PDRDX vs. DMO
Compare and contrast key facts about Principal Diversified Real Asset Fund (PDRDX) and Dimensional Multi-Asset Fund (DMO).
PDRDX is managed by Principal. It was launched on Mar 15, 2010. DMO is managed by Dimensional Fund Advisors. It was launched on Dec 11, 2009.
Performance
PDRDX vs. DMO - Performance Comparison
Loading graphics...
PDRDX vs. DMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DMO Dimensional Multi-Asset Fund | 0.42% | 6.95% | 20.24% | 16.79% | -21.64% | 17.12% | -22.32% | 9.10% | -2.04% | 23.46% |
Returns By Period
In the year-to-date period, PDRDX achieves a 9.23% return, which is significantly higher than DMO's 0.42% return. Over the past 10 years, PDRDX has outperformed DMO with an annualized return of 6.54%, while DMO has yielded a comparatively lower 4.48% 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%
DMO
- 1D
- 2.28%
- 1M
- -4.15%
- YTD
- 0.42%
- 6M
- -2.10%
- 1Y
- 3.74%
- 3Y*
- 14.79%
- 5Y*
- 5.49%
- 10Y*
- 4.48%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PDRDX vs. DMO - Expense Ratio Comparison
PDRDX has a 0.83% expense ratio, which is higher than DMO's 0.04% expense ratio.
Return for Risk
PDRDX vs. DMO — Risk / Return Rank
PDRDX
DMO
PDRDX vs. DMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Diversified Real Asset Fund (PDRDX) and Dimensional Multi-Asset Fund (DMO). 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.
| PDRDX | DMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 0.31 | +1.62 |
Sortino ratioReturn per unit of downside risk | 2.53 | 0.49 | +2.04 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.07 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 2.35 | 0.48 | +1.87 |
Martin ratioReturn relative to average drawdown | 12.85 | 1.23 | +11.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PDRDX | DMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 0.31 | +1.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.43 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.22 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.48 | +0.01 |
Correlation
The correlation between PDRDX and DMO is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PDRDX vs. DMO - Dividend Comparison
PDRDX's dividend yield for the trailing twelve months is around 3.93%, less than DMO's 14.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DMO Dimensional Multi-Asset Fund | 14.14% | 14.01% | 12.92% | 11.46% | 11.51% | 8.88% | 10.95% | 9.63% | 18.93% | 13.30% | 13.19% | 14.09% |
Drawdowns
PDRDX vs. DMO - Drawdown Comparison
The maximum PDRDX drawdown since its inception was -28.55%, smaller than the maximum DMO drawdown of -49.16%. Use the drawdown chart below to compare losses from any high point for PDRDX and DMO.
Loading graphics...
Drawdown Indicators
| PDRDX | DMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.55% | -49.16% | +20.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.19% | -8.37% | -0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -19.35% | -29.04% | +9.69% |
Max Drawdown (10Y)Largest decline over 10 years | -28.55% | -49.16% | +20.61% |
Current DrawdownCurrent decline from peak | -4.23% | -5.65% | +1.42% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -9.68% | +3.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 3.25% | -1.57% |
Volatility
PDRDX vs. DMO - Volatility Comparison
The current volatility for Principal Diversified Real Asset Fund (PDRDX) is 3.59%, while Dimensional Multi-Asset Fund (DMO) has a volatility of 5.78%. This indicates that PDRDX experiences smaller price fluctuations and is considered to be less risky than DMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PDRDX | DMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 5.78% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 7.29% | 8.67% | -1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.33% | 12.19% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.95% | 12.88% | -1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.76% | 19.98% | -9.22% |