TDIFX vs. PDDDX
Compare and contrast key facts about Dimensional Retirement Income Fund (TDIFX) and Prudential Day One 2020 Fund (PDDDX).
TDIFX is managed by Dimensional. It was launched on Nov 1, 2015. PDDDX is managed by PGIM. It was launched on Dec 12, 2016.
Performance
TDIFX vs. PDDDX - Performance Comparison
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TDIFX vs. PDDDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TDIFX Dimensional Retirement Income Fund | 0.21% | 7.22% | 6.21% | 7.76% | -9.37% | 14.53% | 9.33% | 9.96% | -1.98% | 4.86% |
PDDDX Prudential Day One 2020 Fund | 0.77% | 10.40% | 15.97% | 9.52% | -12.63% | 36.80% | 8.13% | 14.99% | -4.65% | 10.17% |
Returns By Period
In the year-to-date period, TDIFX achieves a 0.21% return, which is significantly lower than PDDDX's 0.77% return.
TDIFX
- 1D
- 0.59%
- 1M
- -1.59%
- YTD
- 0.21%
- 6M
- 0.88%
- 1Y
- 5.68%
- 3Y*
- 5.90%
- 5Y*
- 4.81%
- 10Y*
- 4.81%
PDDDX
- 1D
- 1.16%
- 1M
- -2.33%
- YTD
- 0.77%
- 6M
- 1.81%
- 1Y
- 9.25%
- 3Y*
- 10.93%
- 5Y*
- 10.53%
- 10Y*
- —
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TDIFX vs. PDDDX - Expense Ratio Comparison
TDIFX has a 0.06% expense ratio, which is lower than PDDDX's 0.76% expense ratio.
Return for Risk
TDIFX vs. PDDDX — Risk / Return Rank
TDIFX
PDDDX
TDIFX vs. PDDDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Retirement Income Fund (TDIFX) and Prudential Day One 2020 Fund (PDDDX). 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.
| TDIFX | PDDDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 1.43 | +0.04 |
Sortino ratioReturn per unit of downside risk | 2.07 | 2.03 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.31 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.83 | -0.36 |
Martin ratioReturn relative to average drawdown | 6.12 | 8.88 | -2.75 |
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
| TDIFX | PDDDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 1.43 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.77 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.96 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.00 | 0.78 | +0.22 |
Correlation
The correlation between TDIFX and PDDDX is 0.85, 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
TDIFX vs. PDDDX - Dividend Comparison
TDIFX's dividend yield for the trailing twelve months is around 2.06%, less than PDDDX's 4.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
TDIFX Dimensional Retirement Income Fund | 2.06% | 1.77% | 3.11% | 3.09% | 4.66% | 9.39% | 1.39% | 1.98% | 2.11% | 0.98% | 0.89% |
PDDDX Prudential Day One 2020 Fund | 4.02% | 4.05% | 19.73% | 3.22% | 8.41% | 28.05% | 1.91% | 3.76% | 3.05% | 0.86% | 0.00% |
Drawdowns
TDIFX vs. PDDDX - Drawdown Comparison
The maximum TDIFX drawdown since its inception was -12.21%, smaller than the maximum PDDDX drawdown of -18.88%. Use the drawdown chart below to compare losses from any high point for TDIFX and PDDDX.
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Drawdown Indicators
| TDIFX | PDDDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.21% | -18.88% | +6.67% |
Max Drawdown (1Y)Largest decline over 1 year | -2.84% | -5.29% | +2.45% |
Max Drawdown (5Y)Largest decline over 5 years | -12.21% | -16.64% | +4.43% |
Max Drawdown (10Y)Largest decline over 10 years | -12.21% | — | — |
Current DrawdownCurrent decline from peak | -1.83% | -2.60% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -1.77% | -3.06% | +1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 1.09% | -0.25% |
Volatility
TDIFX vs. PDDDX - Volatility Comparison
The current volatility for Dimensional Retirement Income Fund (TDIFX) is 1.51%, while Prudential Day One 2020 Fund (PDDDX) has a volatility of 2.43%. This indicates that TDIFX experiences smaller price fluctuations and is considered to be less risky than PDDDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TDIFX | PDDDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 2.43% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 2.32% | 3.72% | -1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.34% | 6.65% | -2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.89% | 13.75% | -7.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.05% | 11.45% | -6.40% |