PDRDX vs. VOO
Compare and contrast key facts about Principal Diversified Real Asset Fund (PDRDX) and Vanguard S&P 500 ETF (VOO).
PDRDX is managed by Principal. It was launched on Mar 15, 2010. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PDRDX or VOO.
Key characteristics
PDRDX | VOO | |
---|---|---|
YTD Return | 6.88% | 23.27% |
1Y Return | 16.64% | 40.74% |
3Y Return (Ann) | -0.96% | 9.79% |
5Y Return (Ann) | 3.74% | 15.52% |
10Y Return (Ann) | 2.00% | 13.22% |
Sharpe Ratio | 1.85 | 3.45 |
Sortino Ratio | 2.74 | 4.57 |
Omega Ratio | 1.34 | 1.65 |
Calmar Ratio | 0.76 | 4.15 |
Martin Ratio | 8.93 | 22.76 |
Ulcer Index | 1.91% | 1.83% |
Daily Std Dev | 9.25% | 12.05% |
Max Drawdown | -28.55% | -33.99% |
Current Drawdown | -9.47% | -0.78% |
Correlation
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.
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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.
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.