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DFEQX vs. PIFZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFEQX vs. PIFZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Short-Term Extended Quality Portfolio (DFEQX) and PGIM Short-Term Corporate Bond Fund Class Z (PIFZX). The values are adjusted to include any dividend payments, if applicable.

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DFEQX vs. PIFZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFEQX
DFA Short-Term Extended Quality Portfolio
0.38%4.27%5.50%5.44%-5.18%-0.60%2.24%4.51%1.34%1.51%
PIFZX
PGIM Short-Term Corporate Bond Fund Class Z
-0.26%6.66%4.47%6.20%-6.85%-0.60%5.44%6.76%0.62%2.23%

Returns By Period

In the year-to-date period, DFEQX achieves a 0.38% return, which is significantly higher than PIFZX's -0.26% return. Over the past 10 years, DFEQX has underperformed PIFZX with an annualized return of 1.91%, while PIFZX has yielded a comparatively higher 2.50% annualized return.


DFEQX

1D
0.10%
1M
-0.46%
YTD
0.38%
6M
1.41%
1Y
3.59%
3Y*
4.68%
5Y*
1.91%
10Y*
1.91%

PIFZX

1D
0.09%
1M
-1.10%
YTD
-0.26%
6M
0.76%
1Y
4.27%
3Y*
4.91%
5Y*
1.93%
10Y*
2.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFEQX vs. PIFZX - Expense Ratio Comparison

DFEQX has a 0.19% expense ratio, which is lower than PIFZX's 0.47% expense ratio.


Return for Risk

DFEQX vs. PIFZX — Risk / Return Rank

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

DFEQX
DFEQX Risk / Return Rank: 9999
Overall Rank
DFEQX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFEQX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFEQX Omega Ratio Rank: 9999
Omega Ratio Rank
DFEQX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DFEQX Martin Ratio Rank: 9898
Martin Ratio Rank

PIFZX
PIFZX Risk / Return Rank: 8989
Overall Rank
PIFZX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PIFZX Sortino Ratio Rank: 9292
Sortino Ratio Rank
PIFZX Omega Ratio Rank: 8787
Omega Ratio Rank
PIFZX Calmar Ratio Rank: 9090
Calmar Ratio Rank
PIFZX Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFEQX vs. PIFZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Short-Term Extended Quality Portfolio (DFEQX) and PGIM Short-Term Corporate Bond Fund Class Z (PIFZX). 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.


DFEQXPIFZXDifference

Sharpe ratio

Return per unit of total volatility

4.12

1.83

+2.29

Sortino ratio

Return per unit of downside risk

6.61

2.85

+3.76

Omega ratio

Gain probability vs. loss probability

2.55

1.39

+1.16

Calmar ratio

Return relative to maximum drawdown

4.59

2.71

+1.88

Martin ratio

Return relative to average drawdown

20.66

10.63

+10.03

DFEQX vs. PIFZX - Sharpe Ratio Comparison

The current DFEQX Sharpe Ratio is 4.12, which is higher than the PIFZX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of DFEQX and PIFZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFEQXPIFZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.12

1.83

+2.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.67

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.13

0.94

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

1.43

-0.33

Correlation

The correlation between DFEQX and PIFZX is 0.63, 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

DFEQX vs. PIFZX - Dividend Comparison

DFEQX's dividend yield for the trailing twelve months is around 3.94%, more than PIFZX's 3.73% yield.


TTM20252024202320222021202020192018201720162015
DFEQX
DFA Short-Term Extended Quality Portfolio
3.94%3.62%4.40%3.34%1.78%1.05%0.47%2.18%3.14%1.51%1.59%1.72%
PIFZX
PGIM Short-Term Corporate Bond Fund Class Z
3.73%3.99%3.22%2.85%2.24%1.99%2.49%2.85%2.83%2.77%2.65%2.82%

Drawdowns

DFEQX vs. PIFZX - Drawdown Comparison

The maximum DFEQX drawdown since its inception was -8.40%, smaller than the maximum PIFZX drawdown of -10.46%. Use the drawdown chart below to compare losses from any high point for DFEQX and PIFZX.


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Drawdown Indicators


DFEQXPIFZXDifference

Max Drawdown

Largest peak-to-trough decline

-8.40%

-10.46%

+2.06%

Max Drawdown (1Y)

Largest decline over 1 year

-0.76%

-1.74%

+0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-8.40%

-10.46%

+2.06%

Max Drawdown (10Y)

Largest decline over 10 years

-8.40%

-10.46%

+2.06%

Current Drawdown

Current decline from peak

-0.55%

-1.37%

+0.82%

Average Drawdown

Average peak-to-trough decline

-0.96%

-0.91%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.17%

0.44%

-0.27%

Volatility

DFEQX vs. PIFZX - Volatility Comparison

The current volatility for DFA Short-Term Extended Quality Portfolio (DFEQX) is 0.46%, while PGIM Short-Term Corporate Bond Fund Class Z (PIFZX) has a volatility of 0.78%. This indicates that DFEQX experiences smaller price fluctuations and is considered to be less risky than PIFZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFEQXPIFZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

0.78%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

0.66%

1.49%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

0.91%

2.42%

-1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.06%

2.90%

-0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.70%

2.66%

-0.96%