ISD vs. FTHY
Compare and contrast key facts about PGIM High Yield Bond Fund (ISD) and First Trust High Yield Opportunities 2027 Term Fund (FTHY).
ISD is managed by PGIM. It was launched on Apr 30, 2012. FTHY is managed by First Trust. It was launched on Jun 25, 2020.
Performance
ISD vs. FTHY - Performance Comparison
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ISD vs. FTHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ISD PGIM High Yield Bond Fund | -7.71% | 15.63% | 22.05% | 15.05% | -18.42% | 15.72% | 19.65% |
FTHY First Trust High Yield Opportunities 2027 Term Fund | -1.22% | 7.80% | 15.71% | 14.65% | -26.09% | 7.63% | 4.66% |
Returns By Period
In the year-to-date period, ISD achieves a -7.71% return, which is significantly lower than FTHY's -1.22% return.
ISD
- 1D
- 4.36%
- 1M
- -9.30%
- YTD
- -7.71%
- 6M
- -4.38%
- 1Y
- 0.94%
- 3Y*
- 12.75%
- 5Y*
- 5.94%
- 10Y*
- 7.39%
FTHY
- 1D
- 2.11%
- 1M
- -1.78%
- YTD
- -1.22%
- 6M
- -1.53%
- 1Y
- 3.99%
- 3Y*
- 10.25%
- 5Y*
- 2.42%
- 10Y*
- —
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ISD vs. FTHY - Expense Ratio Comparison
Both ISD and FTHY have an expense ratio of 0.02%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
ISD vs. FTHY — Risk / Return Rank
ISD
FTHY
ISD vs. FTHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM High Yield Bond Fund (ISD) and First Trust High Yield Opportunities 2027 Term Fund (FTHY). 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.
| ISD | FTHY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.06 | 0.41 | -0.35 |
Sortino ratioReturn per unit of downside risk | 0.18 | 0.61 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.10 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.09 | 0.49 | -0.40 |
Martin ratioReturn relative to average drawdown | 0.34 | 1.82 | -1.48 |
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
| ISD | FTHY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 0.41 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.19 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.21 | +0.22 |
Correlation
The correlation between ISD and FTHY is 0.50, 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
ISD vs. FTHY - Dividend Comparison
ISD's dividend yield for the trailing twelve months is around 9.57%, less than FTHY's 11.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISD PGIM High Yield Bond Fund | 9.57% | 8.71% | 9.21% | 10.23% | 10.61% | 7.85% | 8.40% | 7.86% | 7.89% | 8.46% | 8.28% | 9.64% |
FTHY First Trust High Yield Opportunities 2027 Term Fund | 11.09% | 10.66% | 10.70% | 10.22% | 11.85% | 7.83% | 2.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ISD vs. FTHY - Drawdown Comparison
The maximum ISD drawdown since its inception was -38.88%, which is greater than FTHY's maximum drawdown of -31.17%. Use the drawdown chart below to compare losses from any high point for ISD and FTHY.
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Drawdown Indicators
| ISD | FTHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.88% | -31.17% | -7.71% |
Max Drawdown (1Y)Largest decline over 1 year | -13.52% | -7.56% | -5.96% |
Max Drawdown (5Y)Largest decline over 5 years | -25.45% | -31.17% | +5.72% |
Max Drawdown (10Y)Largest decline over 10 years | -38.88% | — | — |
Current DrawdownCurrent decline from peak | -9.67% | -3.45% | -6.22% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -10.45% | +4.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 2.12% | +1.46% |
Volatility
ISD vs. FTHY - Volatility Comparison
PGIM High Yield Bond Fund (ISD) has a higher volatility of 7.95% compared to First Trust High Yield Opportunities 2027 Term Fund (FTHY) at 3.46%. This indicates that ISD's price experiences larger fluctuations and is considered to be riskier than FTHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISD | FTHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.95% | 3.46% | +4.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.69% | 4.99% | +4.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 9.78% | +5.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.30% | 12.86% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 13.39% | +1.18% |