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FTKFX vs. PHYQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTKFX vs. PHYQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total Bond K6 Fund (FTKFX) and PGIM High Yield Fund Class R6 (PHYQX). The values are adjusted to include any dividend payments, if applicable.

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FTKFX vs. PHYQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTKFX
Fidelity Total Bond K6 Fund
-0.32%7.53%2.36%6.65%-13.23%-0.46%8.75%10.03%-0.75%1.14%
PHYQX
PGIM High Yield Fund Class R6
-0.77%9.18%8.55%12.34%-12.22%5.99%5.79%16.29%-1.18%2.42%

Returns By Period

In the year-to-date period, FTKFX achieves a -0.32% return, which is significantly higher than PHYQX's -0.77% return.


FTKFX

1D
0.11%
1M
-1.78%
YTD
-0.32%
6M
0.44%
1Y
4.08%
3Y*
4.23%
5Y*
0.77%
10Y*

PHYQX

1D
0.63%
1M
-1.65%
YTD
-0.77%
6M
0.27%
1Y
6.48%
3Y*
8.63%
5Y*
3.93%
10Y*
5.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTKFX vs. PHYQX - Expense Ratio Comparison

FTKFX has a 0.30% expense ratio, which is lower than PHYQX's 0.38% expense ratio.


Return for Risk

FTKFX vs. PHYQX — Risk / Return Rank

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

FTKFX
FTKFX Risk / Return Rank: 5454
Overall Rank
FTKFX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FTKFX Sortino Ratio Rank: 4747
Sortino Ratio Rank
FTKFX Omega Ratio Rank: 3535
Omega Ratio Rank
FTKFX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FTKFX Martin Ratio Rank: 5959
Martin Ratio Rank

PHYQX
PHYQX Risk / Return Rank: 8989
Overall Rank
PHYQX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PHYQX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PHYQX Omega Ratio Rank: 9191
Omega Ratio Rank
PHYQX Calmar Ratio Rank: 8989
Calmar Ratio Rank
PHYQX Martin Ratio Rank: 8888
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.

FTKFX vs. PHYQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond K6 Fund (FTKFX) and PGIM High Yield Fund Class R6 (PHYQX). 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.


FTKFXPHYQXDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.79

-0.79

Sortino ratio

Return per unit of downside risk

1.42

2.67

-1.25

Omega ratio

Gain probability vs. loss probability

1.18

1.42

-0.25

Calmar ratio

Return relative to maximum drawdown

1.93

2.43

-0.49

Martin ratio

Return relative to average drawdown

5.86

9.84

-3.99

FTKFX vs. PHYQX - Sharpe Ratio Comparison

The current FTKFX Sharpe Ratio is 1.00, which is lower than the PHYQX Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of FTKFX and PHYQX, 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


FTKFXPHYQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.79

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.78

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.12

-0.67

Correlation

The correlation between FTKFX and PHYQX is 0.47, 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

FTKFX vs. PHYQX - Dividend Comparison

FTKFX's dividend yield for the trailing twelve months is around 4.25%, less than PHYQX's 6.58% yield.


TTM20252024202320222021202020192018201720162015
FTKFX
Fidelity Total Bond K6 Fund
4.25%4.61%4.76%3.86%2.53%2.24%5.51%3.26%2.94%1.63%0.00%0.00%
PHYQX
PGIM High Yield Fund Class R6
6.58%7.07%7.53%7.09%6.29%6.23%6.56%6.32%6.64%6.38%4.88%7.05%

Drawdowns

FTKFX vs. PHYQX - Drawdown Comparison

The maximum FTKFX drawdown since its inception was -17.81%, smaller than the maximum PHYQX drawdown of -21.12%. Use the drawdown chart below to compare losses from any high point for FTKFX and PHYQX.


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Drawdown Indicators


FTKFXPHYQXDifference

Max Drawdown

Largest peak-to-trough decline

-17.81%

-21.12%

+3.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-2.94%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-17.81%

-16.05%

-1.76%

Max Drawdown (10Y)

Largest decline over 10 years

-21.12%

Current Drawdown

Current decline from peak

-2.21%

-1.86%

-0.35%

Average Drawdown

Average peak-to-trough decline

-4.24%

-2.25%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.72%

+0.21%

Volatility

FTKFX vs. PHYQX - Volatility Comparison

Fidelity Total Bond K6 Fund (FTKFX) has a higher volatility of 1.61% compared to PGIM High Yield Fund Class R6 (PHYQX) at 1.41%. This indicates that FTKFX's price experiences larger fluctuations and is considered to be riskier than PHYQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTKFXPHYQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

1.41%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

2.46%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.41%

3.78%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.63%

5.05%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.93%

5.47%

-0.54%