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ISD vs. FTHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISD vs. FTHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM High Yield Bond Fund (ISD) and First Trust High Yield Opportunities 2027 Term Fund (FTHY). The values are adjusted to include any dividend payments, if applicable.

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ISD vs. FTHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

ISD
ISD Risk / Return Rank: 66
Overall Rank
ISD Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ISD Sortino Ratio Rank: 55
Sortino Ratio Rank
ISD Omega Ratio Rank: 66
Omega Ratio Rank
ISD Calmar Ratio Rank: 88
Calmar Ratio Rank
ISD Martin Ratio Rank: 88
Martin Ratio Rank

FTHY
FTHY Risk / Return Rank: 1515
Overall Rank
FTHY Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FTHY Sortino Ratio Rank: 1313
Sortino Ratio Rank
FTHY Omega Ratio Rank: 1414
Omega Ratio Rank
FTHY Calmar Ratio Rank: 1717
Calmar Ratio Rank
FTHY Martin Ratio Rank: 1717
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.

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.


ISDFTHYDifference

Sharpe ratio

Return per unit of total volatility

0.06

0.41

-0.35

Sortino ratio

Return per unit of downside risk

0.18

0.61

-0.43

Omega ratio

Gain probability vs. loss probability

1.03

1.10

-0.07

Calmar ratio

Return relative to maximum drawdown

0.09

0.49

-0.40

Martin ratio

Return relative to average drawdown

0.34

1.82

-1.48

ISD vs. FTHY - Sharpe Ratio Comparison

The current ISD Sharpe Ratio is 0.06, which is lower than the FTHY Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of ISD and FTHY, 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


ISDFTHYDifference

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.


TTM20252024202320222021202020192018201720162015
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


ISDFTHYDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-9.67%

-3.45%

-6.22%

Average Drawdown

Average peak-to-trough decline

-5.56%

-10.45%

+4.89%

Ulcer Index

Depth 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


ISDFTHYDifference

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%