PortfoliosLab logoPortfoliosLab logo
PDRDX vs. SMMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PDRDX vs. SMMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Diversified Real Asset Fund (PDRDX) and iShares Russell 2500 ETF (SMMD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PDRDX achieves a 11.44% return, which is significantly lower than SMMD's 20.07% return.


PDRDX

1D
0.74%
1M
-2.51%
YTD
11.44%
6M
12.28%
1Y
19.27%
3Y*
10.82%
5Y*
5.81%
10Y*
6.35%

SMMD

1D
0.98%
1M
3.73%
YTD
20.07%
6M
17.82%
1Y
38.70%
3Y*
17.74%
5Y*
7.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDRDX vs. SMMD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDRDX
Principal Diversified Real Asset Fund
11.44%14.63%3.09%3.22%-6.19%17.30%3.97%15.02%-7.90%6.25%
SMMD
iShares Russell 2500 ETF
20.07%11.72%11.87%17.71%-18.53%18.30%19.98%28.01%-10.58%11.27%

Correlation

The correlation between PDRDX and SMMD is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2017

0.70

The correlation between PDRDX and SMMD shifts across timeframes, from 0.56 (1 year) to 0.71 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PDRDX vs. SMMD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PDRDX
PDRDX Risk / Return Rank: 7979
Overall Rank
PDRDX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PDRDX Sortino Ratio Rank: 7373
Sortino Ratio Rank
PDRDX Omega Ratio Rank: 7474
Omega Ratio Rank
PDRDX Calmar Ratio Rank: 8484
Calmar Ratio Rank
PDRDX Martin Ratio Rank: 8787
Martin Ratio Rank

SMMD
SMMD Risk / Return Rank: 7575
Overall Rank
SMMD Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SMMD Sortino Ratio Rank: 7474
Sortino Ratio Rank
SMMD Omega Ratio Rank: 6666
Omega Ratio Rank
SMMD Calmar Ratio Rank: 8181
Calmar Ratio Rank
SMMD Martin Ratio Rank: 8282
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. SMMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Diversified Real Asset Fund (PDRDX) and iShares Russell 2500 ETF (SMMD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PDRDXSMMDDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.39

1.35

+0.04

Calmar ratioReturn relative to maximum drawdown

3.38

3.78

-0.40

Martin ratioReturn relative to average drawdown

13.83

14.33

-0.51

PDRDX vs. SMMD - Sharpe Ratio Comparison

The current PDRDX Sharpe Ratio is 2.13, which is comparable to the SMMD Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of PDRDX and SMMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PDRDX vs. SMMD - Drawdown Comparison

The maximum PDRDX drawdown since its inception was -28.55%, smaller than the maximum SMMD drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for PDRDX and SMMD.


Loading charts...

Drawdown Indicators


PDRDXSMMDDifference

Max Drawdown

Largest peak-to-trough decline

-28.55%

-41.06%

+12.51%

Max Drawdown (1Y)

Largest decline over 1 year

-5.88%

-9.66%

+3.78%

Max Drawdown (3Y)

Largest decline over 3 years

-10.94%

-25.50%

+14.56%

Max Drawdown (5Y)

Largest decline over 5 years

-19.35%

-28.26%

+8.91%

Max Drawdown (10Y)

Largest decline over 10 years

-28.55%

Current Drawdown

Current decline from peak

-2.93%

0.00%

-2.93%

Average Drawdown

Average peak-to-trough decline

-5.97%

-8.35%

+2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

2.55%

-1.12%

Volatility

PDRDX vs. SMMD - Volatility Comparison

The current volatility for Principal Diversified Real Asset Fund (PDRDX) is 2.94%, while iShares Russell 2500 ETF (SMMD) has a volatility of 6.26%. This indicates that PDRDX experiences smaller price fluctuations and is considered to be less risky than SMMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PDRDXSMMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

6.26%

-3.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.83%

13.30%

-5.47%

Volatility (1Y)

Calculated over the trailing 1-year period

9.31%

17.74%

-8.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.02%

20.91%

-9.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.81%

22.38%

-11.57%

PDRDX vs. SMMD - Expense Ratio Comparison

PDRDX has a 0.83% expense ratio, which is higher than SMMD's 0.15% expense ratio.


Dividends

PDRDX vs. SMMD - Dividend Comparison

PDRDX's dividend yield for the trailing twelve months is around 3.85%, more than SMMD's 1.04% yield.


PositionTTM20252024202320222021202020192018201720162015
PDRDX
Principal Diversified Real Asset Fund
3.85%4.19%2.43%2.52%12.88%6.56%0.52%2.36%3.47%2.21%2.61%0.99%
SMMD
iShares Russell 2500 ETF
1.04%1.28%1.27%1.44%1.79%1.12%1.31%1.50%2.45%0.68%0.00%0.00%

Frequently Asked Questions


PDRDX and SMMD have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMMD has higher volatility (6.26%) compared to PDRDX (2.94%). In terms of maximum drawdown, PDRDX dropped -28.55% vs SMMD's -41.06%.

PDRDX currently has the higher Sharpe Ratio (2.13 vs 2.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PDRDX and SMMD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer