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PDRDX vs. EQPGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDRDX vs. EQPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Diversified Real Asset Fund (PDRDX) and Fidelity Advisor Equity Growth Fund Class I (EQPGX). The values are adjusted to include any dividend payments, if applicable.

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PDRDX vs. EQPGX - 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%
EQPGX
Fidelity Advisor Equity Growth Fund Class I
-9.32%14.60%29.99%35.60%-24.45%22.94%43.80%34.01%0.17%35.19%

Returns By Period

In the year-to-date period, PDRDX achieves a 9.23% return, which is significantly higher than EQPGX's -9.32% return. Over the past 10 years, PDRDX has underperformed EQPGX with an annualized return of 6.54%, while EQPGX has yielded a comparatively higher 16.55% 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%

EQPGX

1D
-0.82%
1M
-9.01%
YTD
-9.32%
6M
-8.58%
1Y
13.29%
3Y*
18.48%
5Y*
10.57%
10Y*
16.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PDRDX vs. EQPGX - Expense Ratio Comparison

PDRDX has a 0.83% expense ratio, which is higher than EQPGX's 0.71% expense ratio.


Return for Risk

PDRDX vs. EQPGX — 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

EQPGX
EQPGX Risk / Return Rank: 2727
Overall Rank
EQPGX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
EQPGX Sortino Ratio Rank: 2828
Sortino Ratio Rank
EQPGX Omega Ratio Rank: 2727
Omega Ratio Rank
EQPGX Calmar Ratio Rank: 2929
Calmar Ratio Rank
EQPGX Martin Ratio Rank: 2727
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. EQPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Diversified Real Asset Fund (PDRDX) and Fidelity Advisor Equity Growth Fund Class I (EQPGX). 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.


PDRDXEQPGXDifference

Sharpe ratio

Return per unit of total volatility

1.93

0.62

+1.31

Sortino ratio

Return per unit of downside risk

2.53

1.01

+1.52

Omega ratio

Gain probability vs. loss probability

1.39

1.14

+0.25

Calmar ratio

Return relative to maximum drawdown

2.35

0.82

+1.54

Martin ratio

Return relative to average drawdown

12.85

2.91

+9.94

PDRDX vs. EQPGX - Sharpe Ratio Comparison

The current PDRDX Sharpe Ratio is 1.93, which is higher than the EQPGX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of PDRDX and EQPGX, 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


PDRDXEQPGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

0.62

+1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.53

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.81

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.59

-0.10

Correlation

The correlation between PDRDX and EQPGX is 0.62, 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

PDRDX vs. EQPGX - Dividend Comparison

PDRDX's dividend yield for the trailing twelve months is around 3.93%, more than EQPGX's 0.58% 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%
EQPGX
Fidelity Advisor Equity Growth Fund Class I
0.58%0.52%10.64%0.48%1.96%11.42%10.84%8.56%6.43%11.57%5.90%2.21%

Drawdowns

PDRDX vs. EQPGX - Drawdown Comparison

The maximum PDRDX drawdown since its inception was -28.55%, smaller than the maximum EQPGX drawdown of -62.00%. Use the drawdown chart below to compare losses from any high point for PDRDX and EQPGX.


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Drawdown Indicators


PDRDXEQPGXDifference

Max Drawdown

Largest peak-to-trough decline

-28.55%

-62.00%

+33.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.19%

-12.80%

+3.61%

Max Drawdown (5Y)

Largest decline over 5 years

-19.35%

-29.81%

+10.46%

Max Drawdown (10Y)

Largest decline over 10 years

-28.55%

-31.11%

+2.56%

Current Drawdown

Current decline from peak

-4.23%

-12.57%

+8.34%

Average Drawdown

Average peak-to-trough decline

-6.03%

-13.80%

+7.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

3.59%

-1.91%

Volatility

PDRDX vs. EQPGX - Volatility Comparison

The current volatility for Principal Diversified Real Asset Fund (PDRDX) is 3.59%, while Fidelity Advisor Equity Growth Fund Class I (EQPGX) has a volatility of 6.23%. This indicates that PDRDX experiences smaller price fluctuations and is considered to be less risky than EQPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDRDXEQPGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

6.23%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

12.62%

-5.33%

Volatility (1Y)

Calculated over the trailing 1-year period

11.33%

21.46%

-10.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.95%

20.08%

-9.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.76%

20.45%

-9.69%