DFAPX vs. PHYQX
Compare and contrast key facts about DFA Investment Grade Portfolio (DFAPX) and PGIM High Yield Fund Class R6 (PHYQX).
DFAPX is managed by Dimensional. It was launched on Mar 7, 2011. PHYQX is managed by PGIM. It was launched on Oct 31, 2011.
Performance
DFAPX vs. PHYQX - Performance Comparison
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DFAPX vs. PHYQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFAPX DFA Investment Grade Portfolio | -0.05% | 7.22% | 1.81% | 6.84% | -12.92% | -1.57% | 9.19% | 9.97% | -0.24% | 3.37% |
PHYQX PGIM High Yield Fund Class R6 | -0.77% | 9.18% | 8.55% | 12.34% | -12.22% | 5.99% | 5.79% | 16.29% | -1.18% | 7.74% |
Returns By Period
In the year-to-date period, DFAPX achieves a -0.05% return, which is significantly higher than PHYQX's -0.77% return. Over the past 10 years, DFAPX has underperformed PHYQX with an annualized return of 2.07%, while PHYQX has yielded a comparatively higher 5.88% annualized return.
DFAPX
- 1D
- 0.30%
- 1M
- -1.50%
- YTD
- -0.05%
- 6M
- 0.51%
- 1Y
- 4.12%
- 3Y*
- 4.18%
- 5Y*
- 0.66%
- 10Y*
- 2.07%
PHYQX
- 1D
- 0.63%
- 1M
- -1.65%
- YTD
- -0.77%
- 6M
- 0.27%
- 1Y
- 6.48%
- 3Y*
- 8.63%
- 5Y*
- 3.93%
- 10Y*
- 5.88%
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DFAPX vs. PHYQX - Expense Ratio Comparison
DFAPX has a 0.20% expense ratio, which is lower than PHYQX's 0.38% expense ratio.
Return for Risk
DFAPX vs. PHYQX — Risk / Return Rank
DFAPX
PHYQX
DFAPX vs. PHYQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Investment Grade Portfolio (DFAPX) 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.
| DFAPX | PHYQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.79 | -0.79 |
Sortino ratioReturn per unit of downside risk | 1.45 | 2.67 | -1.22 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.42 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.97 | 2.43 | -0.45 |
Martin ratioReturn relative to average drawdown | 5.75 | 9.84 | -4.09 |
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
| DFAPX | PHYQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.79 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.78 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 1.08 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 1.12 | -0.64 |
Correlation
The correlation between DFAPX and PHYQX is 0.21, 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.
Dividends
DFAPX vs. PHYQX - Dividend Comparison
DFAPX's dividend yield for the trailing twelve months is around 3.77%, less than PHYQX's 6.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAPX DFA Investment Grade Portfolio | 3.77% | 3.78% | 3.79% | 3.31% | 2.62% | 3.31% | 2.14% | 2.59% | 2.67% | 2.21% | 2.12% | 2.45% |
PHYQX PGIM High Yield Fund Class R6 | 6.58% | 7.07% | 7.53% | 7.09% | 6.29% | 6.23% | 6.56% | 6.32% | 6.64% | 6.38% | 4.88% | 7.05% |
Drawdowns
DFAPX vs. PHYQX - Drawdown Comparison
The maximum DFAPX drawdown since its inception was -18.30%, smaller than the maximum PHYQX drawdown of -21.12%. Use the drawdown chart below to compare losses from any high point for DFAPX and PHYQX.
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Drawdown Indicators
| DFAPX | PHYQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.30% | -21.12% | +2.82% |
Max Drawdown (1Y)Largest decline over 1 year | -2.61% | -2.94% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -18.22% | -16.05% | -2.17% |
Max Drawdown (10Y)Largest decline over 10 years | -18.30% | -21.12% | +2.82% |
Current DrawdownCurrent decline from peak | -1.88% | -1.86% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -3.50% | -2.25% | -1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 0.72% | +0.17% |
Volatility
DFAPX vs. PHYQX - Volatility Comparison
DFA Investment Grade Portfolio (DFAPX) has a higher volatility of 1.59% compared to PGIM High Yield Fund Class R6 (PHYQX) at 1.41%. This indicates that DFAPX's price experiences larger fluctuations and is considered to be riskier than PHYQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFAPX | PHYQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 1.41% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 2.53% | 2.46% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.34% | 3.78% | +0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.80% | 5.05% | +0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.88% | 5.47% | -0.59% |