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PBHAX vs. PURZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBHAX vs. PURZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM High Yield Fund (PBHAX) and PGIM Global Real Estate Fund (PURZX). The values are adjusted to include any dividend payments, if applicable.

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PBHAX vs. PURZX - 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%
PURZX
PGIM Global Real Estate Fund
1.31%9.22%3.64%11.24%-26.73%27.91%-4.39%20.60%-5.32%10.36%

Returns By Period

In the year-to-date period, PBHAX achieves a -1.45% return, which is significantly lower than PURZX's 1.31% return. Over the past 10 years, PBHAX has outperformed PURZX with an annualized return of 5.16%, while PURZX has yielded a comparatively lower 3.53% 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%

PURZX

1D
0.19%
1M
-9.99%
YTD
1.31%
6M
0.33%
1Y
9.64%
3Y*
7.59%
5Y*
2.51%
10Y*
3.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PBHAX vs. PURZX - Expense Ratio Comparison

PBHAX has a 0.75% expense ratio, which is lower than PURZX's 0.93% expense ratio.


Return for Risk

PBHAX vs. PURZX — 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

PURZX
PURZX Risk / Return Rank: 3030
Overall Rank
PURZX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
PURZX Sortino Ratio Rank: 2828
Sortino Ratio Rank
PURZX Omega Ratio Rank: 2626
Omega Ratio Rank
PURZX Calmar Ratio Rank: 3232
Calmar Ratio Rank
PURZX Martin Ratio Rank: 3434
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. PURZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM High Yield Fund (PBHAX) and PGIM Global Real Estate Fund (PURZX). 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.


PBHAXPURZXDifference

Sharpe ratio

Return per unit of total volatility

1.61

0.69

+0.93

Sortino ratio

Return per unit of downside risk

2.37

1.02

+1.35

Omega ratio

Gain probability vs. loss probability

1.38

1.14

+0.24

Calmar ratio

Return relative to maximum drawdown

1.99

0.89

+1.10

Martin ratio

Return relative to average drawdown

8.31

3.59

+4.72

PBHAX vs. PURZX - Sharpe Ratio Comparison

The current PBHAX Sharpe Ratio is 1.61, which is higher than the PURZX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of PBHAX and PURZX, 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


PBHAXPURZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

0.69

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.15

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

0.21

+0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

0.36

+0.98

Correlation

The correlation between PBHAX and PURZX is 0.30, 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

PBHAX vs. PURZX - Dividend Comparison

PBHAX's dividend yield for the trailing twelve months is around 6.28%, more than PURZX's 2.82% 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%
PURZX
PGIM Global Real Estate Fund
2.82%2.85%2.68%2.27%2.22%16.92%1.71%10.18%4.22%3.93%4.67%3.45%

Drawdowns

PBHAX vs. PURZX - Drawdown Comparison

The maximum PBHAX drawdown since its inception was -28.80%, smaller than the maximum PURZX drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for PBHAX and PURZX.


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Drawdown Indicators


PBHAXPURZXDifference

Max Drawdown

Largest peak-to-trough decline

-28.80%

-69.49%

+40.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-11.12%

+8.18%

Max Drawdown (5Y)

Largest decline over 5 years

-16.22%

-34.80%

+18.58%

Max Drawdown (10Y)

Largest decline over 10 years

-21.14%

-41.05%

+19.91%

Current Drawdown

Current decline from peak

-2.27%

-9.99%

+7.72%

Average Drawdown

Average peak-to-trough decline

-2.88%

-12.04%

+9.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

2.74%

-2.04%

Volatility

PBHAX vs. PURZX - Volatility Comparison

The current volatility for PGIM High Yield Fund (PBHAX) is 1.20%, while PGIM Global Real Estate Fund (PURZX) has a volatility of 4.43%. This indicates that PBHAX experiences smaller price fluctuations and is considered to be less risky than PURZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBHAXPURZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

4.43%

-3.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.39%

8.28%

-5.89%

Volatility (1Y)

Calculated over the trailing 1-year period

3.78%

14.58%

-10.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.01%

16.28%

-11.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.48%

17.23%

-11.75%