PortfoliosLab logoPortfoliosLab logo
FRFZX vs. APDFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRFZX vs. APDFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Floating Rate Income Fund (FRFZX) and Artisan High Income Fund Advisor Class (APDFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FRFZX vs. APDFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRFZX
PGIM Floating Rate Income Fund
-0.61%5.66%9.45%14.11%-3.56%5.46%4.62%7.47%-0.13%4.48%
APDFX
Artisan High Income Fund Advisor Class
-1.96%8.32%8.46%15.98%-10.57%3.99%9.67%14.84%-1.40%9.01%

Returns By Period

In the year-to-date period, FRFZX achieves a -0.61% return, which is significantly higher than APDFX's -1.96% return. Over the past 10 years, FRFZX has underperformed APDFX with an annualized return of 5.30%, while APDFX has yielded a comparatively higher 6.69% annualized return.


FRFZX

1D
-0.11%
1M
-0.34%
YTD
-0.61%
6M
0.74%
1Y
4.85%
3Y*
8.27%
5Y*
5.44%
10Y*
5.30%

APDFX

1D
0.11%
1M
-2.09%
YTD
-1.96%
6M
-0.88%
1Y
5.03%
3Y*
8.40%
5Y*
3.97%
10Y*
6.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FRFZX vs. APDFX - Expense Ratio Comparison

FRFZX has a 0.70% expense ratio, which is lower than APDFX's 0.80% expense ratio.


Return for Risk

FRFZX vs. APDFX — Risk / Return Rank

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

FRFZX
FRFZX Risk / Return Rank: 9191
Overall Rank
FRFZX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FRFZX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FRFZX Omega Ratio Rank: 9797
Omega Ratio Rank
FRFZX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FRFZX Martin Ratio Rank: 8787
Martin Ratio Rank

APDFX
APDFX Risk / Return Rank: 8383
Overall Rank
APDFX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
APDFX Sortino Ratio Rank: 8989
Sortino Ratio Rank
APDFX Omega Ratio Rank: 9090
Omega Ratio Rank
APDFX Calmar Ratio Rank: 7878
Calmar Ratio Rank
APDFX Martin Ratio Rank: 7474
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.

FRFZX vs. APDFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Floating Rate Income Fund (FRFZX) and Artisan High Income Fund Advisor Class (APDFX). 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.


FRFZXAPDFXDifference

Sharpe ratio

Return per unit of total volatility

1.95

1.64

+0.31

Sortino ratio

Return per unit of downside risk

3.26

2.45

+0.81

Omega ratio

Gain probability vs. loss probability

1.62

1.40

+0.23

Calmar ratio

Return relative to maximum drawdown

2.21

1.82

+0.39

Martin ratio

Return relative to average drawdown

9.23

7.01

+2.22

FRFZX vs. APDFX - Sharpe Ratio Comparison

The current FRFZX Sharpe Ratio is 1.95, which is comparable to the APDFX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of FRFZX and APDFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FRFZXAPDFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.64

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.78

0.82

+0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.34

1.28

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.36

1.10

+0.26

Correlation

The correlation between FRFZX and APDFX is 0.54, 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

FRFZX vs. APDFX - Dividend Comparison

FRFZX's dividend yield for the trailing twelve months is around 7.00%, more than APDFX's 6.53% yield.


TTM20252024202320222021202020192018201720162015
FRFZX
PGIM Floating Rate Income Fund
7.00%7.65%8.76%8.87%6.41%3.33%5.35%5.42%5.06%4.90%4.34%3.97%
APDFX
Artisan High Income Fund Advisor Class
6.53%6.86%7.27%7.39%6.34%5.41%5.42%6.94%7.17%8.01%6.70%7.48%

Drawdowns

FRFZX vs. APDFX - Drawdown Comparison

The maximum FRFZX drawdown since its inception was -21.95%, roughly equal to the maximum APDFX drawdown of -21.52%. Use the drawdown chart below to compare losses from any high point for FRFZX and APDFX.


Loading graphics...

Drawdown Indicators


FRFZXAPDFXDifference

Max Drawdown

Largest peak-to-trough decline

-21.95%

-21.52%

-0.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.23%

-2.76%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-7.85%

-14.64%

+6.79%

Max Drawdown (10Y)

Largest decline over 10 years

-21.95%

-21.52%

-0.43%

Current Drawdown

Current decline from peak

-0.85%

-2.64%

+1.79%

Average Drawdown

Average peak-to-trough decline

-0.93%

-2.16%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

0.72%

-0.16%

Volatility

FRFZX vs. APDFX - Volatility Comparison

The current volatility for PGIM Floating Rate Income Fund (FRFZX) is 0.60%, while Artisan High Income Fund Advisor Class (APDFX) has a volatility of 1.07%. This indicates that FRFZX experiences smaller price fluctuations and is considered to be less risky than APDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FRFZXAPDFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

1.07%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

1.58%

1.99%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

2.72%

3.38%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.07%

4.91%

-1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.96%

5.24%

-1.28%