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HYZD vs. HYSZX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYZD vs. HYSZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD) and PGIM Short Duration High Yield Income Fund (HYSZX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYZD achieves a 3.50% return, which is significantly higher than HYSZX's 1.05% return. Over the past 10 years, HYZD has outperformed HYSZX with an annualized return of 5.36%, while HYSZX has yielded a comparatively lower 4.69% annualized return.


HYZD

1D
0.15%
1M
0.51%
6M
2.66%
YTD
3.50%
1Y
7.45%
3Y*
8.44%
5Y*
6.27%
10Y*
5.36%
ALL TIME*
4.40%

HYSZX

1D
0.12%
1M
-0.84%
6M
0.65%
YTD
1.05%
1Y
3.46%
3Y*
6.46%
5Y*
3.81%
10Y*
4.69%
ALL TIME*
4.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$1.53M$1.90M$1.53M

HYZD vs. HYSZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYZD
WisdomTree Interest Rate Hedged High Yield Bond Fund
3.50%7.67%9.39%11.17%-2.35%6.27%-0.63%9.17%-2.21%6.32%
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%

Correlation

The correlation between HYZD and HYSZX is 0.34, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.34

Correlation (3Y)
Balances recent behavior with more history.

0.31

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.40

Correlation (10Y)
Provides a long-term view across more market conditions.

0.36

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2013

0.35

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Return for Risk

HYZD vs. HYSZX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HYZD
HYZD Risk / Return Rank: 9292
Overall Rank
HYZD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
HYZD Sortino Ratio Rank: 9494
Sortino Ratio Rank
HYZD Omega Ratio Rank: 9393
Omega Ratio Rank
HYZD Calmar Ratio Rank: 8989
Calmar Ratio Rank
HYZD Martin Ratio Rank: 9292
Martin Ratio Rank

HYSZX
HYSZX Risk / Return Rank: 6767
Overall Rank
HYSZX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
HYSZX Sortino Ratio Rank: 7474
Sortino Ratio Rank
HYSZX Omega Ratio Rank: 7272
Omega Ratio Rank
HYSZX Calmar Ratio Rank: 5959
Calmar Ratio Rank
HYSZX Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HYZD vs. HYSZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD) and PGIM Short Duration High Yield Income Fund (HYSZX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HYZDHYSZXDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+1.26

Omega ratioGain probability vs. loss probability

1.48

1.31

+0.16

Calmar ratioReturn relative to maximum drawdown

3.66

2.01

+1.65

Martin ratioReturn relative to average drawdown

15.97

8.99

+6.98

HYZD vs. HYSZX - Sharpe Ratio Comparison

The current HYZD Sharpe Ratio is 2.32, which is higher than the HYSZX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of HYZD and HYSZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HYZD vs. HYSZX - Drawdown Comparison

The maximum HYZD drawdown since its inception was -25.66%, which is greater than HYSZX's maximum drawdown of -18.31%. Use the drawdown chart below to compare losses from any high point for HYZD and HYSZX.


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Drawdown Indicators


HYZDHYSZXDifference

Max Drawdown

Largest peak-to-trough decline

-25.66%

-18.31%

-7.35%

Max Drawdown (1Y)

Largest decline over 1 year

-1.91%

-2.01%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-5.85%

-2.82%

-3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-8.97%

-9.77%

+0.80%

Max Drawdown (10Y)

Largest decline over 10 years

-25.66%

-18.31%

-7.35%

Current Drawdown

Current decline from peak

0.00%

-0.84%

+0.84%

Average Drawdown

Average peak-to-trough decline

-2.18%

-1.18%

-1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

0.45%

-0.01%

Volatility

HYZD vs. HYSZX - Volatility Comparison

The current volatility for WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD) is 0.44%, while PGIM Short Duration High Yield Income Fund (HYSZX) has a volatility of 0.61%. This indicates that HYZD experiences smaller price fluctuations and is considered to be less risky than HYSZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYZDHYSZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.44%

0.61%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.39%

2.30%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.01%

2.88%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.69%

3.89%

+2.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.50%

4.22%

+4.28%

HYZD vs. HYSZX - Expense Ratio Comparison

HYZD has a 0.43% expense ratio, which is lower than HYSZX's 0.75% expense ratio.


Dividends

HYZD vs. HYSZX - Dividend Comparison

HYZD's dividend yield for the trailing twelve months is around 5.89%, which matches HYSZX's 5.87% yield.


PositionTTM20252024202320222021202020192018201720162015
HYSZX
PGIM Short Duration High Yield Income Fund
5.87%6.45%6.27%4.84%5.01%4.56%5.00%5.60%5.94%5.73%6.33%6.76%
HYZD
WisdomTree Interest Rate Hedged High Yield Bond Fund
5.89%6.05%6.08%5.94%5.14%4.02%5.13%5.50%5.58%4.94%5.07%4.38%

Frequently Asked Questions


HYZD and HYSZX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYSZX has higher volatility (0.61%) compared to HYZD (0.44%). In terms of maximum drawdown, HYZD dropped -25.66% vs HYSZX's -18.31%.

HYZD currently has the higher Sharpe Ratio (2.32 vs 1.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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