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PDRDX vs. HGLB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDRDX vs. HGLB - Performance Comparison

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

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PDRDX vs. HGLB - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PDRDX
Principal Diversified Real Asset Fund
9.23%14.63%3.09%3.22%-6.19%17.30%3.97%7.15%
HGLB
Highland Global Allocation Fund
-9.43%51.74%-1.52%-6.15%14.53%53.22%-17.98%-31.46%

Returns By Period

In the year-to-date period, PDRDX achieves a 9.23% return, which is significantly higher than HGLB's -9.43% 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%

HGLB

1D
2.55%
1M
-10.65%
YTD
-9.43%
6M
-6.44%
1Y
8.73%
3Y*
8.85%
5Y*
12.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PDRDX vs. HGLB - Expense Ratio Comparison

PDRDX has a 0.83% expense ratio, which is higher than HGLB's 0.02% expense ratio.


Return for Risk

PDRDX vs. HGLB — 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

HGLB
HGLB Risk / Return Rank: 1313
Overall Rank
HGLB Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
HGLB Sortino Ratio Rank: 1313
Sortino Ratio Rank
HGLB Omega Ratio Rank: 1414
Omega Ratio Rank
HGLB Calmar Ratio Rank: 1313
Calmar Ratio Rank
HGLB Martin Ratio Rank: 1212
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. HGLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Diversified Real Asset Fund (PDRDX) and Highland Global Allocation Fund (HGLB). 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.


PDRDXHGLBDifference

Sharpe ratio

Return per unit of total volatility

1.93

0.35

+1.58

Sortino ratio

Return per unit of downside risk

2.53

0.65

+1.88

Omega ratio

Gain probability vs. loss probability

1.39

1.09

+0.30

Calmar ratio

Return relative to maximum drawdown

2.35

0.37

+1.98

Martin ratio

Return relative to average drawdown

12.85

0.98

+11.87

PDRDX vs. HGLB - Sharpe Ratio Comparison

The current PDRDX Sharpe Ratio is 1.93, which is higher than the HGLB Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of PDRDX and HGLB, 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


PDRDXHGLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

0.35

+1.58

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

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.12

+0.38

Correlation

The correlation between PDRDX and HGLB is 0.40, 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. HGLB - Dividend Comparison

PDRDX's dividend yield for the trailing twelve months is around 3.93%, less than HGLB's 13.04% 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%
HGLB
Highland Global Allocation Fund
13.04%11.57%14.27%12.82%10.32%9.39%15.44%11.35%0.00%0.00%0.00%0.00%

Drawdowns

PDRDX vs. HGLB - Drawdown Comparison

The maximum PDRDX drawdown since its inception was -28.55%, smaller than the maximum HGLB drawdown of -70.40%. Use the drawdown chart below to compare losses from any high point for PDRDX and HGLB.


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Drawdown Indicators


PDRDXHGLBDifference

Max Drawdown

Largest peak-to-trough decline

-28.55%

-70.40%

+41.85%

Max Drawdown (1Y)

Largest decline over 1 year

-9.19%

-23.34%

+14.15%

Max Drawdown (5Y)

Largest decline over 5 years

-19.35%

-29.88%

+10.53%

Max Drawdown (10Y)

Largest decline over 10 years

-28.55%

Current Drawdown

Current decline from peak

-4.23%

-19.42%

+15.19%

Average Drawdown

Average peak-to-trough decline

-6.03%

-18.21%

+12.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

8.77%

-7.09%

Volatility

PDRDX vs. HGLB - Volatility Comparison

The current volatility for Principal Diversified Real Asset Fund (PDRDX) is 3.59%, while Highland Global Allocation Fund (HGLB) has a volatility of 8.17%. This indicates that PDRDX experiences smaller price fluctuations and is considered to be less risky than HGLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDRDXHGLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

8.17%

-4.58%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

18.33%

-11.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.33%

25.33%

-14.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.95%

22.36%

-11.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.76%

27.93%

-17.17%