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

Correlation

The correlation between FLRT and HYSZX is 0.24, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

FLRT vs. HYSZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Global Senior Loan ETF (FLRT) and PGIM Short Duration High Yield Income Fund (HYSZX). The values are adjusted to include any dividend payments, if applicable.

50.00%55.00%60.00%NovemberDecember2025FebruaryMarchApril
49.36%
59.16%
FLRT
HYSZX

Key characteristics

Sharpe Ratio

FLRT:

2.00

HYSZX:

1.84

Sortino Ratio

FLRT:

2.27

HYSZX:

2.96

Omega Ratio

FLRT:

1.63

HYSZX:

1.44

Calmar Ratio

FLRT:

1.71

HYSZX:

2.40

Martin Ratio

FLRT:

18.47

HYSZX:

11.30

Ulcer Index

FLRT:

0.24%

HYSZX:

0.50%

Daily Std Dev

FLRT:

2.26%

HYSZX:

3.08%

Max Drawdown

FLRT:

-20.96%

HYSZX:

-18.31%

Current Drawdown

FLRT:

-2.64%

HYSZX:

-2.36%

Returns By Period

In the year-to-date period, FLRT achieves a -1.65% return, which is significantly lower than HYSZX's -0.28% return. Over the past 10 years, FLRT has outperformed HYSZX with an annualized return of 5.06%, while HYSZX has yielded a comparatively lower 4.66% annualized return.


FLRT

YTD

-1.65%

1M

-2.44%

6M

0.09%

1Y

4.42%

5Y*

7.32%

10Y*

5.06%

HYSZX

YTD

-0.28%

1M

-2.25%

6M

0.06%

1Y

5.67%

5Y*

7.35%

10Y*

4.66%

*Annualized

Compare stocks, funds, or ETFs

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


FLRT vs. HYSZX - Expense Ratio Comparison

FLRT has a 0.69% expense ratio, which is lower than HYSZX's 0.75% expense ratio.


HYSZX
PGIM Short Duration High Yield Income Fund
Expense ratio chart for HYSZX: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HYSZX: 0.75%
Expense ratio chart for FLRT: current value is 0.69%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLRT: 0.69%

Risk-Adjusted Performance

FLRT vs. HYSZX — Risk-Adjusted Performance Rank

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

FLRT
The Risk-Adjusted Performance Rank of FLRT is 9393
Overall Rank
The Sharpe Ratio Rank of FLRT is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of FLRT is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FLRT is 9797
Omega Ratio Rank
The Calmar Ratio Rank of FLRT is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FLRT is 9797
Martin Ratio Rank

HYSZX
The Risk-Adjusted Performance Rank of HYSZX is 9292
Overall Rank
The Sharpe Ratio Rank of HYSZX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of HYSZX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of HYSZX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of HYSZX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of HYSZX is 9393
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.

FLRT vs. HYSZX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Global Senior Loan ETF (FLRT) and PGIM Short Duration High Yield Income Fund (HYSZX). 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 FLRT, currently valued at 2.00, compared to the broader market-1.000.001.002.003.004.005.00
FLRT: 2.00
HYSZX: 1.84
The chart of Sortino ratio for FLRT, currently valued at 2.27, compared to the broader market-2.000.002.004.006.008.0010.00
FLRT: 2.27
HYSZX: 2.96
The chart of Omega ratio for FLRT, currently valued at 1.63, compared to the broader market0.501.001.502.002.50
FLRT: 1.63
HYSZX: 1.44
The chart of Calmar ratio for FLRT, currently valued at 1.71, compared to the broader market0.005.0010.0015.00
FLRT: 1.71
HYSZX: 2.40
The chart of Martin ratio for FLRT, currently valued at 18.47, compared to the broader market0.0020.0040.0060.0080.00
FLRT: 18.47
HYSZX: 11.30

The current FLRT Sharpe Ratio is 2.00, which is comparable to the HYSZX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of FLRT and HYSZX, 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 Ratio2.003.004.005.006.007.008.00NovemberDecember2025FebruaryMarchApril
2.00
1.84
FLRT
HYSZX

Dividends

FLRT vs. HYSZX - Dividend Comparison

FLRT's dividend yield for the trailing twelve months is around 8.02%, more than HYSZX's 6.20% yield.


TTM20242023202220212020201920182017201620152014
FLRT
Pacific Global Senior Loan ETF
8.02%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%0.00%
HYSZX
PGIM Short Duration High Yield Income Fund
6.20%6.77%6.42%6.15%5.01%5.00%5.53%5.95%5.73%6.13%6.76%6.22%

Drawdowns

FLRT vs. HYSZX - Drawdown Comparison

The maximum FLRT drawdown since its inception was -20.96%, which is greater than HYSZX's maximum drawdown of -18.31%. Use the drawdown chart below to compare losses from any high point for FLRT and HYSZX. For additional features, visit the drawdowns tool.


-2.50%-2.00%-1.50%-1.00%-0.50%0.00%NovemberDecember2025FebruaryMarchApril
-2.64%
-2.36%
FLRT
HYSZX

Volatility

FLRT vs. HYSZX - Volatility Comparison

Pacific Global Senior Loan ETF (FLRT) has a higher volatility of 1.75% compared to PGIM Short Duration High Yield Income Fund (HYSZX) at 1.21%. This indicates that FLRT's price experiences larger fluctuations and is considered to be riskier than HYSZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%NovemberDecember2025FebruaryMarchApril
1.75%
1.21%
FLRT
HYSZX
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 © 2025 PortfoliosLab