CDSRX vs. SDMZX
Compare and contrast key facts about Calvert Short Duration Income Fund Class R6 (CDSRX) and PGIM Short Duration Multi-Sector Bond Fund (SDMZX).
CDSRX is managed by Calvert Research and Management. It was launched on Feb 1, 2019. SDMZX is managed by PGIM. It was launched on Dec 23, 2013.
Performance
CDSRX vs. SDMZX - Performance Comparison
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CDSRX vs. SDMZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CDSRX Calvert Short Duration Income Fund Class R6 | -0.31% | 6.35% | 5.74% | 6.87% | -5.07% | 1.20% | 4.82% | 4.87% |
SDMZX PGIM Short Duration Multi-Sector Bond Fund | -0.26% | 6.18% | 5.64% | 6.25% | -4.82% | -0.19% | 3.97% | 6.69% |
Returns By Period
In the year-to-date period, CDSRX achieves a -0.31% return, which is significantly lower than SDMZX's -0.26% return.
CDSRX
- 1D
- 0.19%
- 1M
- -1.31%
- YTD
- -0.31%
- 6M
- 0.93%
- 1Y
- 4.11%
- 3Y*
- 5.43%
- 5Y*
- 2.76%
- 10Y*
- —
SDMZX
- 1D
- 0.11%
- 1M
- -1.22%
- YTD
- -0.26%
- 6M
- 1.04%
- 1Y
- 4.25%
- 3Y*
- 5.41%
- 5Y*
- 2.69%
- 10Y*
- 3.13%
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CDSRX vs. SDMZX - Expense Ratio Comparison
CDSRX has a 0.45% expense ratio, which is lower than SDMZX's 0.46% expense ratio.
Return for Risk
CDSRX vs. SDMZX — Risk / Return Rank
CDSRX
SDMZX
CDSRX vs. SDMZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Short Duration Income Fund Class R6 (CDSRX) and PGIM Short Duration Multi-Sector Bond Fund (SDMZX). 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.
| CDSRX | SDMZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.08 | 2.21 | -0.13 |
Sortino ratioReturn per unit of downside risk | 3.64 | 3.89 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.54 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 3.02 | 3.30 | -0.27 |
Martin ratioReturn relative to average drawdown | 12.68 | 13.64 | -0.96 |
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
| CDSRX | SDMZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.08 | 2.21 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.17 | 1.17 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.28 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.26 | 1.22 | +0.04 |
Correlation
The correlation between CDSRX and SDMZX is 0.78, 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
CDSRX vs. SDMZX - Dividend Comparison
CDSRX's dividend yield for the trailing twelve months is around 4.18%, less than SDMZX's 4.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDSRX Calvert Short Duration Income Fund Class R6 | 4.18% | 4.55% | 4.98% | 3.52% | 2.21% | 2.56% | 2.88% | 2.75% | 0.00% | 0.00% | 0.00% | 0.00% |
SDMZX PGIM Short Duration Multi-Sector Bond Fund | 4.30% | 4.62% | 4.57% | 3.36% | 4.70% | 2.76% | 3.10% | 6.18% | 3.47% | 2.64% | 2.76% | 3.34% |
Drawdowns
CDSRX vs. SDMZX - Drawdown Comparison
The maximum CDSRX drawdown since its inception was -9.96%, roughly equal to the maximum SDMZX drawdown of -9.76%. Use the drawdown chart below to compare losses from any high point for CDSRX and SDMZX.
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Drawdown Indicators
| CDSRX | SDMZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.96% | -9.76% | -0.20% |
Max Drawdown (1Y)Largest decline over 1 year | -1.56% | -1.44% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -7.91% | -8.51% | +0.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.76% | — |
Current DrawdownCurrent decline from peak | -1.31% | -1.22% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -1.39% | -1.00% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.37% | 0.35% | +0.02% |
Volatility
CDSRX vs. SDMZX - Volatility Comparison
Calvert Short Duration Income Fund Class R6 (CDSRX) and PGIM Short Duration Multi-Sector Bond Fund (SDMZX) have volatilities of 0.68% and 0.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CDSRX | SDMZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.68% | 0.70% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 1.41% | 1.40% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.19% | 2.12% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.38% | 2.30% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.66% | 2.46% | +0.20% |