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

Key characteristics


PDRDXVOO
YTD Return6.88%23.27%
1Y Return16.64%40.74%
3Y Return (Ann)-0.96%9.79%
5Y Return (Ann)3.74%15.52%
10Y Return (Ann)2.00%13.22%
Sharpe Ratio1.853.45
Sortino Ratio2.744.57
Omega Ratio1.341.65
Calmar Ratio0.764.15
Martin Ratio8.9322.76
Ulcer Index1.91%1.83%
Daily Std Dev9.25%12.05%
Max Drawdown-28.55%-33.99%
Current Drawdown-9.47%-0.78%

Correlation

-0.50.00.51.00.7

The correlation between PDRDX and VOO is 0.71, 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.

Performance

PDRDX vs. VOO - Performance Comparison

In the year-to-date period, PDRDX achieves a 6.88% return, which is significantly lower than VOO's 23.27% return. Over the past 10 years, PDRDX has underperformed VOO with an annualized return of 2.00%, while VOO has yielded a comparatively higher 13.22% 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%JuneJulyAugustSeptemberOctober
7.32%
16.70%
PDRDX
VOO

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PDRDX vs. VOO - Expense Ratio Comparison

PDRDX has a 0.83% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

PDRDX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Diversified Real Asset Fund (PDRDX) and Vanguard S&P 500 ETF (VOO). 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
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.45, compared to the broader market-2.000.002.004.003.45
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.57, compared to the broader market0.005.0010.004.57
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.65, compared to the broader market1.002.003.004.001.65
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.15, compared to the broader market0.005.0010.0015.0020.004.15
Martin ratio
The chart of Martin ratio for VOO, currently valued at 22.76, compared to the broader market0.0020.0040.0060.0080.0022.76

PDRDX vs. VOO - Sharpe Ratio Comparison

The current PDRDX Sharpe Ratio is 1.85, which is lower than the VOO Sharpe Ratio of 3.45. The chart below compares the historical Sharpe Ratios of PDRDX and VOO, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctober
1.85
3.45
PDRDX
VOO

Dividends

PDRDX vs. VOO - Dividend Comparison

PDRDX's dividend yield for the trailing twelve months is around 2.45%, more than VOO's 1.27% 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%
VOO
Vanguard S&P 500 ETF
1.27%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

PDRDX vs. VOO - Drawdown Comparison

The maximum PDRDX drawdown since its inception was -28.55%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PDRDX and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctober
-9.47%
-0.78%
PDRDX
VOO

Volatility

PDRDX vs. VOO - Volatility Comparison

The current volatility for Principal Diversified Real Asset Fund (PDRDX) is 1.72%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.50%. This indicates that PDRDX experiences smaller price fluctuations and is considered to be less risky than VOO 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%JuneJulyAugustSeptemberOctober
1.72%
2.50%
PDRDX
VOO