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PGIM Total Return Bond Fund (PDBAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS74440B1089
CUSIP74440B108
IssuerPGIM Investments
Inception DateJan 10, 1995
CategoryIntermediate Core-Plus Bond
Min. Investment$1,000
Asset ClassBond

Expense Ratio

PDBAX features an expense ratio of 0.76%, falling within the medium range.


Expense ratio chart for PDBAX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: PDBAX vs. MWTRX, PDBAX vs. DBLTX, PDBAX vs. MWTIX, PDBAX vs. WCPNX, PDBAX vs. PRCIX, PDBAX vs. FXAIX, PDBAX vs. ABNDX, PDBAX vs. FTBFX, PDBAX vs. PTTRX, PDBAX vs. FBNDX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PGIM Total Return Bond Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%400.00%600.00%800.00%1,000.00%JuneJulyAugustSeptemberOctoberNovember
231.92%
970.63%
PDBAX (PGIM Total Return Bond Fund)
Benchmark (^GSPC)

Returns By Period

PGIM Total Return Bond Fund had a return of 3.37% year-to-date (YTD) and 10.67% in the last 12 months. Over the past 10 years, PGIM Total Return Bond Fund had an annualized return of 1.59%, while the S&P 500 had an annualized return of 11.41%, indicating that PGIM Total Return Bond Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date3.37%25.70%
1 month-0.54%3.51%
6 months4.59%14.80%
1 year10.67%37.91%
5 years (annualized)-0.43%14.18%
10 years (annualized)1.59%11.41%

Monthly Returns

The table below presents the monthly returns of PDBAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.14%-1.13%1.06%-2.39%1.77%1.05%2.15%1.44%1.35%-2.23%3.37%
20233.67%-2.40%1.86%0.77%-1.04%0.11%0.31%-0.45%-2.45%-1.60%4.62%4.07%7.38%
2022-2.41%-2.63%-1.68%-4.24%-0.12%-2.53%2.54%-2.36%-4.78%-1.29%3.81%-0.25%-15.13%
2021-0.92%-2.08%-1.65%1.10%0.69%1.22%1.28%-0.21%-1.16%-0.01%0.21%0.02%-1.57%
20202.45%1.37%-6.51%2.84%2.08%1.62%2.53%-0.71%-0.12%-0.71%2.52%0.55%7.79%
20191.58%0.05%2.26%0.19%1.82%1.54%0.33%2.57%-0.31%0.17%0.04%-3.32%6.99%
2018-0.94%-1.37%0.89%-0.88%0.25%0.02%0.09%0.50%-0.77%-0.63%0.36%1.55%-0.96%
20170.50%1.13%0.11%0.97%0.98%0.16%0.61%1.05%-0.37%0.22%-0.04%0.85%6.33%
20161.12%0.33%1.63%0.98%0.01%2.15%1.37%0.02%-0.06%-0.88%-2.77%-0.41%3.46%
20152.33%-0.66%0.44%-0.37%-0.36%-1.42%0.85%-0.36%0.14%0.27%-0.44%-0.68%-0.30%
20141.16%1.12%0.02%0.85%1.55%0.21%-0.28%1.40%-1.12%1.18%0.75%-0.33%6.66%
2013-0.14%0.47%0.08%1.64%-2.11%-2.85%0.79%-1.04%1.39%1.52%-0.46%-0.32%-1.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PDBAX is 24, indicating that it is in the bottom 24% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of PDBAX is 2424
Combined Rank
The Sharpe Ratio Rank of PDBAX is 2828Sharpe Ratio Rank
The Sortino Ratio Rank of PDBAX is 3030Sortino Ratio Rank
The Omega Ratio Rank of PDBAX is 2727Omega Ratio Rank
The Calmar Ratio Rank of PDBAX is 1616Calmar Ratio Rank
The Martin Ratio Rank of PDBAX is 2020Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for PGIM Total Return Bond Fund (PDBAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PDBAX
Sharpe ratio
The chart of Sharpe ratio for PDBAX, currently valued at 1.72, compared to the broader market0.002.004.001.72
Sortino ratio
The chart of Sortino ratio for PDBAX, currently valued at 2.50, compared to the broader market0.005.0010.002.50
Omega ratio
The chart of Omega ratio for PDBAX, currently valued at 1.31, compared to the broader market1.002.003.004.001.31
Calmar ratio
The chart of Calmar ratio for PDBAX, currently valued at 0.60, compared to the broader market0.005.0010.0015.0020.0025.000.60
Martin ratio
The chart of Martin ratio for PDBAX, currently valued at 6.85, compared to the broader market0.0020.0040.0060.0080.00100.006.85
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market0.002.004.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market0.005.0010.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.002.003.004.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.0020.0025.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.0019.39

Sharpe Ratio

The current PGIM Total Return Bond Fund Sharpe ratio is 1.72. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of PGIM Total Return Bond Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.72
2.97
PDBAX (PGIM Total Return Bond Fund)
Benchmark (^GSPC)

Dividends

Dividend History

PGIM Total Return Bond Fund provided a 4.47% dividend yield over the last twelve months, with an annual payout of $0.54 per share.


3.00%3.50%4.00%4.50%5.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.54$0.52$0.57$0.39$0.41$0.48$0.52$0.39$0.37$0.41$0.48$0.49

Dividend yield

4.47%4.32%4.83%2.69%2.69%3.34%3.75%2.63%2.60%2.93%3.33%3.50%

Monthly Dividends

The table displays the monthly dividend distributions for PGIM Total Return Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.05$0.04$0.05$0.04$0.05$0.04$0.05$0.04$0.04$0.04$0.00$0.45
2023$0.04$0.04$0.04$0.04$0.04$0.04$0.05$0.05$0.04$0.05$0.05$0.05$0.52
2022$0.03$0.03$0.03$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.19$0.57
2021$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.07$0.39
2020$0.03$0.03$0.04$0.04$0.04$0.04$0.03$0.03$0.03$0.03$0.03$0.03$0.41
2019$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.03$0.04$0.04$0.07$0.48
2018$0.03$0.03$0.04$0.03$0.04$0.04$0.03$0.04$0.03$0.04$0.04$0.12$0.52
2017$0.03$0.03$0.04$0.03$0.03$0.03$0.03$0.03$0.04$0.03$0.03$0.03$0.39
2016$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.37
2015$0.04$0.03$0.03$0.04$0.04$0.04$0.03$0.03$0.03$0.03$0.03$0.05$0.41
2014$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.48
2013$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.05$0.49

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.27%
0
PDBAX (PGIM Total Return Bond Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the PGIM Total Return Bond 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 PGIM Total Return Bond Fund was 20.62%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current PGIM Total Return Bond Fund drawdown is 7.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.62%Jan 4, 2021456Oct 24, 2022
-11.73%Mar 9, 202012Mar 24, 202084Jul 23, 202096
-9.79%Sep 10, 200852Nov 20, 2008124May 21, 2009176
-6.42%May 3, 201387Sep 5, 2013165May 2, 2014252
-5.51%Sep 8, 201671Dec 16, 2016130Jun 26, 2017201

Volatility

Volatility Chart

The current PGIM Total Return Bond Fund volatility is 1.59%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.59%
3.92%
PDBAX (PGIM Total Return Bond Fund)
Benchmark (^GSPC)