAAZX Risk / Return Rank: 8282
Overall Rank
AAAZX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
AAAZX Sortino Ratio Rank: 8181
Sortino Ratio Rank
AAAZX Omega Ratio Rank: 8080
Omega Ratio Rank
AAAZX Calmar Ratio Rank: 7878
Calmar Ratio Rank
AAAZX Martin Ratio Rank: 8989
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.

PDRDX vs. AAAZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Diversified Real Asset Fund (PDRDX) and DWS RREEF Real Assets Fund (AAAZX). 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.


PDRDXAAAZXDifference

Sharpe ratio

Return per unit of total volatility

1.93

1.52

+0.41

Sortino ratio

Return per unit of downside risk

2.53

2.04

+0.50

Omega ratio

Gain probability vs. loss probability

1.39

1.31

+0.08

Calmar ratio

Return relative to maximum drawdown

2.35

1.83

+0.52

Martin ratio

Return relative to average drawdown

12.85

9.86

+2.99

PDRDX vs. AAAZX - Sharpe Ratio Comparison

The current PDRDX Sharpe Ratio is 1.93, which is comparable to the AAAZX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of PDRDX and AAAZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PDRDXAAAZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

1.52

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.58

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.60

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.39

+0.10

Correlation

The correlation between PDRDX and AAAZX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PDRDX vs. AAAZX - Dividend Comparison

PDRDX's dividend yield for the trailing twelve months is around 3.93%, more than AAAZX's 3.81% yield.


TTM20252024202320222021202020192018201720162015
PDRDX
Principal Diversified Real Asset Fund
3.93%4.19%2.43%2.52%12.88%6.56%0.52%2.36%3.47%2.21%2.61%0.99%
AAAZX
DWS RREEF Real Assets Fund
3.81%4.15%2.85%2.40%4.50%2.62%1.60%2.07%1.89%1.79%1.82%2.53%

Drawdowns

PDRDX vs. AAAZX - Drawdown Comparison

The maximum PDRDX drawdown since its inception was -28.55%, smaller than the maximum AAAZX drawdown of -40.45%. Use the drawdown chart below to compare losses from any high point for PDRDX and AAAZX.


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Drawdown Indicators


PDRDXAAAZXDifference

Max Drawdown

Largest peak-to-trough decline

-28.55%

-40.45%

+11.90%

Max Drawdown (1Y)

Largest decline over 1 year

-9.19%

-9.56%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-19.35%

-22.52%

+3.17%

Max Drawdown (10Y)

Largest decline over 10 years

-28.55%

-29.44%

+0.89%

Current Drawdown

Current decline from peak

-4.23%

-4.56%

+0.33%

Average Drawdown

Average peak-to-trough decline

-6.03%

-6.67%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

1.77%

-0.09%

Volatility

PDRDX vs. AAAZX - Volatility Comparison

Principal Diversified Real Asset Fund (PDRDX) has a higher volatility of 3.59% compared to DWS RREEF Real Assets Fund (AAAZX) at 3.10%. This indicates that PDRDX's price experiences larger fluctuations and is considered to be riskier than AAAZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDRDXAAAZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

3.10%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

7.26%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

11.33%

11.59%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.95%

12.19%

-1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.76%

12.68%

-1.92%