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PDRDX vs. EQPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PDRDXEQPGX
YTD Return6.88%29.68%
1Y Return16.64%50.26%
3Y Return (Ann)-0.96%10.08%
5Y Return (Ann)3.74%20.28%
10Y Return (Ann)2.00%16.72%
Sharpe Ratio1.853.28
Sortino Ratio2.744.22
Omega Ratio1.341.58
Calmar Ratio0.763.61
Martin Ratio8.9318.44
Ulcer Index1.91%2.77%
Daily Std Dev9.25%15.56%
Max Drawdown-28.55%-61.96%
Current Drawdown-9.47%-1.00%

Correlation

-0.50.00.51.00.6

The correlation between PDRDX and EQPGX is 0.64, 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.

Performance

PDRDX vs. EQPGX - Performance Comparison

In the year-to-date period, PDRDX achieves a 6.88% return, which is significantly lower than EQPGX's 29.68% return. Over the past 10 years, PDRDX has underperformed EQPGX with an annualized return of 2.00%, while EQPGX has yielded a comparatively higher 16.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctober
7.33%
17.57%
PDRDX
EQPGX

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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.


PDRDX
Principal Diversified Real Asset Fund
Expense ratio chart for PDRDX: current value at 0.83% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.83%
Expense ratio chart for EQPGX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%

Risk-Adjusted Performance

PDRDX vs. EQPGX - Risk-Adjusted Performance 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.


PDRDX
Sharpe ratio
The chart of Sharpe ratio for PDRDX, currently valued at 1.85, compared to the broader market-2.000.002.004.001.85
Sortino ratio
The chart of Sortino ratio for PDRDX, currently valued at 2.74, compared to the broader market0.005.0010.002.74
Omega ratio
The chart of Omega ratio for PDRDX, currently valued at 1.34, compared to the broader market1.002.003.004.001.34
Calmar ratio
The chart of Calmar ratio for PDRDX, currently valued at 0.76, compared to the broader market0.005.0010.0015.0020.000.76
Martin ratio
The chart of Martin ratio for PDRDX, currently valued at 8.93, compared to the broader market0.0020.0040.0060.0080.008.93
EQPGX
Sharpe ratio
The chart of Sharpe ratio for EQPGX, currently valued at 3.28, compared to the broader market-2.000.002.004.003.28
Sortino ratio
The chart of Sortino ratio for EQPGX, currently valued at 4.22, compared to the broader market0.005.0010.004.22
Omega ratio
The chart of Omega ratio for EQPGX, currently valued at 1.58, compared to the broader market1.002.003.004.001.58
Calmar ratio
The chart of Calmar ratio for EQPGX, currently valued at 3.61, compared to the broader market0.005.0010.0015.0020.003.61
Martin ratio
The chart of Martin ratio for EQPGX, currently valued at 18.44, compared to the broader market0.0020.0040.0060.0080.0018.44

PDRDX vs. EQPGX - Sharpe Ratio Comparison

The current PDRDX Sharpe Ratio is 1.85, which is lower than the EQPGX Sharpe Ratio of 3.28. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctober
1.85
3.28
PDRDX
EQPGX

Dividends

PDRDX vs. EQPGX - Dividend Comparison

PDRDX's dividend yield for the trailing twelve months is around 2.45%, more than EQPGX's 0.37% yield.


TTM20232022202120202019201820172016201520142013
PDRDX
Principal Diversified Real Asset Fund
2.45%2.52%6.58%5.20%0.51%2.36%3.47%2.22%2.61%0.99%1.07%1.30%
EQPGX
Fidelity Advisor Equity Growth Fund Class I
0.37%0.48%1.96%11.42%10.84%8.56%6.43%11.57%5.90%4.41%0.00%0.00%

Drawdowns

PDRDX vs. EQPGX - Drawdown Comparison

The maximum PDRDX drawdown since its inception was -28.55%, smaller than the maximum EQPGX drawdown of -61.96%. Use the drawdown chart below to compare losses from any high point for PDRDX and EQPGX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctober
-9.47%
-1.00%
PDRDX
EQPGX

Volatility

PDRDX vs. EQPGX - Volatility Comparison

The current volatility for Principal Diversified Real Asset Fund (PDRDX) is 1.72%, while Fidelity Advisor Equity Growth Fund Class I (EQPGX) has a volatility of 3.09%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctober
1.72%
3.09%
PDRDX
EQPGX