PortfoliosLab logo
FRFZX vs. PUCZX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FRFZX and PUCZX 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.


Performance

FRFZX vs. PUCZX - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

FRFZX:

2.33

PUCZX:

1.69

Sortino Ratio

FRFZX:

4.15

PUCZX:

2.61

Omega Ratio

FRFZX:

1.85

PUCZX:

1.33

Calmar Ratio

FRFZX:

2.26

PUCZX:

1.13

Martin Ratio

FRFZX:

9.01

PUCZX:

6.31

Ulcer Index

FRFZX:

0.78%

PUCZX:

1.09%

Daily Std Dev

FRFZX:

3.05%

PUCZX:

3.93%

Max Drawdown

FRFZX:

-21.95%

PUCZX:

-18.18%

Current Drawdown

FRFZX:

-0.10%

PUCZX:

-1.34%

Returns By Period

In the year-to-date period, FRFZX achieves a 0.87% return, which is significantly lower than PUCZX's 1.73% return.


FRFZX

YTD

0.87%

1M

2.77%

6M

2.02%

1Y

7.07%

5Y*

8.84%

10Y*

4.97%

PUCZX

YTD

1.73%

1M

0.79%

6M

2.04%

1Y

6.61%

5Y*

2.91%

10Y*

N/A

*Annualized

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. PUCZX - Expense Ratio Comparison

FRFZX has a 0.70% expense ratio, which is higher than PUCZX's 0.62% expense ratio.


Risk-Adjusted Performance

FRFZX vs. PUCZX — Risk-Adjusted Performance Rank

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

FRFZX
The Risk-Adjusted Performance Rank of FRFZX is 9595
Overall Rank
The Sharpe Ratio Rank of FRFZX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of FRFZX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of FRFZX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of FRFZX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of FRFZX is 9393
Martin Ratio Rank

PUCZX
The Risk-Adjusted Performance Rank of PUCZX is 8989
Overall Rank
The Sharpe Ratio Rank of PUCZX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of PUCZX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of PUCZX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of PUCZX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of PUCZX is 8989
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.

FRFZX vs. PUCZX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Floating Rate Income Fund (FRFZX) and PGIM Strategic Bond Fund Class Z (PUCZX). 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.


The current FRFZX Sharpe Ratio is 2.33, which is higher than the PUCZX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of FRFZX and PUCZX, 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 data...

Dividends

FRFZX vs. PUCZX - Dividend Comparison

FRFZX's dividend yield for the trailing twelve months is around 8.21%, more than PUCZX's 5.98% yield.


TTM20242023202220212020201920182017201620152014
FRFZX
PGIM Floating Rate Income Fund
8.21%8.73%8.87%7.32%3.67%5.35%5.92%5.16%4.76%4.25%3.98%4.15%
PUCZX
PGIM Strategic Bond Fund Class Z
5.98%6.37%7.62%6.00%3.99%5.05%6.87%4.78%4.21%6.49%1.85%0.00%

Drawdowns

FRFZX vs. PUCZX - Drawdown Comparison

The maximum FRFZX drawdown since its inception was -21.95%, which is greater than PUCZX's maximum drawdown of -18.18%. Use the drawdown chart below to compare losses from any high point for FRFZX and PUCZX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FRFZX vs. PUCZX - Volatility Comparison

The current volatility for PGIM Floating Rate Income Fund (FRFZX) is 0.76%, while PGIM Strategic Bond Fund Class Z (PUCZX) has a volatility of 1.29%. This indicates that FRFZX experiences smaller price fluctuations and is considered to be less risky than PUCZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...