PBEAX vs. HYSZX
Compare and contrast key facts about PGIM Jennison Value Fund (PBEAX) and PGIM Short Duration High Yield Income Fund (HYSZX).
PBEAX is managed by PGIM. It was launched on Jan 22, 1990. HYSZX is managed by PGIM. It was launched on Oct 26, 2012.
Performance
PBEAX vs. HYSZX - Performance Comparison
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PBEAX vs. HYSZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PBEAX PGIM Jennison Value Fund | -1.57% | 16.38% | 27.95% | 14.54% | -8.68% | 26.72% | 2.75% | 36.07% | -10.53% | 16.31% |
HYSZX PGIM Short Duration High Yield Income Fund | -1.05% | 7.84% | 6.49% | 9.57% | -6.46% | 5.48% | 4.19% | 11.78% | 1.20% | 4.80% |
Returns By Period
In the year-to-date period, PBEAX achieves a -1.57% return, which is significantly lower than HYSZX's -1.05% return. Over the past 10 years, PBEAX has outperformed HYSZX with an annualized return of 12.42%, while HYSZX has yielded a comparatively lower 4.86% annualized return.
PBEAX
- 1D
- -0.39%
- 1M
- -7.22%
- YTD
- -1.57%
- 6M
- 2.54%
- 1Y
- 14.35%
- 3Y*
- 18.79%
- 5Y*
- 11.82%
- 10Y*
- 12.42%
HYSZX
- 1D
- 0.24%
- 1M
- -1.78%
- YTD
- -1.05%
- 6M
- 0.23%
- 1Y
- 5.13%
- 3Y*
- 6.59%
- 5Y*
- 3.81%
- 10Y*
- 4.86%
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PBEAX vs. HYSZX - Expense Ratio Comparison
PBEAX has a 1.09% expense ratio, which is higher than HYSZX's 0.75% expense ratio.
Return for Risk
PBEAX vs. HYSZX — Risk / Return Rank
PBEAX
HYSZX
PBEAX vs. HYSZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Value Fund (PBEAX) and PGIM Short Duration High Yield Income Fund (HYSZX). 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.
| PBEAX | HYSZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.78 | -0.80 |
Sortino ratioReturn per unit of downside risk | 1.38 | 2.66 | -1.28 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.42 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 2.29 | -1.16 |
Martin ratioReturn relative to average drawdown | 4.91 | 9.59 | -4.67 |
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
| PBEAX | HYSZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.78 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 1.00 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 1.16 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 1.13 | -0.59 |
Correlation
The correlation between PBEAX and HYSZX is 0.38, 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
PBEAX vs. HYSZX - Dividend Comparison
PBEAX's dividend yield for the trailing twelve months is around 10.28%, more than HYSZX's 5.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PBEAX PGIM Jennison Value Fund | 10.28% | 10.12% | 14.05% | 7.33% | 8.28% | 6.93% | 4.01% | 16.61% | 10.18% | 6.90% | 4.26% | 8.10% |
HYSZX PGIM Short Duration High Yield Income Fund | 5.95% | 6.45% | 6.27% | 4.84% | 5.01% | 4.56% | 5.00% | 5.60% | 5.94% | 5.73% | 6.33% | 6.76% |
Drawdowns
PBEAX vs. HYSZX - Drawdown Comparison
The maximum PBEAX drawdown since its inception was -58.23%, which is greater than HYSZX's maximum drawdown of -18.31%. Use the drawdown chart below to compare losses from any high point for PBEAX and HYSZX.
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Drawdown Indicators
| PBEAX | HYSZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.23% | -18.31% | -39.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.24% | -2.39% | -9.85% |
Max Drawdown (5Y)Largest decline over 5 years | -20.02% | -9.77% | -10.25% |
Max Drawdown (10Y)Largest decline over 10 years | -38.31% | -18.31% | -20.00% |
Current DrawdownCurrent decline from peak | -7.99% | -1.78% | -6.21% |
Average DrawdownAverage peak-to-trough decline | -8.01% | -1.20% | -6.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 0.57% | +2.24% |
Volatility
PBEAX vs. HYSZX - Volatility Comparison
PGIM Jennison Value Fund (PBEAX) has a higher volatility of 3.99% compared to PGIM Short Duration High Yield Income Fund (HYSZX) at 1.03%. This indicates that PBEAX's price experiences larger fluctuations and is considered to be riskier than HYSZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PBEAX | HYSZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.99% | 1.03% | +2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 8.27% | 1.91% | +6.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 3.08% | +12.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.12% | 3.83% | +11.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 4.21% | +13.37% |