PDRDX vs. GIMFX
Compare and contrast key facts about Principal Diversified Real Asset Fund (PDRDX) and GMO Implementation Fund (GIMFX).
PDRDX is managed by Principal. It was launched on Mar 15, 2010. GIMFX is managed by GMO. It was launched on Feb 29, 2012.
Performance
PDRDX vs. GIMFX - Performance Comparison
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PDRDX vs. GIMFX - 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% |
GIMFX GMO Implementation Fund | 4.96% | 25.37% | 2.67% | 14.75% | -1.24% | 4.05% | -7.25% | 13.24% | -5.58% | 14.09% |
Returns By Period
In the year-to-date period, PDRDX achieves a 9.23% return, which is significantly higher than GIMFX's 4.96% return. Both investments have delivered pretty close results over the past 10 years, with PDRDX having a 6.54% annualized return and GIMFX not far behind at 6.46%.
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%
GIMFX
- 1D
- 0.25%
- 1M
- -5.36%
- YTD
- 4.96%
- 6M
- 11.65%
- 1Y
- 25.30%
- 3Y*
- 14.62%
- 5Y*
- 8.53%
- 10Y*
- 6.46%
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PDRDX vs. GIMFX - Expense Ratio Comparison
PDRDX has a 0.83% expense ratio, which is higher than GIMFX's 0.02% expense ratio.
Return for Risk
PDRDX vs. GIMFX — Risk / Return Rank
PDRDX
GIMFX
PDRDX vs. GIMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Diversified Real Asset Fund (PDRDX) and GMO Implementation Fund (GIMFX). 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 | GIMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 2.85 | -0.92 |
Sortino ratioReturn per unit of downside risk | 2.53 | 3.70 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.57 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.35 | 3.48 | -1.13 |
Martin ratioReturn relative to average drawdown | 12.85 | 13.93 | -1.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PDRDX | GIMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 2.85 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 1.01 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.73 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.64 | -0.15 |
Correlation
The correlation between PDRDX and GIMFX is 0.70, 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. GIMFX - Dividend Comparison
PDRDX's dividend yield for the trailing twelve months is around 3.93%, less than GIMFX's 4.07% 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% |
GIMFX GMO Implementation Fund | 4.07% | 4.28% | 3.39% | 5.93% | 3.59% | 3.28% | 2.25% | 3.99% | 4.59% | 2.95% | 1.98% | 0.00% |
Drawdowns
PDRDX vs. GIMFX - Drawdown Comparison
The maximum PDRDX drawdown since its inception was -28.55%, which is greater than GIMFX's maximum drawdown of -25.87%. Use the drawdown chart below to compare losses from any high point for PDRDX and GIMFX.
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Drawdown Indicators
| PDRDX | GIMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.55% | -25.87% | -2.68% |
Max Drawdown (1Y)Largest decline over 1 year | -9.19% | -6.79% | -2.40% |
Max Drawdown (5Y)Largest decline over 5 years | -19.35% | -14.02% | -5.33% |
Max Drawdown (10Y)Largest decline over 10 years | -28.55% | -25.87% | -2.68% |
Current DrawdownCurrent decline from peak | -4.23% | -5.36% | +1.13% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -4.33% | -1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 1.75% | -0.07% |
Volatility
PDRDX vs. GIMFX - Volatility Comparison
Principal Diversified Real Asset Fund (PDRDX) and GMO Implementation Fund (GIMFX) have volatilities of 3.59% and 3.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDRDX | GIMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 3.70% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.29% | 5.81% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.33% | 8.81% | +2.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.95% | 8.46% | +2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.76% | 8.93% | +1.83% |