FRIAX vs. PDBZX
Compare and contrast key facts about Franklin Income Fund Advisor Class (FRIAX) and PGIM Total Return Bond Fund Class Z (PDBZX).
FRIAX is managed by Franklin Templeton. It was launched on Aug 28, 1997. PDBZX is managed by PGIM Investments. It was launched on Jan 14, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FRIAX or PDBZX.
Key characteristics
| FRIAX | PDBZX | |
|---|---|---|
| YTD Return | 8.55% | 2.84% |
| 1Y Return | 16.13% | 9.23% |
| 3Y Return (Ann) | 3.81% | -1.66% |
| 5Y Return (Ann) | 6.60% | -0.41% |
| 10Y Return (Ann) | 5.31% | 1.77% |
| Sharpe Ratio | 2.80 | 1.56 |
| Sortino Ratio | 4.14 | 2.27 |
| Omega Ratio | 1.65 | 1.28 |
| Calmar Ratio | 3.08 | 0.59 |
| Martin Ratio | 22.01 | 5.96 |
| Ulcer Index | 0.73% | 1.47% |
| Daily Std Dev | 5.77% | 5.60% |
| Max Drawdown | -44.47% | -20.32% |
| Current Drawdown | -1.19% | -7.03% |
Correlation
The correlation between FRIAX and PDBZX is 0.03, 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
FRIAX vs. PDBZX - Performance Comparison
In the year-to-date period, FRIAX achieves a 8.55% return, which is significantly higher than PDBZX's 2.84% return. Over the past 10 years, FRIAX has outperformed PDBZX with an annualized return of 5.31%, while PDBZX has yielded a comparatively lower 1.77% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FRIAX vs. PDBZX - Expense Ratio Comparison
FRIAX has a 0.46% expense ratio, which is lower than PDBZX's 0.49% expense ratio.
Risk-Adjusted Performance
FRIAX vs. PDBZX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Income Fund Advisor Class (FRIAX) and PGIM Total Return Bond Fund Class Z (PDBZX). 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.
Dividends
FRIAX vs. PDBZX - Dividend Comparison
FRIAX's dividend yield for the trailing twelve months is around 5.55%, more than PDBZX's 4.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRIAX Franklin Income Fund Advisor Class | 5.55% | 5.71% | 5.60% | 4.80% | 5.26% | 5.15% | 5.67% | 5.08% | 5.25% | 5.77% | 5.08% | 5.52% |
PDBZX PGIM Total Return Bond Fund Class Z | 4.79% | 4.61% | 5.12% | 2.96% | 2.95% | 3.62% | 4.02% | 2.91% | 2.87% | 3.20% | 3.59% | 3.78% |
Drawdowns
FRIAX vs. PDBZX - Drawdown Comparison
The maximum FRIAX drawdown since its inception was -44.47%, which is greater than PDBZX's maximum drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for FRIAX and PDBZX. For additional features, visit the drawdowns tool.
Volatility
FRIAX vs. PDBZX - Volatility Comparison
The current volatility for Franklin Income Fund Advisor Class (FRIAX) is 1.24%, while PGIM Total Return Bond Fund Class Z (PDBZX) has a volatility of 1.57%. This indicates that FRIAX experiences smaller price fluctuations and is considered to be less risky than PDBZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.