PDRDX vs. VWO
Compare and contrast key facts about Principal Diversified Real Asset Fund (PDRDX) and Vanguard FTSE Emerging Markets ETF (VWO).
PDRDX is managed by Principal. It was launched on Mar 15, 2010. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PDRDX or VWO.
Key characteristics
| PDRDX | VWO | |
|---|---|---|
| YTD Return | 6.88% | 14.43% |
| 1Y Return | 16.64% | 26.63% |
| 3Y Return (Ann) | -0.96% | 0.37% |
| 5Y Return (Ann) | 3.74% | 4.87% |
| 10Y Return (Ann) | 2.00% | 3.73% |
| Sharpe Ratio | 1.85 | 1.78 |
| Sortino Ratio | 2.74 | 2.54 |
| Omega Ratio | 1.34 | 1.32 |
| Calmar Ratio | 0.76 | 0.96 |
| Martin Ratio | 8.93 | 10.48 |
| Ulcer Index | 1.91% | 2.48% |
| Daily Std Dev | 9.25% | 14.60% |
| Max Drawdown | -28.55% | -67.68% |
| Current Drawdown | -9.47% | -7.88% |
Correlation
The correlation between PDRDX and VWO is 0.69, 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.
Performance
PDRDX vs. VWO - Performance Comparison
In the year-to-date period, PDRDX achieves a 6.88% return, which is significantly lower than VWO's 14.43% return. Over the past 10 years, PDRDX has underperformed VWO with an annualized return of 2.00%, while VWO has yielded a comparatively higher 3.73% 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. VWO - Expense Ratio Comparison
PDRDX has a 0.83% expense ratio, which is higher than VWO's 0.08% expense ratio.
Risk-Adjusted Performance
PDRDX vs. VWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Diversified Real Asset Fund (PDRDX) and Vanguard FTSE Emerging Markets ETF (VWO). 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. VWO - Dividend Comparison
PDRDX's dividend yield for the trailing twelve months is around 2.45%, less than VWO's 2.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VWO Vanguard FTSE Emerging Markets ETF | 2.59% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
Drawdowns
PDRDX vs. VWO - Drawdown Comparison
The maximum PDRDX drawdown since its inception was -28.55%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for PDRDX and VWO. For additional features, visit the drawdowns tool.
Volatility
PDRDX vs. VWO - Volatility Comparison
The current volatility for Principal Diversified Real Asset Fund (PDRDX) is 1.72%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 5.29%. This indicates that PDRDX experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.