HYSZX vs. DEM
Compare and contrast key facts about PGIM Short Duration High Yield Income Fund (HYSZX) and WisdomTree Emerging Markets Equity Income Fund (DEM).
HYSZX is managed by PGIM. It was launched on Oct 26, 2012. DEM is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets Equity income Index. It was launched on Jul 13, 2007.
Performance
HYSZX vs. DEM - Performance Comparison
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HYSZX vs. DEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HYSZX PGIM Short Duration High Yield Income Fund | -1.05% | 7.84% | 6.49% | 9.57% | -6.46% | 5.48% | 4.19% | 11.78% | 1.20% | 4.80% |
DEM WisdomTree Emerging Markets Equity Income Fund | 6.89% | 21.29% | 4.46% | 20.93% | -10.43% | 11.49% | -5.84% | 19.84% | -7.69% | 26.26% |
Returns By Period
In the year-to-date period, HYSZX achieves a -1.05% return, which is significantly lower than DEM's 6.89% return. Over the past 10 years, HYSZX has underperformed DEM with an annualized return of 4.86%, while DEM has yielded a comparatively higher 9.12% annualized return.
HYSZX
- 1D
- 0.24%
- 1M
- -1.78%
- YTD
- -1.05%
- 6M
- 0.23%
- 1Y
- 5.13%
- 3Y*
- 6.59%
- 5Y*
- 3.81%
- 10Y*
- 4.86%
DEM
- 1D
- 2.73%
- 1M
- -3.50%
- YTD
- 6.89%
- 6M
- 9.69%
- 1Y
- 23.52%
- 3Y*
- 15.42%
- 5Y*
- 8.66%
- 10Y*
- 9.12%
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HYSZX vs. DEM - Expense Ratio Comparison
HYSZX has a 0.75% expense ratio, which is higher than DEM's 0.63% expense ratio.
Return for Risk
HYSZX vs. DEM — Risk / Return Rank
HYSZX
DEM
HYSZX vs. DEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Short Duration High Yield Income Fund (HYSZX) and WisdomTree Emerging Markets Equity Income Fund (DEM). 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.
| HYSZX | DEM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.78 | 1.57 | +0.21 |
Sortino ratioReturn per unit of downside risk | 2.66 | 2.16 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.32 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | 2.07 | +0.22 |
Martin ratioReturn relative to average drawdown | 9.59 | 9.47 | +0.11 |
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
| HYSZX | DEM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 1.57 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.57 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.16 | 0.51 | +0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.20 | +0.93 |
Correlation
The correlation between HYSZX and DEM is 0.34, 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.
Dividends
HYSZX vs. DEM - Dividend Comparison
HYSZX's dividend yield for the trailing twelve months is around 5.95%, more than DEM's 4.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYSZX PGIM Short Duration High Yield Income Fund | 5.95% | 6.45% | 6.27% | 4.84% | 5.01% | 4.56% | 5.00% | 5.60% | 5.94% | 5.73% | 6.33% | 6.76% |
DEM WisdomTree Emerging Markets Equity Income Fund | 4.22% | 4.88% | 5.24% | 5.49% | 8.62% | 5.87% | 4.21% | 4.78% | 4.47% | 3.67% | 3.63% | 5.21% |
Drawdowns
HYSZX vs. DEM - Drawdown Comparison
The maximum HYSZX drawdown since its inception was -18.31%, smaller than the maximum DEM drawdown of -51.85%. Use the drawdown chart below to compare losses from any high point for HYSZX and DEM.
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Drawdown Indicators
| HYSZX | DEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.31% | -51.85% | +33.54% |
Max Drawdown (1Y)Largest decline over 1 year | -2.39% | -11.39% | +9.00% |
Max Drawdown (5Y)Largest decline over 5 years | -9.77% | -27.18% | +17.41% |
Max Drawdown (10Y)Largest decline over 10 years | -18.31% | -37.79% | +19.48% |
Current DrawdownCurrent decline from peak | -1.78% | -4.57% | +2.79% |
Average DrawdownAverage peak-to-trough decline | -1.20% | -13.01% | +11.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.57% | 2.49% | -1.92% |
Volatility
HYSZX vs. DEM - Volatility Comparison
The current volatility for PGIM Short Duration High Yield Income Fund (HYSZX) is 1.03%, while WisdomTree Emerging Markets Equity Income Fund (DEM) has a volatility of 7.33%. This indicates that HYSZX experiences smaller price fluctuations and is considered to be less risky than DEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HYSZX | DEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.03% | 7.33% | -6.30% |
Volatility (6M)Calculated over the trailing 6-month period | 1.91% | 10.05% | -8.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.08% | 15.04% | -11.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.83% | 15.23% | -11.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.21% | 18.01% | -13.80% |