PUDZX vs. DMA
PUDZX (PGIM Real Assets Fund) and DMA (Dimensional Managed Account Fund) are both Diversified Portfolio funds. Over the past 3 years, PUDZX returned 12.15%/yr vs 23.73%/yr for DMA. Their 0.23 correlation means their historical movements had little consistent relationship. PUDZX charges 0.25%/yr vs 0.03%/yr for DMA.
Performance
PUDZX vs. DMA - Performance Comparison
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Returns By Period
In the year-to-date period, PUDZX achieves a 11.98% return, which is significantly higher than DMA's -7.61% return.
PUDZX
- 1D
- -0.47%
- 1M
- 1.41%
- 6M
- 5.76%
- YTD
- 11.98%
- 1Y
- 19.11%
- 3Y*
- 12.15%
- 5Y*
- 7.88%
- 10Y*
- 6.58%
- ALL TIME*
- 4.76%
DMA
- 1D
- 0.13%
- 1M
- -0.27%
- 6M
- -8.45%
- YTD
- -7.61%
- 1Y
- -0.51%
- 3Y*
- 23.73%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -1.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $150.59K | $141.22K | $169.03K | |
| $0.00 | $0.00 | $0.00 |
PUDZX vs. DMA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PUDZX PGIM Real Assets Fund | 11.98% | 13.40% | 8.61% | 3.26% | -4.18% |
DMA Dimensional Managed Account Fund | -7.61% | 16.89% | 41.06% | -3.81% | -37.55% |
Correlation
The correlation between PUDZX and DMA is 0.16, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2022 | 0.23 |
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Return for Risk
PUDZX vs. DMA — Risk / Return Rank
PUDZX
DMA
PUDZX vs. DMA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Real Assets Fund (PUDZX) and Dimensional Managed Account Fund (DMA). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PUDZX | DMA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.61 | ||
| Sortino ratioReturn per unit of downside risk | +3.41 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.01 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 3.98 | -0.03 | +4.00 |
| Martin ratioReturn relative to average drawdown | 12.08 | -0.07 | +12.15 |
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Drawdowns
PUDZX vs. DMA - Drawdown Comparison
The maximum PUDZX drawdown since its inception was -21.53%, smaller than the maximum DMA drawdown of -53.24%. Use the drawdown chart below to compare losses from any high point for PUDZX and DMA.
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Drawdown Indicators
| PUDZX | DMA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.53% | -53.24% | +31.71% |
Max Drawdown (1Y)Largest decline over 1 year | -5.01% | -18.34% | +13.33% |
Max Drawdown (3Y)Largest decline over 3 years | -8.20% | -18.34% | +10.14% |
Max Drawdown (5Y)Largest decline over 5 years | -17.98% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -21.53% | — | — |
Current DrawdownCurrent decline from peak | -3.03% | -9.26% | +6.23% |
Average DrawdownAverage peak-to-trough decline | -5.24% | -25.24% | +20.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 7.23% | -5.58% |
Volatility
PUDZX vs. DMA - Volatility Comparison
The current volatility for PGIM Real Assets Fund (PUDZX) is 1.93%, while Dimensional Managed Account Fund (DMA) has a volatility of 4.09%. This indicates that PUDZX experiences smaller price fluctuations and is considered to be less risky than DMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PUDZX | DMA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.93% | 4.09% | -2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 5.83% | 14.14% | -8.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.76% | 15.62% | -7.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.43% | 26.98% | -16.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.68% | 26.98% | -17.30% |
PUDZX vs. DMA - Expense Ratio Comparison
PUDZX has a 0.25% expense ratio, which is higher than DMA's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
PUDZX vs. DMA - Dividend Comparison
PUDZX's dividend yield for the trailing twelve months is around 8.37%, less than DMA's 16.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMA Dimensional Managed Account Fund | 16.64% | 9.42% | 3.83% | 5.22% | 10.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PUDZX PGIM Real Assets Fund | 8.37% | 8.93% | 6.67% | 3.66% | 9.10% | 13.00% | 4.94% | 3.40% | 2.14% | 2.10% | 1.39% | 1.72% |
Frequently Asked Questions
PUDZX and DMA have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DMA has higher volatility (4.09%) compared to PUDZX (1.93%). In terms of maximum drawdown, PUDZX dropped -21.53% vs DMA's -53.24%.
PUDZX currently has the higher Sharpe Ratio (2.57 vs -0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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