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PBHAX vs. INPFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBHAX vs. INPFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM High Yield Fund (PBHAX) and American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX). The values are adjusted to include any dividend payments, if applicable.

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PBHAX vs. INPFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBHAX
PGIM High Yield Fund
-1.45%8.79%6.89%10.75%-12.51%5.63%4.87%15.86%-1.53%7.50%
INPFX
American Funds Conservative Growth and Income Portfolio Class F-1
-1.32%14.29%9.20%9.46%-8.74%12.90%5.67%15.76%-3.57%11.43%

Returns By Period

In the year-to-date period, PBHAX achieves a -1.45% return, which is significantly lower than INPFX's -1.32% return. Over the past 10 years, PBHAX has underperformed INPFX with an annualized return of 5.16%, while INPFX has yielded a comparatively higher 6.84% annualized return.


PBHAX

1D
0.21%
1M
-2.27%
YTD
-1.45%
6M
-0.31%
1Y
5.68%
3Y*
7.23%
5Y*
3.05%
10Y*
5.16%

INPFX

1D
0.07%
1M
-5.13%
YTD
-1.32%
6M
0.78%
1Y
9.95%
3Y*
9.75%
5Y*
5.98%
10Y*
6.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PBHAX vs. INPFX - Expense Ratio Comparison

PBHAX has a 0.75% expense ratio, which is higher than INPFX's 0.66% expense ratio.


Return for Risk

PBHAX vs. INPFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PBHAX
PBHAX Risk / Return Rank: 8585
Overall Rank
PBHAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PBHAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PBHAX Omega Ratio Rank: 8888
Omega Ratio Rank
PBHAX Calmar Ratio Rank: 8282
Calmar Ratio Rank
PBHAX Martin Ratio Rank: 8383
Martin Ratio Rank

INPFX
INPFX Risk / Return Rank: 7474
Overall Rank
INPFX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
INPFX Sortino Ratio Rank: 7676
Sortino Ratio Rank
INPFX Omega Ratio Rank: 7575
Omega Ratio Rank
INPFX Calmar Ratio Rank: 6868
Calmar Ratio Rank
INPFX Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PBHAX vs. INPFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM High Yield Fund (PBHAX) and American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX). 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.


PBHAXINPFXDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.36

+0.26

Sortino ratio

Return per unit of downside risk

2.37

1.89

+0.48

Omega ratio

Gain probability vs. loss probability

1.38

1.28

+0.10

Calmar ratio

Return relative to maximum drawdown

1.99

1.55

+0.44

Martin ratio

Return relative to average drawdown

8.31

6.91

+1.40

PBHAX vs. INPFX - Sharpe Ratio Comparison

The current PBHAX Sharpe Ratio is 1.61, which is comparable to the INPFX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of PBHAX and INPFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PBHAXINPFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.36

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.80

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

0.82

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

0.88

+0.45

Correlation

The correlation between PBHAX and INPFX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PBHAX vs. INPFX - Dividend Comparison

PBHAX's dividend yield for the trailing twelve months is around 6.28%, more than INPFX's 5.61% yield.


TTM20252024202320222021202020192018201720162015
PBHAX
PGIM High Yield Fund
6.28%6.71%6.01%5.73%5.94%5.88%5.70%5.96%6.26%5.98%4.61%6.64%
INPFX
American Funds Conservative Growth and Income Portfolio Class F-1
5.61%5.61%5.15%4.76%4.84%4.38%5.54%4.53%4.79%3.25%3.53%3.85%

Drawdowns

PBHAX vs. INPFX - Drawdown Comparison

The maximum PBHAX drawdown since its inception was -28.80%, which is greater than INPFX's maximum drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for PBHAX and INPFX.


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Drawdown Indicators


PBHAXINPFXDifference

Max Drawdown

Largest peak-to-trough decline

-28.80%

-21.31%

-7.49%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-6.25%

+3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-16.22%

-15.37%

-0.85%

Max Drawdown (10Y)

Largest decline over 10 years

-21.14%

-21.31%

+0.17%

Current Drawdown

Current decline from peak

-2.27%

-5.13%

+2.86%

Average Drawdown

Average peak-to-trough decline

-2.88%

-2.32%

-0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

1.40%

-0.70%

Volatility

PBHAX vs. INPFX - Volatility Comparison

The current volatility for PGIM High Yield Fund (PBHAX) is 1.20%, while American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX) has a volatility of 2.46%. This indicates that PBHAX experiences smaller price fluctuations and is considered to be less risky than INPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBHAXINPFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

2.46%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.39%

4.38%

-1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

3.78%

7.55%

-3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.01%

7.48%

-2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.48%

8.34%

-2.86%