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HYSZX vs. PTEZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYSZX vs. PTEZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Short Duration High Yield Income Fund (HYSZX) and PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX). The values are adjusted to include any dividend payments, if applicable.

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HYSZX vs. PTEZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYSZX
PGIM Short Duration High Yield Income Fund
-0.70%7.84%6.49%9.57%-6.46%5.48%4.19%11.78%1.20%4.80%
PTEZX
PGIM Quant Solutions Large-Cap Core Equity Fund
-2.96%16.65%39.29%26.67%-16.52%29.12%11.22%33.36%-7.50%23.38%

Returns By Period

In the year-to-date period, HYSZX achieves a -0.70% return, which is significantly higher than PTEZX's -2.96% return. Over the past 10 years, HYSZX has underperformed PTEZX with an annualized return of 4.90%, while PTEZX has yielded a comparatively higher 14.79% annualized return.


HYSZX

1D
0.36%
1M
-1.19%
YTD
-0.70%
6M
0.47%
1Y
5.26%
3Y*
6.72%
5Y*
3.86%
10Y*
4.90%

PTEZX

1D
3.05%
1M
-4.78%
YTD
-2.96%
6M
-0.02%
1Y
20.21%
3Y*
23.28%
5Y*
14.31%
10Y*
14.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYSZX vs. PTEZX - Expense Ratio Comparison

HYSZX has a 0.75% expense ratio, which is higher than PTEZX's 0.49% expense ratio.


Return for Risk

HYSZX vs. PTEZX — Risk / Return Rank

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

HYSZX
HYSZX Risk / Return Rank: 9090
Overall Rank
HYSZX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HYSZX Sortino Ratio Rank: 9191
Sortino Ratio Rank
HYSZX Omega Ratio Rank: 9191
Omega Ratio Rank
HYSZX Calmar Ratio Rank: 8888
Calmar Ratio Rank
HYSZX Martin Ratio Rank: 8989
Martin Ratio Rank

PTEZX
PTEZX Risk / Return Rank: 6262
Overall Rank
PTEZX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PTEZX Sortino Ratio Rank: 5757
Sortino Ratio Rank
PTEZX Omega Ratio Rank: 6060
Omega Ratio Rank
PTEZX Calmar Ratio Rank: 6363
Calmar Ratio Rank
PTEZX Martin Ratio Rank: 7676
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.

HYSZX vs. PTEZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Short Duration High Yield Income Fund (HYSZX) and PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX). 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.


HYSZXPTEZXDifference

Sharpe ratio

Return per unit of total volatility

1.80

1.09

+0.71

Sortino ratio

Return per unit of downside risk

2.68

1.64

+1.04

Omega ratio

Gain probability vs. loss probability

1.43

1.25

+0.17

Calmar ratio

Return relative to maximum drawdown

2.45

1.67

+0.78

Martin ratio

Return relative to average drawdown

10.13

8.13

+2.00

HYSZX vs. PTEZX - Sharpe Ratio Comparison

The current HYSZX Sharpe Ratio is 1.80, which is higher than the PTEZX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of HYSZX and PTEZX, 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


HYSZXPTEZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.09

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.72

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

0.75

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.40

+0.73

Correlation

The correlation between HYSZX and PTEZX is 0.38, 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. PTEZX - Dividend Comparison

HYSZX's dividend yield for the trailing twelve months is around 5.93%, less than PTEZX's 11.86% yield.


TTM20252024202320222021202020192018201720162015
HYSZX
PGIM Short Duration High Yield Income Fund
5.93%6.45%6.27%4.84%5.01%4.56%5.00%5.60%5.94%5.73%6.33%6.76%
PTEZX
PGIM Quant Solutions Large-Cap Core Equity Fund
11.86%11.51%20.91%3.55%2.72%16.00%2.38%6.76%23.24%15.58%5.37%5.92%

Drawdowns

HYSZX vs. PTEZX - Drawdown Comparison

The maximum HYSZX drawdown since its inception was -18.31%, smaller than the maximum PTEZX drawdown of -55.81%. Use the drawdown chart below to compare losses from any high point for HYSZX and PTEZX.


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Drawdown Indicators


HYSZXPTEZXDifference

Max Drawdown

Largest peak-to-trough decline

-18.31%

-55.81%

+37.50%

Max Drawdown (1Y)

Largest decline over 1 year

-2.39%

-12.69%

+10.30%

Max Drawdown (5Y)

Largest decline over 5 years

-9.77%

-26.20%

+16.43%

Max Drawdown (10Y)

Largest decline over 10 years

-18.31%

-36.19%

+17.88%

Current Drawdown

Current decline from peak

-1.42%

-5.87%

+4.45%

Average Drawdown

Average peak-to-trough decline

-1.20%

-11.73%

+10.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

2.61%

-2.03%

Volatility

HYSZX vs. PTEZX - Volatility Comparison

The current volatility for PGIM Short Duration High Yield Income Fund (HYSZX) is 1.11%, while PGIM Quant Solutions Large-Cap Core Equity Fund (PTEZX) has a volatility of 5.53%. This indicates that HYSZX experiences smaller price fluctuations and is considered to be less risky than PTEZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYSZXPTEZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

5.53%

-4.42%

Volatility (6M)

Calculated over the trailing 6-month period

1.94%

9.94%

-8.00%

Volatility (1Y)

Calculated over the trailing 1-year period

3.10%

19.04%

-15.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.83%

19.97%

-16.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.21%

19.86%

-15.65%