PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BUFHX vs. PDBZX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUFHX and PDBZX is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

BUFHX vs. PDBZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Buffalo High Yield Fund (BUFHX) and PGIM Total Return Bond Fund Class Z (PDBZX). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.20%
1.24%
BUFHX
PDBZX

Key characteristics

Sharpe Ratio

BUFHX:

3.37

PDBZX:

0.35

Sortino Ratio

BUFHX:

4.22

PDBZX:

0.52

Omega Ratio

BUFHX:

1.94

PDBZX:

1.06

Calmar Ratio

BUFHX:

4.39

PDBZX:

0.15

Martin Ratio

BUFHX:

25.11

PDBZX:

1.06

Ulcer Index

BUFHX:

0.31%

PDBZX:

1.77%

Daily Std Dev

BUFHX:

2.28%

PDBZX:

5.35%

Max Drawdown

BUFHX:

-25.75%

PDBZX:

-20.32%

Current Drawdown

BUFHX:

-1.38%

PDBZX:

-7.97%

Returns By Period

In the year-to-date period, BUFHX achieves a 7.67% return, which is significantly higher than PDBZX's 1.81% return. Over the past 10 years, BUFHX has outperformed PDBZX with an annualized return of 4.18%, while PDBZX has yielded a comparatively lower 1.64% annualized return.


BUFHX

YTD

7.67%

1M

-0.92%

6M

3.20%

1Y

7.67%

5Y*

4.56%

10Y*

4.18%

PDBZX

YTD

1.81%

1M

-1.91%

6M

1.23%

1Y

2.13%

5Y*

-0.09%

10Y*

1.64%

Compare stocks, funds, or ETFs

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


BUFHX vs. PDBZX - Expense Ratio Comparison

BUFHX has a 1.02% expense ratio, which is higher than PDBZX's 0.49% expense ratio.


BUFHX
Buffalo High Yield Fund
Expense ratio chart for BUFHX: current value at 1.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.02%
Expense ratio chart for PDBZX: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

BUFHX vs. PDBZX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Buffalo High Yield Fund (BUFHX) and PGIM Total Return Bond Fund Class Z (PDBZX). 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.


Sharpe ratio
The chart of Sharpe ratio for BUFHX, currently valued at 3.37, compared to the broader market-1.000.001.002.003.003.370.35
The chart of Sortino ratio for BUFHX, currently valued at 4.22, compared to the broader market-2.000.002.004.006.008.004.220.52
The chart of Omega ratio for BUFHX, currently valued at 1.94, compared to the broader market0.501.001.502.002.503.001.941.06
The chart of Calmar ratio for BUFHX, currently valued at 4.39, compared to the broader market0.002.004.006.008.0010.0012.004.390.15
The chart of Martin ratio for BUFHX, currently valued at 25.11, compared to the broader market0.0010.0020.0030.0040.0050.0060.0025.111.06
BUFHX
PDBZX

The current BUFHX Sharpe Ratio is 3.37, which is higher than the PDBZX Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of BUFHX and PDBZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.007.00JulyAugustSeptemberOctoberNovemberDecember
3.37
0.35
BUFHX
PDBZX

Dividends

BUFHX vs. PDBZX - Dividend Comparison

BUFHX's dividend yield for the trailing twelve months is around 5.66%, more than PDBZX's 4.42% yield.


TTM20232022202120202019201820172016201520142013
BUFHX
Buffalo High Yield Fund
5.66%6.40%6.19%4.27%4.09%4.22%4.85%4.08%4.37%3.99%3.59%4.33%
PDBZX
PGIM Total Return Bond Fund Class Z
4.42%4.61%5.12%2.96%2.95%3.62%4.02%2.91%2.87%3.20%3.59%3.78%

Drawdowns

BUFHX vs. PDBZX - Drawdown Comparison

The maximum BUFHX drawdown since its inception was -25.75%, which is greater than PDBZX's maximum drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for BUFHX and PDBZX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.38%
-7.97%
BUFHX
PDBZX

Volatility

BUFHX vs. PDBZX - Volatility Comparison

Buffalo High Yield Fund (BUFHX) has a higher volatility of 1.41% compared to PGIM Total Return Bond Fund Class Z (PDBZX) at 1.28%. This indicates that BUFHX's price experiences larger fluctuations and is considered to be riskier than PDBZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.41%
1.28%
BUFHX
PDBZX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab