SABPX vs. AAAAX
Compare and contrast key facts about Principal Strategic Asset Management Balanced Portfolio (SABPX) and DWS RREEF Real Assets Fund - Class A (AAAAX).
SABPX is managed by BlackRock. It was launched on Jul 24, 1996. AAAAX is managed by DWS. It was launched on Jul 30, 2007.
Performance
SABPX vs. AAAAX - Performance Comparison
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SABPX vs. AAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SABPX Principal Strategic Asset Management Balanced Portfolio | -1.15% | 13.62% | 18.04% | 15.64% | -16.48% | 13.14% | 10.83% | 19.57% | -5.44% | 14.65% |
AAAAX DWS RREEF Real Assets Fund - Class A | 9.77% | 12.82% | 5.24% | 2.30% | -9.91% | 23.45% | 3.71% | 21.42% | -5.36% | 14.67% |
Returns By Period
In the year-to-date period, SABPX achieves a -1.15% return, which is significantly lower than AAAAX's 9.77% return. Over the past 10 years, SABPX has outperformed AAAAX with an annualized return of 8.14%, while AAAAX has yielded a comparatively lower 7.40% annualized return.
SABPX
- 1D
- 1.75%
- 1M
- -4.39%
- YTD
- -1.15%
- 6M
- 0.40%
- 1Y
- 12.17%
- 3Y*
- 13.68%
- 5Y*
- 6.78%
- 10Y*
- 8.14%
AAAAX
- 1D
- 1.09%
- 1M
- -3.53%
- YTD
- 9.77%
- 6M
- 11.84%
- 1Y
- 17.50%
- 3Y*
- 10.19%
- 5Y*
- 6.78%
- 10Y*
- 7.40%
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SABPX vs. AAAAX - Expense Ratio Comparison
SABPX has a 0.60% expense ratio, which is lower than AAAAX's 1.22% expense ratio.
Return for Risk
SABPX vs. AAAAX — Risk / Return Rank
SABPX
AAAAX
SABPX vs. AAAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Strategic Asset Management Balanced Portfolio (SABPX) and DWS RREEF Real Assets Fund - Class A (AAAAX). 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.
| SABPX | AAAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.57 | -0.39 |
Sortino ratioReturn per unit of downside risk | 1.72 | 2.11 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.32 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.91 | -0.27 |
Martin ratioReturn relative to average drawdown | 7.30 | 10.22 | -2.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SABPX | AAAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.57 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.56 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.59 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.38 | +0.22 |
Correlation
The correlation between SABPX and AAAAX is 0.80, 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
SABPX vs. AAAAX - Dividend Comparison
SABPX's dividend yield for the trailing twelve months is around 10.65%, more than AAAAX's 3.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SABPX Principal Strategic Asset Management Balanced Portfolio | 10.65% | 10.71% | 11.81% | 1.64% | 8.16% | 9.60% | 3.13% | 4.05% | 9.79% | 6.97% | 3.58% | 8.20% |
AAAAX DWS RREEF Real Assets Fund - Class A | 3.23% | 3.54% | 2.45% | 2.08% | 4.17% | 2.31% | 1.33% | 1.81% | 1.61% | 1.52% | 1.47% | 2.15% |
Drawdowns
SABPX vs. AAAAX - Drawdown Comparison
The maximum SABPX drawdown since its inception was -40.58%, roughly equal to the maximum AAAAX drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for SABPX and AAAAX.
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Drawdown Indicators
| SABPX | AAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.58% | -40.47% | -0.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -9.55% | +1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -22.41% | -22.62% | +0.21% |
Max Drawdown (10Y)Largest decline over 10 years | -25.29% | -29.41% | +4.12% |
Current DrawdownCurrent decline from peak | -5.01% | -3.53% | -1.48% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -6.89% | +1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.79% | -0.04% |
Volatility
SABPX vs. AAAAX - Volatility Comparison
Principal Strategic Asset Management Balanced Portfolio (SABPX) has a higher volatility of 4.16% compared to DWS RREEF Real Assets Fund - Class A (AAAAX) at 3.27%. This indicates that SABPX's price experiences larger fluctuations and is considered to be riskier than AAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SABPX | AAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 3.27% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 6.42% | 7.26% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 11.62% | -0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 12.19% | -1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.71% | 12.66% | -1.95% |