ISD vs. JFR
Compare and contrast key facts about PGIM High Yield Bond Fund (ISD) and Nuveen Floating Rate Income Fund (JFR).
ISD is managed by PGIM. It was launched on Apr 30, 2012. JFR is managed by Nuveen. It was launched on Mar 24, 2004.
Performance
ISD vs. JFR - Performance Comparison
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ISD vs. JFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISD PGIM High Yield Bond Fund | -7.71% | 15.63% | 22.05% | 15.05% | -18.42% | 15.72% | 6.66% | 28.41% | -5.03% | 3.59% |
JFR Nuveen Floating Rate Income Fund | -0.82% | -0.68% | 21.92% | 16.61% | -15.15% | 24.66% | -8.05% | 19.65% | -11.69% | 2.94% |
Returns By Period
In the year-to-date period, ISD achieves a -7.71% return, which is significantly lower than JFR's -0.82% return. Over the past 10 years, ISD has outperformed JFR with an annualized return of 7.39%, while JFR has yielded a comparatively lower 6.13% annualized 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%
JFR
- 1D
- 3.87%
- 1M
- 0.26%
- YTD
- -0.82%
- 6M
- -1.94%
- 1Y
- 0.69%
- 3Y*
- 9.60%
- 5Y*
- 5.55%
- 10Y*
- 6.13%
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ISD vs. JFR - Expense Ratio Comparison
Both ISD and JFR 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. JFR — Risk / Return Rank
ISD
JFR
ISD vs. JFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM High Yield Bond Fund (ISD) and Nuveen Floating Rate Income Fund (JFR). 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 | JFR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.06 | 0.05 | +0.01 |
Sortino ratioReturn per unit of downside risk | 0.18 | 0.16 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.03 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.09 | 0.08 | +0.01 |
Martin ratioReturn relative to average drawdown | 0.34 | 0.26 | +0.08 |
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 | JFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 0.05 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.44 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.37 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.27 | +0.16 |
Correlation
The correlation between ISD and JFR is 0.40, 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
ISD vs. JFR - Dividend Comparison
ISD's dividend yield for the trailing twelve months is around 9.57%, less than JFR's 13.47% 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% |
JFR Nuveen Floating Rate Income Fund | 13.47% | 13.03% | 11.43% | 11.51% | 9.61% | 6.66% | 7.19% | 7.19% | 7.95% | 7.23% | 6.38% | 7.03% |
Drawdowns
ISD vs. JFR - Drawdown Comparison
The maximum ISD drawdown since its inception was -38.88%, smaller than the maximum JFR drawdown of -62.61%. Use the drawdown chart below to compare losses from any high point for ISD and JFR.
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Drawdown Indicators
| ISD | JFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.88% | -62.61% | +23.73% |
Max Drawdown (1Y)Largest decline over 1 year | -13.52% | -11.54% | -1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -25.45% | -20.40% | -5.05% |
Max Drawdown (10Y)Largest decline over 10 years | -38.88% | -47.71% | +8.83% |
Current DrawdownCurrent decline from peak | -9.67% | -4.15% | -5.52% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -8.84% | +3.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 3.53% | +0.05% |
Volatility
ISD vs. JFR - Volatility Comparison
PGIM High Yield Bond Fund (ISD) has a higher volatility of 7.95% compared to Nuveen Floating Rate Income Fund (JFR) at 4.96%. This indicates that ISD's price experiences larger fluctuations and is considered to be riskier than JFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISD | JFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.95% | 4.96% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 9.69% | 7.07% | +2.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 13.16% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.30% | 12.73% | +0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 16.65% | -2.08% |