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PUDZX vs. AADAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PUDZX vs. AADAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Real Assets Fund (PUDZX) and Invesco Select Risk: Growth Investor Fund (AADAX). The values are adjusted to include any dividend payments, if applicable.

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PUDZX vs. AADAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PUDZX
PGIM Real Assets Fund
9.23%13.40%8.61%3.26%-2.76%18.49%4.84%16.29%-9.20%6.22%
AADAX
Invesco Select Risk: Growth Investor Fund
-3.23%15.52%9.61%13.38%-18.74%13.66%11.79%20.63%-8.29%15.76%

Returns By Period

In the year-to-date period, PUDZX achieves a 9.23% return, which is significantly higher than AADAX's -3.23% return. Both investments have delivered pretty close results over the past 10 years, with PUDZX having a 6.92% annualized return and AADAX not far ahead at 7.00%.


PUDZX

1D
0.29%
1M
-1.98%
YTD
9.23%
6M
11.45%
1Y
18.68%
3Y*
11.54%
5Y*
9.22%
10Y*
6.92%

AADAX

1D
-0.37%
1M
-7.60%
YTD
-3.23%
6M
-0.75%
1Y
13.83%
3Y*
9.88%
5Y*
4.26%
10Y*
7.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PUDZX vs. AADAX - Expense Ratio Comparison

PUDZX has a 0.25% expense ratio, which is lower than AADAX's 0.43% expense ratio.


Return for Risk

PUDZX vs. AADAX — Risk / Return Rank

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

PUDZX
PUDZX Risk / Return Rank: 9191
Overall Rank
PUDZX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PUDZX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PUDZX Omega Ratio Rank: 9090
Omega Ratio Rank
PUDZX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PUDZX Martin Ratio Rank: 9595
Martin Ratio Rank

AADAX
AADAX Risk / Return Rank: 5656
Overall Rank
AADAX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
AADAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
AADAX Omega Ratio Rank: 5555
Omega Ratio Rank
AADAX Calmar Ratio Rank: 5353
Calmar Ratio Rank
AADAX Martin Ratio Rank: 6060
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.

PUDZX vs. AADAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Real Assets Fund (PUDZX) and Invesco Select Risk: Growth Investor Fund (AADAX). 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.


PUDZXAADAXDifference

Sharpe ratio

Return per unit of total volatility

1.98

1.02

+0.96

Sortino ratio

Return per unit of downside risk

2.57

1.50

+1.07

Omega ratio

Gain probability vs. loss probability

1.40

1.21

+0.18

Calmar ratio

Return relative to maximum drawdown

2.35

1.27

+1.08

Martin ratio

Return relative to average drawdown

13.15

5.73

+7.42

PUDZX vs. AADAX - Sharpe Ratio Comparison

The current PUDZX Sharpe Ratio is 1.98, which is higher than the AADAX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of PUDZX and AADAX, 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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Sharpe Ratios by Period


PUDZXAADAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.02

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.34

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.52

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.39

+0.13

Correlation

The correlation between PUDZX and AADAX 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.


Dividends

PUDZX vs. AADAX - Dividend Comparison

PUDZX's dividend yield for the trailing twelve months is around 8.17%, more than AADAX's 4.11% yield.


TTM20252024202320222021202020192018201720162015
PUDZX
PGIM Real Assets Fund
8.17%8.93%6.67%3.66%9.10%13.00%4.94%3.40%2.14%2.10%1.39%1.72%
AADAX
Invesco Select Risk: Growth Investor Fund
4.11%3.98%4.66%2.08%5.87%6.35%11.65%9.73%2.44%1.83%1.13%1.59%

Drawdowns

PUDZX vs. AADAX - Drawdown Comparison

The maximum PUDZX drawdown since its inception was -21.53%, smaller than the maximum AADAX drawdown of -55.79%. Use the drawdown chart below to compare losses from any high point for PUDZX and AADAX.


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Drawdown Indicators


PUDZXAADAXDifference

Max Drawdown

Largest peak-to-trough decline

-21.53%

-55.79%

+34.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.20%

-9.32%

+1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-17.98%

-26.59%

+8.61%

Max Drawdown (10Y)

Largest decline over 10 years

-21.53%

-31.26%

+9.73%

Current Drawdown

Current decline from peak

-2.44%

-7.82%

+5.38%

Average Drawdown

Average peak-to-trough decline

-5.31%

-8.59%

+3.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

2.11%

-0.64%

Volatility

PUDZX vs. AADAX - Volatility Comparison

The current volatility for PGIM Real Assets Fund (PUDZX) is 2.60%, while Invesco Select Risk: Growth Investor Fund (AADAX) has a volatility of 4.28%. This indicates that PUDZX experiences smaller price fluctuations and is considered to be less risky than AADAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PUDZXAADAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.60%

4.28%

-1.68%

Volatility (6M)

Calculated over the trailing 6-month period

6.24%

8.22%

-1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

9.70%

13.80%

-4.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.58%

12.72%

-2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.70%

13.57%

-3.87%