PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PBHAX vs. INPFX
Performance
Risk-Adjusted Performance
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.

0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.28%
6.88%
PBHAX
INPFX

Returns By Period

In the year-to-date period, PBHAX achieves a 7.64% return, which is significantly lower than INPFX's 10.31% return. Over the past 10 years, PBHAX has underperformed INPFX with an annualized return of 4.76%, while INPFX has yielded a comparatively higher 5.78% annualized return.


PBHAX

YTD

7.64%

1M

0.36%

6M

6.28%

1Y

13.70%

5Y (annualized)

3.85%

10Y (annualized)

4.76%

INPFX

YTD

10.31%

1M

-0.44%

6M

6.88%

1Y

16.07%

5Y (annualized)

6.17%

10Y (annualized)

5.78%

Key characteristics


PBHAXINPFX
Sharpe Ratio3.402.79
Sortino Ratio6.144.02
Omega Ratio1.891.54
Calmar Ratio1.843.12
Martin Ratio21.4217.82
Ulcer Index0.64%0.91%
Daily Std Dev4.02%5.82%
Max Drawdown-28.75%-21.31%
Current Drawdown-0.67%-1.02%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PBHAX vs. INPFX - Expense Ratio Comparison

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


PBHAX
PGIM High Yield Fund
Expense ratio chart for PBHAX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for INPFX: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%

Correlation

-0.50.00.51.00.5

The correlation between PBHAX and INPFX is 0.49, 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.

Risk-Adjusted Performance

PBHAX vs. INPFX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PBHAX, currently valued at 3.40, compared to the broader market-1.000.001.002.003.004.005.003.402.79
The chart of Sortino ratio for PBHAX, currently valued at 6.14, compared to the broader market0.005.0010.006.144.02
The chart of Omega ratio for PBHAX, currently valued at 1.89, compared to the broader market1.002.003.004.001.891.54
The chart of Calmar ratio for PBHAX, currently valued at 1.84, compared to the broader market0.005.0010.0015.0020.001.843.12
The chart of Martin ratio for PBHAX, currently valued at 21.42, compared to the broader market0.0020.0040.0060.0080.00100.0021.4217.82
PBHAX
INPFX

The current PBHAX Sharpe Ratio is 3.40, which is comparable to the INPFX Sharpe Ratio of 2.79. 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.

Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.40
2.79
PBHAX
INPFX

Dividends

PBHAX vs. INPFX - Dividend Comparison

PBHAX's dividend yield for the trailing twelve months is around 7.14%, more than INPFX's 3.75% yield.


TTM20232022202120202019201820172016201520142013
PBHAX
PGIM High Yield Fund
7.14%6.77%6.74%5.25%5.70%5.99%6.27%6.01%6.20%6.65%6.37%6.39%
INPFX
American Funds Conservative Growth and Income Portfolio Class F-1
3.75%3.86%3.37%2.59%3.48%3.24%3.32%2.81%3.11%3.39%4.63%3.71%

Drawdowns

PBHAX vs. INPFX - Drawdown Comparison

The maximum PBHAX drawdown since its inception was -28.75%, 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. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.67%
-1.02%
PBHAX
INPFX

Volatility

PBHAX vs. INPFX - Volatility Comparison

The current volatility for PGIM High Yield Fund (PBHAX) is 0.72%, while American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX) has a volatility of 1.55%. 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.


1.00%1.50%2.00%2.50%JuneJulyAugustSeptemberOctoberNovember
0.72%
1.55%
PBHAX
INPFX