PortfoliosLab logo
CELFX vs. PHYQX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CELFX and PHYQX is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

CELFX vs. PHYQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cliffwater Enhanced Lending Fund (CELFX) and PGIM High Yield Fund Class R6 (PHYQX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

CELFX:

0.84%

PHYQX:

3.85%

Max Drawdown

CELFX:

0.00%

PHYQX:

-21.12%

Current Drawdown

CELFX:

0.00%

PHYQX:

-1.47%

Returns By Period


CELFX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

PHYQX

YTD

1.11%

1M

2.16%

6M

1.22%

1Y

8.23%

5Y*

6.01%

10Y*

5.08%

*Annualized

Compare stocks, funds, or ETFs

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


CELFX vs. PHYQX - Expense Ratio Comparison

CELFX has a 1.68% expense ratio, which is higher than PHYQX's 0.38% expense ratio.


Risk-Adjusted Performance

CELFX vs. PHYQX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CELFX
The Risk-Adjusted Performance Rank of CELFX is 9797
Overall Rank
The Sharpe Ratio Rank of CELFX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of CELFX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of CELFX is 9999
Omega Ratio Rank
The Calmar Ratio Rank of CELFX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of CELFX is 9696
Martin Ratio Rank

PHYQX
The Risk-Adjusted Performance Rank of PHYQX is 9595
Overall Rank
The Sharpe Ratio Rank of PHYQX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of PHYQX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of PHYQX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of PHYQX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of PHYQX is 9595
Martin 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.

CELFX vs. PHYQX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cliffwater Enhanced Lending Fund (CELFX) and PGIM High Yield Fund Class R6 (PHYQX). 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.



Loading data...

Dividends

CELFX vs. PHYQX - Dividend Comparison

CELFX has not paid dividends to shareholders, while PHYQX's dividend yield for the trailing twelve months is around 6.90%.


TTM20242023202220212020201920182017201620152014
CELFX
Cliffwater Enhanced Lending Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PHYQX
PGIM High Yield Fund Class R6
6.90%7.53%7.11%7.14%5.63%6.12%6.31%6.70%6.39%6.50%7.03%6.73%

Drawdowns

CELFX vs. PHYQX - Drawdown Comparison

The maximum CELFX drawdown since its inception was 0.00%, smaller than the maximum PHYQX drawdown of -21.12%. Use the drawdown chart below to compare losses from any high point for CELFX and PHYQX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

CELFX vs. PHYQX - Volatility Comparison


Loading data...