ISD vs. JGH
ISD (PGIM High Yield Bond Fund) and JGH (Nuveen Global High Income Fund) are both High Yield Bonds funds. Over the past 10 years, ISD returned 6.60%/yr vs 7.61%/yr for JGH. Their 0.49 correlation means their historical movements had little consistent relationship. ISD charges 0.02%/yr vs 1.68%/yr for JGH.
Performance
ISD vs. JGH - Performance Comparison
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Returns By Period
In the year-to-date period, ISD achieves a -9.89% return, which is significantly lower than JGH's 5.11% return. Over the past 10 years, ISD has underperformed JGH with an annualized return of 6.60%, while JGH has yielded a comparatively higher 7.61% annualized return.
ISD
- 1D
- -0.08%
- 1M
- -3.37%
- 6M
- -10.69%
- YTD
- -9.89%
- 1Y
- -4.69%
- 3Y*
- 10.30%
- 5Y*
- 4.23%
- 10Y*
- 6.60%
- ALL TIME*
- 5.58%
JGH
- 1D
- 0.08%
- 1M
- -0.13%
- 6M
- 1.68%
- YTD
- 5.11%
- 1Y
- 4.74%
- 3Y*
- 13.20%
- 5Y*
- 5.30%
- 10Y*
- 7.61%
- ALL TIME*
- 6.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.80M | $1.56M | $1.41M | |
| $971.44K | $1.41M | $1.21M |
ISD vs. JGH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISD PGIM High Yield Bond Fund | -9.89% | 15.63% | 22.05% | 15.05% | -18.42% | 15.72% | 6.66% | 28.41% | -5.03% | 3.59% |
JGH Nuveen Global High Income Fund | 5.11% | 8.62% | 15.98% | 20.89% | -21.01% | 10.84% | 2.77% | 30.04% | -12.02% | 15.25% |
Correlation
The correlation between ISD and JGH is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.48 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.51 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2014 | 0.49 |
The correlation between ISD and JGH has been stable across timeframes, ranging from 0.46 to 0.55 - a consistent structural relationship.
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Return for Risk
ISD vs. JGH — Risk / Return Rank
ISD
JGH
ISD vs. JGH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM High Yield Bond Fund (ISD) and Nuveen Global High Income Fund (JGH). 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.
| ISD | JGH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.10 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 0.57 | -0.94 |
| Martin ratioReturn relative to average drawdown | -0.84 | 1.35 | -2.19 |
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Drawdowns
ISD vs. JGH - Drawdown Comparison
The maximum ISD drawdown since its inception was -38.88%, smaller than the maximum JGH drawdown of -43.79%. Use the drawdown chart below to compare losses from any high point for ISD and JGH.
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Drawdown Indicators
| ISD | JGH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.88% | -43.79% | +4.91% |
Max Drawdown (1Y)Largest decline over 1 year | -13.52% | -8.37% | -5.15% |
Max Drawdown (3Y)Largest decline over 3 years | -13.94% | -13.70% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -25.45% | -28.66% | +3.21% |
Max Drawdown (10Y)Largest decline over 10 years | -38.88% | -43.79% | +4.91% |
Current DrawdownCurrent decline from peak | -11.81% | -2.07% | -9.74% |
Average DrawdownAverage peak-to-trough decline | -5.65% | -6.93% | +1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.96% | 3.52% | +2.44% |
Volatility
ISD vs. JGH - Volatility Comparison
PGIM High Yield Bond Fund (ISD) has a higher volatility of 3.08% compared to Nuveen Global High Income Fund (JGH) at 2.52%. This indicates that ISD's price experiences larger fluctuations and is considered to be riskier than JGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISD | JGH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 2.52% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 7.61% | +2.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.41% | 10.44% | +0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.36% | 13.78% | -0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.59% | 15.87% | -1.28% |
ISD vs. JGH - Expense Ratio Comparison
ISD has a 0.02% expense ratio, which is lower than JGH's 1.68% expense ratio.
Dividends
ISD vs. JGH - Dividend Comparison
ISD's dividend yield for the trailing twelve months is around 10.13%, more than JGH's 9.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISD PGIM High Yield Bond Fund | 10.13% | 8.71% | 9.21% | 10.23% | 10.61% | 7.85% | 8.40% | 7.86% | 7.89% | 8.46% | 8.28% | 9.64% |
JGH Nuveen Global High Income Fund | 9.91% | 9.82% | 9.67% | 10.18% | 12.05% | 8.19% | 7.13% | 7.53% | 9.88% | 8.52% | 9.61% | 11.44% |
Frequently Asked Questions
ISD and JGH have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISD has higher volatility (3.08%) compared to JGH (2.52%). In terms of maximum drawdown, ISD dropped -38.88% vs JGH's -43.79%.
JGH currently has the higher Sharpe Ratio (0.46 vs -0.44), 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.
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