ISD vs. PTRQX
ISD (PGIM High Yield Bond Fund) and PTRQX (PGIM Total Return Bond R6) are both mutual funds - ISD is a High Yield Bonds fund managed by PGIM, while PTRQX is a Intermediate Core-Plus Bond fund managed by PGIM. Over the past 10 years, ISD returned 6.60%/yr vs 2.20%/yr for PTRQX. Their 0.15 correlation means their historical movements had little consistent relationship. ISD charges 0.02%/yr vs 0.39%/yr for PTRQX.
Performance
ISD vs. PTRQX - 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 PTRQX's -0.45% return. Over the past 10 years, ISD has outperformed PTRQX with an annualized return of 6.60%, while PTRQX has yielded a comparatively lower 2.20% 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%
PTRQX
- 1D
- 0.08%
- 1M
- -1.25%
- 6M
- -0.75%
- YTD
- -0.45%
- 1Y
- 2.41%
- 3Y*
- 4.82%
- 5Y*
- 0.23%
- 10Y*
- 2.20%
- ALL TIME*
- 3.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.80M | $1.56M | $1.41M | |
| $0.00 | $0.00 | $0.00 |
ISD vs. PTRQX - 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% |
PTRQX PGIM Total Return Bond R6 | -0.45% | 7.81% | 3.06% | 7.80% | -14.30% | -1.37% | 8.13% | 10.85% | -0.73% | 6.67% |
Correlation
The correlation between ISD and PTRQX is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2012 | 0.15 |
Over the past year, ISD and PTRQX have become more correlated (0.39) than their long-term average of 0.15, meaning their price movements have been converging.
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Return for Risk
ISD vs. PTRQX — Risk / Return Rank
ISD
PTRQX
ISD vs. PTRQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM High Yield Bond Fund (ISD) and PGIM Total Return Bond R6 (PTRQX). 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 | PTRQX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.16 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 1.20 | -1.57 |
| Martin ratioReturn relative to average drawdown | -0.84 | 3.07 | -3.91 |
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Drawdowns
ISD vs. PTRQX - Drawdown Comparison
The maximum ISD drawdown since its inception was -38.88%, which is greater than PTRQX's maximum drawdown of -20.72%. Use the drawdown chart below to compare losses from any high point for ISD and PTRQX.
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Drawdown Indicators
| ISD | PTRQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.88% | -20.72% | -18.16% |
Max Drawdown (1Y)Largest decline over 1 year | -13.52% | -3.08% | -10.44% |
Max Drawdown (3Y)Largest decline over 3 years | -13.94% | -4.82% | -9.12% |
Max Drawdown (5Y)Largest decline over 5 years | -25.45% | -20.64% | -4.81% |
Max Drawdown (10Y)Largest decline over 10 years | -38.88% | -20.72% | -18.16% |
Current DrawdownCurrent decline from peak | -11.81% | -2.45% | -9.36% |
Average DrawdownAverage peak-to-trough decline | -5.65% | -3.27% | -2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.96% | 1.20% | +4.76% |
Volatility
ISD vs. PTRQX - Volatility Comparison
PGIM High Yield Bond Fund (ISD) has a higher volatility of 3.08% compared to PGIM Total Return Bond R6 (PTRQX) at 0.97%. This indicates that ISD's price experiences larger fluctuations and is considered to be riskier than PTRQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISD | PTRQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 0.97% | +2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 3.34% | +6.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.41% | 4.13% | +7.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.36% | 6.01% | +7.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.59% | 5.25% | +9.34% |
ISD vs. PTRQX - Expense Ratio Comparison
ISD has a 0.02% expense ratio, which is lower than PTRQX's 0.39% expense ratio.
Dividends
ISD vs. PTRQX - Dividend Comparison
ISD's dividend yield for the trailing twelve months is around 10.13%, more than PTRQX's 4.31% 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% |
PTRQX PGIM Total Return Bond R6 | 4.31% | 4.63% | 4.89% | 4.70% | 5.83% | 2.82% | 3.05% | 6.95% | 3.99% | 2.93% | 4.01% | 3.11% |
Frequently Asked Questions
ISD and PTRQX have a correlation of 0.39, 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 PTRQX (0.97%). In terms of maximum drawdown, ISD dropped -38.88% vs PTRQX's -20.72%.
PTRQX currently has the higher Sharpe Ratio (0.90 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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