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PBHAX vs. VHYAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBHAX vs. VHYAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM High Yield Fund (PBHAX) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX). The values are adjusted to include any dividend payments, if applicable.

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PBHAX vs. VHYAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PBHAX
PGIM High Yield Fund
-1.45%8.79%6.89%10.75%-12.51%5.63%4.87%10.70%
VHYAX
Vanguard High Dividend Yield Index Fund Admiral Shares
1.97%15.39%17.39%6.68%-0.45%26.08%1.06%16.67%

Returns By Period

In the year-to-date period, PBHAX achieves a -1.45% return, which is significantly lower than VHYAX's 1.97% 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%

VHYAX

1D
-0.16%
1M
-5.64%
YTD
1.97%
6M
4.46%
1Y
15.70%
3Y*
14.49%
5Y*
10.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PBHAX vs. VHYAX - Expense Ratio Comparison

PBHAX has a 0.75% expense ratio, which is higher than VHYAX's 0.08% expense ratio.


Return for Risk

PBHAX vs. VHYAX — 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

VHYAX
VHYAX Risk / Return Rank: 6565
Overall Rank
VHYAX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VHYAX Sortino Ratio Rank: 6666
Sortino Ratio Rank
VHYAX Omega Ratio Rank: 6767
Omega Ratio Rank
VHYAX Calmar Ratio Rank: 6161
Calmar Ratio Rank
VHYAX Martin Ratio Rank: 6565
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. VHYAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM High Yield Fund (PBHAX) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX). 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.


PBHAXVHYAXDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.13

+0.49

Sortino ratio

Return per unit of downside risk

2.37

1.61

+0.76

Omega ratio

Gain probability vs. loss probability

1.38

1.25

+0.14

Calmar ratio

Return relative to maximum drawdown

1.99

1.40

+0.60

Martin ratio

Return relative to average drawdown

8.31

6.21

+2.10

PBHAX vs. VHYAX - Sharpe Ratio Comparison

The current PBHAX Sharpe Ratio is 1.61, which is higher than the VHYAX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of PBHAX and VHYAX, 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


PBHAXVHYAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.13

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.77

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

0.64

+0.69

Correlation

The correlation between PBHAX and VHYAX is 0.41, 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. VHYAX - Dividend Comparison

PBHAX's dividend yield for the trailing twelve months is around 6.28%, more than VHYAX's 2.39% 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%
VHYAX
Vanguard High Dividend Yield Index Fund Admiral Shares
2.39%2.42%2.72%3.09%2.98%2.74%3.16%3.00%0.00%0.00%0.00%0.00%

Drawdowns

PBHAX vs. VHYAX - Drawdown Comparison

The maximum PBHAX drawdown since its inception was -28.80%, smaller than the maximum VHYAX drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for PBHAX and VHYAX.


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Drawdown Indicators


PBHAXVHYAXDifference

Max Drawdown

Largest peak-to-trough decline

-28.80%

-35.14%

+6.34%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-11.30%

+8.36%

Max Drawdown (5Y)

Largest decline over 5 years

-16.22%

-15.87%

-0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-21.14%

Current Drawdown

Current decline from peak

-2.27%

-6.50%

+4.23%

Average Drawdown

Average peak-to-trough decline

-2.88%

-3.84%

+0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

2.54%

-1.84%

Volatility

PBHAX vs. VHYAX - Volatility Comparison

The current volatility for PGIM High Yield Fund (PBHAX) is 1.20%, while Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) has a volatility of 3.18%. This indicates that PBHAX experiences smaller price fluctuations and is considered to be less risky than VHYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBHAXVHYAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

3.18%

-1.98%

Volatility (6M)

Calculated over the trailing 6-month period

2.39%

7.82%

-5.43%

Volatility (1Y)

Calculated over the trailing 1-year period

3.78%

15.12%

-11.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.01%

13.99%

-8.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.48%

18.10%

-12.62%