PortfoliosLab logoPortfoliosLab logo
PDSYX vs. WMRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDSYX vs. WMRIX - Performance Comparison

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

Loading graphics...

PDSYX vs. WMRIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PDSYX
Principal Diversified Select Real Asset Fund
3.24%7.90%3.65%2.45%-5.36%14.81%2.43%4.08%
WMRIX
Wilmington Real Asset Fund
10.27%12.79%2.57%1.12%-8.03%21.49%-2.19%3.62%

Returns By Period

In the year-to-date period, PDSYX achieves a 3.24% return, which is significantly lower than WMRIX's 10.27% return.


PDSYX

1D
0.04%
1M
-1.39%
YTD
3.24%
6M
4.72%
1Y
10.25%
3Y*
5.56%
5Y*
4.38%
10Y*

WMRIX

1D
0.19%
1M
-1.54%
YTD
10.27%
6M
12.47%
1Y
17.95%
3Y*
9.54%
5Y*
6.81%
10Y*
5.44%
*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.


PDSYX vs. WMRIX - Expense Ratio Comparison

PDSYX has a 1.20% expense ratio, which is higher than WMRIX's 0.64% expense ratio.


Return for Risk

PDSYX vs. WMRIX — Risk / Return Rank

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

PDSYX
PDSYX Risk / Return Rank: 8686
Overall Rank
PDSYX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PDSYX Sortino Ratio Rank: 7575
Sortino Ratio Rank
PDSYX Omega Ratio Rank: 9595
Omega Ratio Rank
PDSYX Calmar Ratio Rank: 7979
Calmar Ratio Rank
PDSYX Martin Ratio Rank: 9797
Martin Ratio Rank

WMRIX
WMRIX Risk / Return Rank: 8383
Overall Rank
WMRIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WMRIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
WMRIX Omega Ratio Rank: 8282
Omega Ratio Rank
WMRIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
WMRIX Martin Ratio Rank: 9090
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.

PDSYX vs. WMRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Diversified Select Real Asset Fund (PDSYX) and Wilmington Real Asset Fund (WMRIX). 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.


PDSYXWMRIXDifference

Sharpe ratio

Return per unit of total volatility

1.52

1.63

-0.11

Sortino ratio

Return per unit of downside risk

1.90

2.12

-0.22

Omega ratio

Gain probability vs. loss probability

1.53

1.33

+0.21

Calmar ratio

Return relative to maximum drawdown

1.93

1.86

+0.07

Martin ratio

Return relative to average drawdown

16.97

10.31

+6.66

PDSYX vs. WMRIX - Sharpe Ratio Comparison

The current PDSYX Sharpe Ratio is 1.52, which is comparable to the WMRIX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of PDSYX and WMRIX, 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


PDSYXWMRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

1.63

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.59

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.54

+0.01

Correlation

The correlation between PDSYX and WMRIX is 0.75, 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

PDSYX vs. WMRIX - Dividend Comparison

PDSYX's dividend yield for the trailing twelve months is around 1.79%, less than WMRIX's 6.49% yield.


TTM20252024202320222021202020192018201720162015
PDSYX
Principal Diversified Select Real Asset Fund
1.79%1.85%2.18%2.06%1.58%7.46%2.70%1.21%0.00%0.00%0.00%0.00%
WMRIX
Wilmington Real Asset Fund
6.49%7.15%1.02%3.51%6.07%9.29%1.99%3.03%2.84%2.73%0.00%5.31%

Drawdowns

PDSYX vs. WMRIX - Drawdown Comparison

The maximum PDSYX drawdown since its inception was -30.01%, smaller than the maximum WMRIX drawdown of -37.84%. Use the drawdown chart below to compare losses from any high point for PDSYX and WMRIX.


Loading graphics...

Drawdown Indicators


PDSYXWMRIXDifference

Max Drawdown

Largest peak-to-trough decline

-30.01%

-37.84%

+7.83%

Max Drawdown (1Y)

Largest decline over 1 year

-5.32%

-9.91%

+4.59%

Max Drawdown (5Y)

Largest decline over 5 years

-10.95%

-22.03%

+11.08%

Max Drawdown (10Y)

Largest decline over 10 years

-31.27%

Current Drawdown

Current decline from peak

-1.53%

-2.56%

+1.03%

Average Drawdown

Average peak-to-trough decline

-4.46%

-7.22%

+2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

1.79%

-1.19%

Volatility

PDSYX vs. WMRIX - Volatility Comparison

The current volatility for Principal Diversified Select Real Asset Fund (PDSYX) is 1.07%, while Wilmington Real Asset Fund (WMRIX) has a volatility of 2.82%. This indicates that PDSYX experiences smaller price fluctuations and is considered to be less risky than WMRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PDSYXWMRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

2.82%

-1.75%

Volatility (6M)

Calculated over the trailing 6-month period

2.23%

7.04%

-4.81%

Volatility (1Y)

Calculated over the trailing 1-year period

6.83%

11.38%

-4.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.38%

11.54%

-5.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.82%

12.48%

-3.66%