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RAAX vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RAAX vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Inflation Allocation ETF (RAAX) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RAAX achieves a 19.15% return, which is significantly lower than PDBC's 36.23% return.


RAAX

1D
0.39%
1M
-1.28%
YTD
19.15%
6M
19.65%
1Y
37.19%
3Y*
22.13%
5Y*
13.54%
10Y*

PDBC

1D
0.39%
1M
-3.37%
YTD
36.23%
6M
36.27%
1Y
45.46%
3Y*
14.42%
5Y*
12.39%
10Y*
8.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RAAX vs. PDBC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RAAX
VanEck Inflation Allocation ETF
19.15%26.74%12.50%6.71%1.51%21.56%-8.27%6.14%-2.41%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
36.23%5.96%2.09%-6.25%19.23%41.72%-7.84%11.44%-15.68%

Correlation

The correlation between RAAX and PDBC is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2018

0.60

The correlation between RAAX and PDBC shifts across timeframes, from 0.51 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

RAAX vs. PDBC — Risk / Return Rank

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

RAAX
RAAX Risk / Return Rank: 8585
Overall Rank
RAAX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
RAAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
RAAX Omega Ratio Rank: 8282
Omega Ratio Rank
RAAX Calmar Ratio Rank: 9090
Calmar Ratio Rank
RAAX Martin Ratio Rank: 9090
Martin Ratio Rank

PDBC
PDBC Risk / Return Rank: 7474
Overall Rank
PDBC Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 6767
Sortino Ratio Rank
PDBC Omega Ratio Rank: 7070
Omega Ratio Rank
PDBC Calmar Ratio Rank: 9292
Calmar Ratio Rank
PDBC Martin Ratio Rank: 7070
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.

RAAX vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Inflation Allocation ETF (RAAX) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). 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.


RAAXPDBCDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.50

1.43

+0.08

Calmar ratioReturn relative to maximum drawdown

5.64

6.35

-0.71

Martin ratioReturn relative to average drawdown

21.06

13.39

+7.68

RAAX vs. PDBC - Sharpe Ratio Comparison

The current RAAX Sharpe Ratio is 2.75, which is comparable to the PDBC Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of RAAX and PDBC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RAAXPDBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.75

2.46

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.65

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.23

+0.39

Drawdowns

RAAX vs. PDBC - Drawdown Comparison

The maximum RAAX drawdown since its inception was -33.91%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for RAAX and PDBC.


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Drawdown Indicators


RAAXPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-33.91%

-49.52%

+15.61%

Max Drawdown (1Y)

Largest decline over 1 year

-6.62%

-7.19%

+0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-11.59%

-13.95%

+2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-27.63%

+4.08%

Max Drawdown (10Y)

Largest decline over 10 years

-40.73%

Current Drawdown

Current decline from peak

-2.53%

-4.55%

+2.02%

Average Drawdown

Average peak-to-trough decline

-6.78%

-23.21%

+16.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

3.41%

-1.64%

Volatility

RAAX vs. PDBC - Volatility Comparison

The current volatility for VanEck Inflation Allocation ETF (RAAX) is 2.95%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 6.20%. This indicates that RAAX experiences smaller price fluctuations and is considered to be less risky than PDBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RAAXPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

6.20%

-3.25%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

15.78%

-4.20%

Volatility (1Y)

Calculated over the trailing 1-year period

13.60%

18.61%

-5.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

19.12%

-3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

17.78%

-2.02%

RAAX vs. PDBC - Expense Ratio Comparison

RAAX has a 0.78% expense ratio, which is higher than PDBC's 0.58% expense ratio.


Dividends

RAAX vs. PDBC - Dividend Comparison

RAAX's dividend yield for the trailing twelve months is around 1.96%, less than PDBC's 2.82% yield.


PositionTTM2025202420232022202120202019201820172016
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
2.82%3.84%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%
RAAX
VanEck Inflation Allocation ETF
1.96%2.34%1.91%3.66%1.53%8.72%6.27%2.37%0.56%0.00%0.00%

Frequently Asked Questions


RAAX and PDBC have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDBC has higher volatility (6.20%) compared to RAAX (2.95%). In terms of maximum drawdown, RAAX dropped -33.91% vs PDBC's -49.52%.

On 5-year performance, RAAX leads with 13.54% vs 12.39% for PDBC. On fees, PDBC is cheaper at 0.58% per year. On volatility, RAAX has been the lower-risk option at 2.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RAAX has performed better with a 13.54% return vs 12.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PDBC is cheaper with a 0.58% expense ratio, compared with 0.78% for RAAX.

PDBC has the higher dividend yield at 2.82%, compared with 1.96% for RAAX.

RAAX is categorized as Diversified Portfolio, while PDBC is Commodities. They also come from different issuers: VanEck and Invesco. Their fees differ too: 0.78% for RAAX and 0.58% for PDBC.

RAAX currently has the higher Sharpe Ratio (2.75 vs 2.46), 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.

Portfolio Optimizer

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