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ISIN
US74445D5059
Issuer
PGIM
Inception Date
Dec 12, 2016
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

PDAHX Performance Chart

Prudential Day One Income Fund (PDAHX) is up 5.1% since the beginning of the year. PDAHX is currently trading at $11 per share. Investors who bought $1,000 worth of PDAHX shares 5 years ago would now be looking at an investment worth $1,257.


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S&P 500 Index

Returns By Period

Prudential Day One Income Fund (PDAHX) has returned 5.13% so far this year and 11.81% over the past 12 months.


Prudential Day One Income Fund

1D
-0.27%
1M
0.64%
YTD
5.13%
6M
5.18%
1Y
11.81%
3Y*
9.81%
5Y*
4.68%
10Y*

Benchmark (S&P 500 Index)

1D
0.41%
1M
4.48%
YTD
10.79%
6M
10.60%
1Y
27.02%
3Y*
21.07%
5Y*
12.39%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDAHX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2017, PDAHX's average daily return is +0.02%, while the average monthly return is +0.49%. At this rate, an investment would double in approximately 11.8 years.

Historically, 71% of months were positive and 29% were negative. The best month was Nov 2023 with a return of +4.6%, while the worst month was Mar 2020 at -7.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PDAHX closed higher 49% of trading days. The best single day was Mar 24, 2020 with a return of +3.0%, while the worst single day was Mar 17, 2020 at -4.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.61%1.78%-2.31%3.40%0.82%-0.18%5.13%
20251.60%1.28%-0.80%0.10%1.08%2.05%0.10%1.82%1.46%0.75%0.75%-0.23%10.37%
20240.10%0.40%1.78%-2.37%2.53%0.91%1.78%1.65%1.77%-1.98%1.93%-0.39%8.27%
20233.80%-2.24%1.80%0.62%-1.33%1.84%1.43%-1.01%-2.61%-1.58%4.60%3.56%8.89%
2022-2.08%-0.62%0.06%-3.84%-0.09%-4.58%4.52%-2.73%-6.42%1.98%3.99%-1.95%-11.69%
2021-0.18%0.44%0.66%2.52%0.93%0.91%1.68%0.49%-1.60%2.10%-0.66%1.62%9.21%

Benchmark Metrics

Prudential Day One Income Fund has an annualized alpha of 2.22%, beta of 0.25, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since January 04, 2017.

  • This fund participated in 43.60% of S&P 500 Index downside but only 35.53% of its upside - more exposed to losses than it benefited from rallies.
  • This fund generated an annualized alpha of 2.22% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.25 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
2.22%
Beta
0.25
0.52
Upside Capture
35.53%
Downside Capture
43.60%

Expense Ratio

PDAHX has an expense ratio of 0.16%, which is considered low.


Return for Risk

Risk / Return Rank

PDAHX ranks 85 for risk / return — in the top 85% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


PDAHX Risk / Return Rank: 8585
Overall Rank
PDAHX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PDAHX Sortino Ratio Rank: 8585
Sortino Ratio Rank
PDAHX Omega Ratio Rank: 8383
Omega Ratio Rank
PDAHX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PDAHX Martin Ratio Rank: 8888
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Prudential Day One Income Fund (PDAHX) and compare them to S&P 500 Index.


PDAHXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.55

1.41

+0.13

Calmar ratioReturn relative to maximum drawdown

3.48

2.98

+0.49

Martin ratioReturn relative to average drawdown

16.56

13.78

+2.78

Dividends

Dividend History

Prudential Day One Income Fund provided a 4.61% dividend yield over the last twelve months, with an annual payout of $0.51 per share.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.20$0.40$0.60$0.80201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.51$0.52$0.74$0.35$0.74$0.89$0.25$0.46$0.37$0.20

Dividend yield

4.61%4.92%7.35%3.54%7.78%7.72%2.22%4.25%3.70%1.88%

Monthly Dividends

The table displays the monthly dividend distributions for Prudential Day One Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.04$0.00$0.00$0.00$0.04
2025$0.00$0.00$0.05$0.00$0.00$0.10$0.00$0.00$0.12$0.00$0.00$0.25$0.52
2024$0.00$0.00$0.04$0.00$0.00$0.11$0.00$0.00$0.09$0.00$0.00$0.50$0.74
2023$0.00$0.00$0.03$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.17$0.35
2022$0.00$0.00$0.04$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.50$0.74
2021$0.00$0.00$0.02$0.00$0.00$0.06$0.00$0.00$0.08$0.00$0.00$0.74$0.89

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Prudential Day One Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Prudential Day One Income Fund was 15.65%, occurring on Oct 20, 2022. Recovery took 430 trading sessions.

The current Prudential Day One Income Fund drawdown is 0.27%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-15.65%Oct 2022
11mo 14d1y 8mo
2y 8moNov 2021 - Jul 2024
COVID crash2020
-15.47%Mar 2020
26d4mo 13d
5mo 9dFeb 2020 - Jul 2020
Rate-hike selloffLate 2018
-6.31%Dec 2018
3mo 26d2mo 19d
6mo 15dAug 2018 - Mar 2019
2025 selloff2025
-5.08%Apr 2025
1mo 6d1mo 8d
2mo 14dMar 2025 - May 2025
2018 pullback2018
-3.90%Feb 2018
10d6mo 20d
7moJan 2018 - Aug 2018

Drawdown Indicators


PDAHXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-15.65%

-56.78%

+41.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.51%

-9.10%

+5.59%

Max Drawdown (3Y)

Largest decline over 3 years

-5.61%

-18.90%

+13.29%

Max Drawdown (5Y)

Largest decline over 5 years

-15.65%

-25.43%

+9.78%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.27%

-0.33%

+0.06%

Average Drawdown

Average peak-to-trough decline

-2.67%

-10.72%

+8.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

1.97%

-1.24%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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