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SAUPX vs. AAAAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAUPX vs. AAAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal SAM Flexible Income Portfolio (SAUPX) and DWS RREEF Real Assets Fund - Class A (AAAAX). The values are adjusted to include any dividend payments, if applicable.

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SAUPX vs. AAAAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAUPX
Principal SAM Flexible Income Portfolio
-1.21%9.54%6.39%9.06%-13.47%6.43%6.69%12.88%-2.49%7.81%
AAAAX
DWS RREEF Real Assets Fund - Class A
8.59%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, SAUPX achieves a -1.21% return, which is significantly lower than AAAAX's 8.59% return. Over the past 10 years, SAUPX has underperformed AAAAX with an annualized return of 4.32%, while AAAAX has yielded a comparatively higher 7.28% annualized return.


SAUPX

1D
0.16%
1M
-3.77%
YTD
-1.21%
6M
-0.06%
1Y
6.72%
3Y*
6.79%
5Y*
2.81%
10Y*
4.32%

AAAAX

1D
0.36%
1M
-4.37%
YTD
8.59%
6M
10.72%
1Y
16.80%
3Y*
9.80%
5Y*
6.74%
10Y*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SAUPX vs. AAAAX - Expense Ratio Comparison

SAUPX has a 0.60% expense ratio, which is lower than AAAAX's 1.22% expense ratio.


Return for Risk

SAUPX vs. AAAAX — Risk / Return Rank

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

SAUPX
SAUPX Risk / Return Rank: 7272
Overall Rank
SAUPX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SAUPX Sortino Ratio Rank: 7171
Sortino Ratio Rank
SAUPX Omega Ratio Rank: 7272
Omega Ratio Rank
SAUPX Calmar Ratio Rank: 7474
Calmar Ratio Rank
SAUPX Martin Ratio Rank: 7171
Martin Ratio Rank

AAAAX
AAAAX Risk / Return Rank: 8181
Overall Rank
AAAAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AAAAX Sortino Ratio Rank: 8080
Sortino Ratio Rank
AAAAX Omega Ratio Rank: 7979
Omega Ratio Rank
AAAAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
AAAAX Martin Ratio Rank: 8989
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.

SAUPX vs. AAAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal SAM Flexible Income Portfolio (SAUPX) 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.


SAUPXAAAAXDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.49

-0.18

Sortino ratio

Return per unit of downside risk

1.77

2.00

-0.24

Omega ratio

Gain probability vs. loss probability

1.27

1.30

-0.03

Calmar ratio

Return relative to maximum drawdown

1.73

1.80

-0.06

Martin ratio

Return relative to average drawdown

6.75

9.69

-2.94

SAUPX vs. AAAAX - Sharpe Ratio Comparison

The current SAUPX Sharpe Ratio is 1.31, which is comparable to the AAAAX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of SAUPX and AAAAX, 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


SAUPXAAAAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.49

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.56

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.58

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.38

+0.46

Correlation

The correlation between SAUPX and AAAAX is 0.77, 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

SAUPX vs. AAAAX - Dividend Comparison

SAUPX's dividend yield for the trailing twelve months is around 3.49%, more than AAAAX's 3.26% yield.


TTM20252024202320222021202020192018201720162015
SAUPX
Principal SAM Flexible Income Portfolio
3.49%3.51%2.81%2.60%2.58%6.03%2.93%2.92%7.07%3.17%3.02%5.18%
AAAAX
DWS RREEF Real Assets Fund - Class A
3.26%3.54%2.45%2.08%4.17%2.31%1.33%1.81%1.61%1.52%1.47%2.15%

Drawdowns

SAUPX vs. AAAAX - Drawdown Comparison

The maximum SAUPX drawdown since its inception was -22.31%, smaller than the maximum AAAAX drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for SAUPX and AAAAX.


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Drawdown Indicators


SAUPXAAAAXDifference

Max Drawdown

Largest peak-to-trough decline

-22.31%

-40.47%

+18.16%

Max Drawdown (1Y)

Largest decline over 1 year

-3.92%

-9.55%

+5.63%

Max Drawdown (5Y)

Largest decline over 5 years

-17.86%

-22.62%

+4.76%

Max Drawdown (10Y)

Largest decline over 10 years

-17.86%

-29.41%

+11.55%

Current Drawdown

Current decline from peak

-3.77%

-4.57%

+0.80%

Average Drawdown

Average peak-to-trough decline

-2.24%

-6.89%

+4.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

1.77%

-0.76%

Volatility

SAUPX vs. AAAAX - Volatility Comparison

The current volatility for Principal SAM Flexible Income Portfolio (SAUPX) is 2.11%, while DWS RREEF Real Assets Fund - Class A (AAAAX) has a volatility of 3.03%. This indicates that SAUPX experiences smaller price fluctuations and is considered to be less risky 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


SAUPXAAAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.11%

3.03%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

3.18%

7.22%

-4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

5.36%

11.60%

-6.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.12%

12.18%

-6.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.65%

12.66%

-7.01%