ANAGX vs. GTRAX
Compare and contrast key facts about AB Global Bond Fund (ANAGX) and PGIM Global Total Return Fund (GTRAX).
ANAGX is managed by AllianceBernstein. It was launched on Mar 26, 1992. GTRAX is managed by PGIM. It was launched on Jul 6, 1986.
Performance
ANAGX vs. GTRAX - Performance Comparison
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ANAGX vs. GTRAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ANAGX AB Global Bond Fund | -1.03% | 4.97% | 1.73% | 6.53% | -12.41% | -2.49% | 4.72% | 7.44% | 0.09% | 2.99% |
GTRAX PGIM Global Total Return Fund | -2.25% | 10.63% | -0.37% | 8.37% | -22.39% | -6.36% | 9.79% | 14.99% | -1.88% | 13.25% |
Returns By Period
In the year-to-date period, ANAGX achieves a -1.03% return, which is significantly higher than GTRAX's -2.25% return. Over the past 10 years, ANAGX has underperformed GTRAX with an annualized return of 1.33%, while GTRAX has yielded a comparatively higher 1.45% annualized return.
ANAGX
- 1D
- 0.44%
- 1M
- -2.70%
- YTD
- -1.03%
- 6M
- -0.44%
- 1Y
- 2.41%
- 3Y*
- 3.06%
- 5Y*
- -0.27%
- 10Y*
- 1.33%
GTRAX
- 1D
- 0.00%
- 1M
- -4.60%
- YTD
- -2.25%
- 6M
- -1.91%
- 1Y
- 4.57%
- 3Y*
- 4.35%
- 5Y*
- -1.75%
- 10Y*
- 1.45%
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ANAGX vs. GTRAX - Expense Ratio Comparison
ANAGX has a 0.80% expense ratio, which is lower than GTRAX's 0.88% expense ratio.
Return for Risk
ANAGX vs. GTRAX — Risk / Return Rank
ANAGX
GTRAX
ANAGX vs. GTRAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Global Bond Fund (ANAGX) and PGIM Global Total Return Fund (GTRAX). 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.
| ANAGX | GTRAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.93 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.15 | 1.34 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.17 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.15 | -0.14 |
Martin ratioReturn relative to average drawdown | 4.21 | 4.66 | -0.45 |
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
| ANAGX | GTRAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.93 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | -0.27 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.23 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.25 | +0.47 |
Correlation
The correlation between ANAGX and GTRAX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ANAGX vs. GTRAX - Dividend Comparison
ANAGX's dividend yield for the trailing twelve months is around 3.16%, less than GTRAX's 3.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANAGX AB Global Bond Fund | 3.16% | 3.40% | 2.88% | 2.87% | 8.08% | 2.37% | 2.38% | 3.22% | 3.01% | 2.23% | 2.96% | 3.69% |
GTRAX PGIM Global Total Return Fund | 3.40% | 3.67% | 3.82% | 3.02% | 3.22% | 3.03% | 3.63% | 8.40% | 3.40% | 3.17% | 3.70% | 3.55% |
Drawdowns
ANAGX vs. GTRAX - Drawdown Comparison
The maximum ANAGX drawdown since its inception was -44.21%, which is greater than GTRAX's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for ANAGX and GTRAX.
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Drawdown Indicators
| ANAGX | GTRAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.21% | -33.63% | -10.58% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -4.60% | +1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -17.60% | -31.81% | +14.21% |
Max Drawdown (10Y)Largest decline over 10 years | -17.60% | -33.63% | +16.03% |
Current DrawdownCurrent decline from peak | -4.02% | -15.25% | +11.23% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -5.77% | +2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.75% | 1.14% | -0.39% |
Volatility
ANAGX vs. GTRAX - Volatility Comparison
The current volatility for AB Global Bond Fund (ANAGX) is 1.50%, while PGIM Global Total Return Fund (GTRAX) has a volatility of 2.10%. This indicates that ANAGX experiences smaller price fluctuations and is considered to be less risky than GTRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ANAGX | GTRAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.50% | 2.10% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 2.20% | 3.30% | -1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.27% | 5.28% | -2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.36% | 6.41% | -2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.70% | 6.23% | -2.53% |