PDSYX vs. PFADX

Last updated Apr 2, 2026

Compare and contrast key facts about Principal Diversified Select Real Asset Fund (PDSYX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX).

PDSYX is managed by Principal Funds. It was launched on Jul 2, 2019. PFADX is managed by The Pacific Financial Group. It was launched on Dec 10, 2017.

Performance

PDSYX vs. PFADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Diversified Select Real Asset Fund (PDSYX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX). The values are adjusted to include any dividend payments, if applicable.

PDSYX vs. PFADX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
PDSYX Principal Diversified Select Real Asset Fund	3.75%	7.90%	3.65%	2.45%	-5.36%	14.81%	2.43%	4.08%
PFADX PFG BNY Mellon Diversifier Strategy Fund	1.64%	7.07%	2.13%	3.69%	-9.50%	3.85%	7.25%	2.12%

Returns By Period

In the year-to-date period, PDSYX achieves a 3.75% return, which is significantly higher than PFADX's 1.64% return.

PDSYX

• 1D: 0.49%
• 1M: -1.04%
• YTD: 3.75%
• 6M: 5.20%
• 1Y: 10.54%
• 3Y*: 5.74%
• 5Y*: 4.37%
• 10Y*: —

PFADX

• 1D: 0.81%
• 1M: -2.36%
• YTD: 1.64%
• 6M: 2.77%
• 1Y: 7.10%
• 3Y*: 4.39%
• 5Y*: 1.46%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PDSYX vs. PFADX - Expense Ratio Comparison

PDSYX has a 1.20% expense ratio, which is lower than PFADX's 2.05% expense ratio.

PFADX

PFG BNY Mellon Diversifier Strategy Fund

PDSYX

Principal Diversified Select Real Asset Fund

Return for Risk

PDSYX vs. PFADX — Risk / Return Rank

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

PDSYX

PDSYX Risk / Return Rank: 84
PDSYX Sharpe Ratio Rank: 80
PDSYX Sortino Ratio Rank: 71
PDSYX Omega Ratio Rank: 96
PDSYX Calmar Ratio Rank: 76
PDSYX Martin Ratio Rank: 97

PFADX

PFADX Risk / Return Rank: 68
PFADX Sharpe Ratio Rank: 77
PFADX Sortino Ratio Rank: 72
PFADX Omega Ratio Rank: 69
PFADX Calmar Ratio Rank: 65
PFADX Martin Ratio Rank: 56

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.

PDSYX vs. PFADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Diversified Select Real Asset Fund (PDSYX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX). 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.

	PDSYX	PFADX	Difference
Sharpe ratio Return per unit of total volatility	1.59	1.49	+0.09
Sortino ratio Return per unit of downside risk	1.98	1.97	0.00
Omega ratio Gain probability vs. loss probability	1.56	1.29	+0.27
Calmar ratio Return relative to maximum drawdown	2.04	1.77	+0.28
Martin ratio Return relative to average drawdown	17.91	6.36	+11.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PDSYX vs. PFADX - Sharpe Ratio Comparison

The current PDSYX Sharpe Ratio is 1.59, which is comparable to the PFADX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of PDSYX and PFADX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PDSYX	PFADX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.59	1.49	+0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.25	+0.44
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.39	+0.17

Correlation

The correlation between PDSYX and PFADX is 0.66, 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.

Dividends

PDSYX vs. PFADX - Dividend Comparison

PDSYX's dividend yield for the trailing twelve months is around 1.78%, less than PFADX's 2.42% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
PDSYX Principal Diversified Select Real Asset Fund	1.78%	1.85%	2.18%	2.06%	1.58%	7.46%	2.70%	1.21%	0.00%	0.00%
PFADX PFG BNY Mellon Diversifier Strategy Fund	2.42%	2.46%	2.89%	1.04%	5.33%	3.46%	0.08%	1.51%	0.91%	0.52%

Drawdowns

PDSYX vs. PFADX - Drawdown Comparison

The maximum PDSYX drawdown since its inception was -30.01%, which is greater than PFADX's maximum drawdown of -16.64%. Use the drawdown chart below to compare losses from any high point for PDSYX and PFADX.

Drawdown Indicators

	PDSYX	PFADX	Difference
Max Drawdown Largest peak-to-trough decline	-30.01%	-16.64%	-13.37%
Max Drawdown (1Y) Largest decline over 1 year	-5.32%	-4.21%	-1.11%
Max Drawdown (5Y) Largest decline over 5 years	-10.95%	-16.64%	+5.69%
Current Drawdown Current decline from peak	-1.04%	-2.65%	+1.61%
Average Drawdown Average peak-to-trough decline	-4.46%	-5.38%	+0.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.61%	1.17%	-0.56%

Volatility

PDSYX vs. PFADX - Volatility Comparison

The current volatility for Principal Diversified Select Real Asset Fund (PDSYX) is 1.19%, while PFG BNY Mellon Diversifier Strategy Fund (PFADX) has a volatility of 2.05%. This indicates that PDSYX experiences smaller price fluctuations and is considered to be less risky than PFADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PDSYX	PFADX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.19%	2.05%	-0.86%
Volatility (6M) Calculated over the trailing 6-month period	2.28%	3.16%	-0.88%
Volatility (1Y) Calculated over the trailing 1-year period	6.83%	5.00%	+1.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.38%	5.86%	+0.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.82%	5.55%	+3.27%