ISD vs. XILSX
ISD (PGIM High Yield Bond Fund) and XILSX (Pioneer ILS Interval Fund) are both High Yield Bonds funds. Over the past 5 years, ISD returned 4.23%/yr vs 12.59%/yr for XILSX. Their -0.01 correlation means they have often moved in opposite directions in the past. ISD charges 0.02%/yr vs 1.88%/yr for XILSX.
Performance
ISD vs. XILSX - 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 XILSX's 10.04% 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%
XILSX
- 1D
- 0.00%
- 1M
- 0.95%
- 6M
- 8.36%
- YTD
- 10.04%
- 1Y
- 23.43%
- 3Y*
- 19.09%
- 5Y*
- 12.59%
- 10Y*
- —
- ALL TIME*
- 6.48%
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. XILSX - 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% | 1.55% |
XILSX Pioneer ILS Interval Fund | 10.04% | 18.70% | 18.93% | 18.65% | 1.23% | -1.10% | 7.37% | 2.60% | -2.11% | -8.83% |
Correlation
The correlation between ISD and XILSX is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.01 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | -0.01 |
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Return for Risk
ISD vs. XILSX — Risk / Return Rank
ISD
XILSX
ISD vs. XILSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM High Yield Bond Fund (ISD) and Pioneer ILS Interval Fund (XILSX). 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 | XILSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.32 | ||
| Sortino ratioReturn per unit of downside risk | -78.48 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 41.51 | -40.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 112.69 | -113.06 |
| Martin ratioReturn relative to average drawdown | -0.84 | 769.28 | -770.12 |
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Drawdowns
ISD vs. XILSX - Drawdown Comparison
The maximum ISD drawdown since its inception was -38.88%, which is greater than XILSX's maximum drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for ISD and XILSX.
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Drawdown Indicators
| ISD | XILSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.88% | -14.53% | -24.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.52% | -0.10% | -13.42% |
Max Drawdown (3Y)Largest decline over 3 years | -13.94% | -2.36% | -11.58% |
Max Drawdown (5Y)Largest decline over 5 years | -25.45% | -6.27% | -19.18% |
Max Drawdown (10Y)Largest decline over 10 years | -38.88% | — | — |
Current DrawdownCurrent decline from peak | -11.81% | 0.00% | -11.81% |
Average DrawdownAverage peak-to-trough decline | -5.65% | -4.83% | -0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.96% | 0.03% | +5.93% |
Volatility
ISD vs. XILSX - Volatility Comparison
PGIM High Yield Bond Fund (ISD) has a higher volatility of 3.08% compared to Pioneer ILS Interval Fund (XILSX) at 0.52%. This indicates that ISD's price experiences larger fluctuations and is considered to be riskier than XILSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISD | XILSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 0.52% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 1.57% | +8.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.41% | 3.02% | +8.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.36% | 3.78% | +9.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.59% | 3.90% | +10.69% |
ISD vs. XILSX - Expense Ratio Comparison
ISD has a 0.02% expense ratio, which is lower than XILSX's 1.88% expense ratio.
Dividends
ISD vs. XILSX - Dividend Comparison
ISD's dividend yield for the trailing twelve months is around 10.13%, more than XILSX's 8.64% 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% |
XILSX Pioneer ILS Interval Fund | 8.64% | 9.51% | 13.06% | 12.82% | 2.68% | 2.04% | 5.20% | 6.63% | 6.40% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ISD and XILSX have a correlation of -0.02, 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 XILSX (0.52%). In terms of maximum drawdown, ISD dropped -38.88% vs XILSX's -14.53%.
XILSX currently has the higher Sharpe Ratio (7.88 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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