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

Performance

PDRDX vs. WASCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Diversified Real Asset Fund (PDRDX) and Delaware Ivy Asset Strategy Fund (WASCX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PDRDX vs. WASCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDRDX
Principal Diversified Real Asset Fund
9.23%14.63%3.09%3.22%-6.19%17.30%3.97%15.02%-7.90%10.18%
WASCX
Delaware Ivy Asset Strategy Fund
-4.73%16.07%13.12%14.62%-14.57%12.88%12.53%20.90%-5.98%17.53%

Returns By Period

In the year-to-date period, PDRDX achieves a 9.23% return, which is significantly higher than WASCX's -4.73% return. Over the past 10 years, PDRDX has underperformed WASCX with an annualized return of 6.54%, while WASCX has yielded a comparatively higher 7.48% annualized return.


PDRDX

1D
0.23%
1M
-4.09%
YTD
9.23%
6M
11.95%
1Y
21.29%
3Y*
9.59%
5Y*
7.08%
10Y*
6.54%

WASCX

1D
0.00%
1M
-8.71%
YTD
-4.73%
6M
-3.15%
1Y
9.67%
3Y*
11.37%
5Y*
6.22%
10Y*
7.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


PDRDX vs. WASCX - Expense Ratio Comparison

PDRDX has a 0.83% expense ratio, which is lower than WASCX's 2.18% expense ratio.


Return for Risk

PDRDX vs. WASCX — Risk / Return Rank

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

PDRDX
PDRDX Risk / Return Rank: 9191
Overall Rank
PDRDX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PDRDX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PDRDX Omega Ratio Rank: 8989
Omega Ratio Rank
PDRDX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PDRDX Martin Ratio Rank: 9595
Martin Ratio Rank

WASCX
WASCX Risk / Return Rank: 3636
Overall Rank
WASCX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
WASCX Sortino Ratio Rank: 3636
Sortino Ratio Rank
WASCX Omega Ratio Rank: 3737
Omega Ratio Rank
WASCX Calmar Ratio Rank: 3434
Calmar Ratio Rank
WASCX Martin Ratio Rank: 3838
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. WASCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Diversified Real Asset Fund (PDRDX) and Delaware Ivy Asset Strategy Fund (WASCX). 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.


PDRDXWASCXDifference

Sharpe ratio

Return per unit of total volatility

1.93

0.81

+1.12

Sortino ratio

Return per unit of downside risk

2.53

1.20

+1.34

Omega ratio

Gain probability vs. loss probability

1.39

1.18

+0.22

Calmar ratio

Return relative to maximum drawdown

2.35

0.94

+1.41

Martin ratio

Return relative to average drawdown

12.85

3.99

+8.87

PDRDX vs. WASCX - Sharpe Ratio Comparison

The current PDRDX Sharpe Ratio is 1.93, which is higher than the WASCX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of PDRDX and WASCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PDRDXWASCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

0.81

+1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.36

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.48

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.52

-0.02

Correlation

The correlation between PDRDX and WASCX is 0.74, 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.


Dividends

PDRDX vs. WASCX - Dividend Comparison

PDRDX's dividend yield for the trailing twelve months is around 3.93%, less than WASCX's 11.23% yield.


TTM20252024202320222021202020192018201720162015
PDRDX
Principal Diversified Real Asset Fund
3.93%4.19%2.43%2.52%12.88%6.56%0.52%2.36%3.47%2.21%2.61%0.99%
WASCX
Delaware Ivy Asset Strategy Fund
11.23%10.75%8.30%2.28%18.75%11.68%2.22%5.49%20.62%2.37%0.00%6.52%

Drawdowns

PDRDX vs. WASCX - Drawdown Comparison

The maximum PDRDX drawdown since its inception was -28.55%, smaller than the maximum WASCX drawdown of -36.09%. Use the drawdown chart below to compare losses from any high point for PDRDX and WASCX.


Loading graphics...

Drawdown Indicators


PDRDXWASCXDifference

Max Drawdown

Largest peak-to-trough decline

-28.55%

-36.09%

+7.54%

Max Drawdown (1Y)

Largest decline over 1 year

-9.19%

-9.02%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-19.35%

-28.99%

+9.64%

Max Drawdown (10Y)

Largest decline over 10 years

-28.55%

-29.42%

+0.87%

Current Drawdown

Current decline from peak

-4.23%

-9.02%

+4.79%

Average Drawdown

Average peak-to-trough decline

-6.03%

-7.50%

+1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

2.13%

-0.45%

Volatility

PDRDX vs. WASCX - Volatility Comparison

The current volatility for Principal Diversified Real Asset Fund (PDRDX) is 3.59%, while Delaware Ivy Asset Strategy Fund (WASCX) has a volatility of 4.72%. This indicates that PDRDX experiences smaller price fluctuations and is considered to be less risky than WASCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PDRDXWASCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

4.72%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

7.74%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

11.33%

12.02%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.95%

17.58%

-6.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.76%

15.50%

-4.74%