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

Correlation

The correlation between PDRDX and VTHRX 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. VTHRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Diversified Real Asset Fund (PDRDX) and Vanguard Target Retirement 2030 Fund (VTHRX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PDRDX:

0.51

VTHRX:

0.89

Sortino Ratio

PDRDX:

0.47

VTHRX:

1.18

Omega Ratio

PDRDX:

1.06

VTHRX:

1.16

Calmar Ratio

PDRDX:

0.26

VTHRX:

0.86

Martin Ratio

PDRDX:

1.08

VTHRX:

3.83

Ulcer Index

PDRDX:

3.03%

VTHRX:

2.17%

Daily Std Dev

PDRDX:

11.12%

VTHRX:

10.47%

Max Drawdown

PDRDX:

-28.55%

VTHRX:

-49.57%

Current Drawdown

PDRDX:

-2.71%

VTHRX:

-1.14%

Returns By Period

In the year-to-date period, PDRDX achieves a 4.94% return, which is significantly higher than VTHRX's 3.35% return. Over the past 10 years, PDRDX has underperformed VTHRX with an annualized return of 3.19%, while VTHRX has yielded a comparatively higher 6.86% annualized return.


PDRDX

YTD

4.94%

1M

2.82%

6M

0.61%

1Y

5.65%

3Y*

0.63%

5Y*

8.31%

10Y*

3.19%

VTHRX

YTD

3.35%

1M

4.51%

6M

2.15%

1Y

9.28%

3Y*

8.74%

5Y*

8.69%

10Y*

6.86%

*Annualized

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PDRDX vs. VTHRX - Expense Ratio Comparison

PDRDX has a 0.83% expense ratio, which is higher than VTHRX's 0.08% expense ratio.


Risk-Adjusted Performance

PDRDX vs. VTHRX — Risk-Adjusted Performance Rank

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

PDRDX
The Risk-Adjusted Performance Rank of PDRDX is 4444
Overall Rank
The Sharpe Ratio Rank of PDRDX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of PDRDX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of PDRDX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of PDRDX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of PDRDX is 4444
Martin Ratio Rank

VTHRX
The Risk-Adjusted Performance Rank of VTHRX is 8080
Overall Rank
The Sharpe Ratio Rank of VTHRX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VTHRX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VTHRX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VTHRX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VTHRX is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PDRDX vs. VTHRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Diversified Real Asset Fund (PDRDX) and Vanguard Target Retirement 2030 Fund (VTHRX). 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.


The current PDRDX Sharpe Ratio is 0.51, which is lower than the VTHRX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of PDRDX and VTHRX, 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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Dividends

PDRDX vs. VTHRX - Dividend Comparison

PDRDX's dividend yield for the trailing twelve months is around 2.11%, less than VTHRX's 3.51% yield.


TTM20242023202220212020201920182017201620152014
PDRDX
Principal Diversified Real Asset Fund
2.11%2.43%2.52%12.88%6.56%0.52%2.36%3.47%2.21%2.61%0.99%2.17%
VTHRX
Vanguard Target Retirement 2030 Fund
3.51%3.63%2.59%2.53%17.56%2.56%2.38%2.71%2.05%2.38%3.72%2.02%

Drawdowns

PDRDX vs. VTHRX - Drawdown Comparison

The maximum PDRDX drawdown since its inception was -28.55%, smaller than the maximum VTHRX drawdown of -49.57%. Use the drawdown chart below to compare losses from any high point for PDRDX and VTHRX. For additional features, visit the drawdowns tool.


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Volatility

PDRDX vs. VTHRX - Volatility Comparison

Principal Diversified Real Asset Fund (PDRDX) has a higher volatility of 2.25% compared to Vanguard Target Retirement 2030 Fund (VTHRX) at 2.01%. This indicates that PDRDX's price experiences larger fluctuations and is considered to be riskier than VTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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