GTRAX vs. FEPIX
Compare and contrast key facts about PGIM Global Total Return Fund (GTRAX) and Fidelity Total Bond Fund (FEPIX).
GTRAX is managed by PGIM. It was launched on Jul 6, 1986. FEPIX is managed by Fidelity.
Performance
GTRAX vs. FEPIX - Performance Comparison
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GTRAX vs. FEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTRAX PGIM Global Total Return Fund | -2.25% | 10.63% | -0.37% | 8.37% | -22.39% | -6.36% | 9.79% | 14.99% | -1.88% | 13.25% |
FEPIX Fidelity Total Bond Fund | -0.50% | 7.45% | 1.71% | 6.79% | -13.55% | -0.46% | 9.29% | 9.83% | -0.82% | 4.24% |
Returns By Period
In the year-to-date period, GTRAX achieves a -2.25% return, which is significantly lower than FEPIX's -0.50% return. Over the past 10 years, GTRAX has underperformed FEPIX with an annualized return of 1.45%, while FEPIX has yielded a comparatively higher 2.43% annualized return.
GTRAX
- 1D
- 0.00%
- 1M
- -4.60%
- YTD
- -2.25%
- 6M
- -1.91%
- 1Y
- 4.57%
- 3Y*
- 4.35%
- 5Y*
- -1.75%
- 10Y*
- 1.45%
FEPIX
- 1D
- 0.53%
- 1M
- -2.35%
- YTD
- -0.50%
- 6M
- 0.44%
- 1Y
- 4.14%
- 3Y*
- 3.99%
- 5Y*
- 0.60%
- 10Y*
- 2.43%
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GTRAX vs. FEPIX - Expense Ratio Comparison
GTRAX has a 0.88% expense ratio, which is higher than FEPIX's 0.50% expense ratio.
Return for Risk
GTRAX vs. FEPIX — Risk / Return Rank
GTRAX
FEPIX
GTRAX vs. FEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Global Total Return Fund (GTRAX) and Fidelity Total Bond Fund (FEPIX). 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.
| GTRAX | FEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.07 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.34 | 1.53 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.81 | -0.66 |
Martin ratioReturn relative to average drawdown | 4.66 | 5.50 | -0.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GTRAX | FEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.07 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | 0.11 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.52 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.89 | -0.64 |
Correlation
The correlation between GTRAX and FEPIX is 0.56, 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
GTRAX vs. FEPIX - Dividend Comparison
GTRAX's dividend yield for the trailing twelve months is around 3.40%, less than FEPIX's 3.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTRAX PGIM Global Total Return Fund | 3.40% | 3.67% | 3.82% | 3.02% | 3.22% | 3.03% | 3.63% | 8.40% | 3.40% | 3.17% | 3.70% | 3.55% |
FEPIX Fidelity Total Bond Fund | 3.97% | 4.31% | 3.74% | 3.74% | 2.49% | 1.87% | 5.17% | 2.97% | 3.14% | 2.92% | 3.55% | 3.25% |
Drawdowns
GTRAX vs. FEPIX - Drawdown Comparison
The maximum GTRAX drawdown since its inception was -33.63%, which is greater than FEPIX's maximum drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for GTRAX and FEPIX.
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Drawdown Indicators
| GTRAX | FEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.63% | -18.40% | -15.23% |
Max Drawdown (1Y)Largest decline over 1 year | -4.60% | -2.86% | -1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -31.81% | -18.40% | -13.41% |
Max Drawdown (10Y)Largest decline over 10 years | -33.63% | -18.40% | -15.23% |
Current DrawdownCurrent decline from peak | -15.25% | -2.35% | -12.90% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -2.48% | -3.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 0.94% | +0.20% |
Volatility
GTRAX vs. FEPIX - Volatility Comparison
PGIM Global Total Return Fund (GTRAX) has a higher volatility of 2.10% compared to Fidelity Total Bond Fund (FEPIX) at 1.58%. This indicates that GTRAX's price experiences larger fluctuations and is considered to be riskier than FEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTRAX | FEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.10% | 1.58% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 3.30% | 2.62% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.28% | 4.37% | +0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.41% | 5.65% | +0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.23% | 4.71% | +1.52% |