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PBSMX vs. PSCZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBSMX vs. PSCZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Short-Term Corporate Bond Fund (PBSMX) and PGIM Jennison Small Company Fund Class Z (PSCZX). The values are adjusted to include any dividend payments, if applicable.

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PBSMX vs. PSCZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBSMX
PGIM Short-Term Corporate Bond Fund
-0.49%6.41%4.25%5.98%-7.06%-0.71%5.16%6.47%0.35%1.86%
PSCZX
PGIM Jennison Small Company Fund Class Z
-2.55%7.29%16.22%11.85%-18.57%29.43%27.53%40.68%-13.42%19.81%

Returns By Period

In the year-to-date period, PBSMX achieves a -0.49% return, which is significantly higher than PSCZX's -2.55% return. Over the past 10 years, PBSMX has underperformed PSCZX with an annualized return of 2.23%, while PSCZX has yielded a comparatively higher 11.63% annualized return.


PBSMX

1D
0.19%
1M
-1.47%
YTD
-0.49%
6M
0.65%
1Y
3.94%
3Y*
4.66%
5Y*
1.71%
10Y*
2.23%

PSCZX

1D
-1.29%
1M
-9.26%
YTD
-2.55%
6M
2.77%
1Y
13.91%
3Y*
9.48%
5Y*
5.05%
10Y*
11.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PBSMX vs. PSCZX - Expense Ratio Comparison

PBSMX has a 0.71% expense ratio, which is lower than PSCZX's 0.82% expense ratio.


Return for Risk

PBSMX vs. PSCZX — Risk / Return Rank

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

PBSMX
PBSMX Risk / Return Rank: 9292
Overall Rank
PBSMX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PBSMX Sortino Ratio Rank: 9494
Sortino Ratio Rank
PBSMX Omega Ratio Rank: 9191
Omega Ratio Rank
PBSMX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PBSMX Martin Ratio Rank: 9292
Martin Ratio Rank

PSCZX
PSCZX Risk / Return Rank: 2828
Overall Rank
PSCZX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PSCZX Sortino Ratio Rank: 2828
Sortino Ratio Rank
PSCZX Omega Ratio Rank: 2626
Omega Ratio Rank
PSCZX Calmar Ratio Rank: 2727
Calmar Ratio Rank
PSCZX Martin Ratio Rank: 3131
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.

PBSMX vs. PSCZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Short-Term Corporate Bond Fund (PBSMX) and PGIM Jennison Small Company Fund Class Z (PSCZX). 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.


PBSMXPSCZXDifference

Sharpe ratio

Return per unit of total volatility

1.92

0.66

+1.26

Sortino ratio

Return per unit of downside risk

3.03

1.05

+1.98

Omega ratio

Gain probability vs. loss probability

1.42

1.15

+0.27

Calmar ratio

Return relative to maximum drawdown

2.76

0.81

+1.95

Martin ratio

Return relative to average drawdown

10.84

3.37

+7.47

PBSMX vs. PSCZX - Sharpe Ratio Comparison

The current PBSMX Sharpe Ratio is 1.92, which is higher than the PSCZX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of PBSMX and PSCZX, 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


PBSMXPSCZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

0.66

+1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.25

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.53

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

1.60

0.45

+1.15

Correlation

The correlation between PBSMX and PSCZX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PBSMX vs. PSCZX - Dividend Comparison

PBSMX's dividend yield for the trailing twelve months is around 3.51%, less than PSCZX's 7.05% yield.


TTM20252024202320222021202020192018201720162015
PBSMX
PGIM Short-Term Corporate Bond Fund
3.51%3.74%3.00%2.65%2.02%1.79%2.22%2.57%2.57%2.40%2.40%2.56%
PSCZX
PGIM Jennison Small Company Fund Class Z
7.05%6.87%4.72%0.50%3.67%31.87%13.30%16.41%19.48%7.97%5.32%14.40%

Drawdowns

PBSMX vs. PSCZX - Drawdown Comparison

The maximum PBSMX drawdown since its inception was -10.70%, smaller than the maximum PSCZX drawdown of -56.47%. Use the drawdown chart below to compare losses from any high point for PBSMX and PSCZX.


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Drawdown Indicators


PBSMXPSCZXDifference

Max Drawdown

Largest peak-to-trough decline

-10.70%

-56.47%

+45.77%

Max Drawdown (1Y)

Largest decline over 1 year

-1.65%

-14.37%

+12.72%

Max Drawdown (5Y)

Largest decline over 5 years

-10.70%

-28.08%

+17.38%

Max Drawdown (10Y)

Largest decline over 10 years

-10.70%

-47.40%

+36.70%

Current Drawdown

Current decline from peak

-1.47%

-9.83%

+8.36%

Average Drawdown

Average peak-to-trough decline

-0.88%

-10.11%

+9.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

3.43%

-3.01%

Volatility

PBSMX vs. PSCZX - Volatility Comparison

The current volatility for PGIM Short-Term Corporate Bond Fund (PBSMX) is 0.66%, while PGIM Jennison Small Company Fund Class Z (PSCZX) has a volatility of 6.41%. This indicates that PBSMX experiences smaller price fluctuations and is considered to be less risky than PSCZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBSMXPSCZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

6.41%

-5.75%

Volatility (6M)

Calculated over the trailing 6-month period

1.32%

11.92%

-10.60%

Volatility (1Y)

Calculated over the trailing 1-year period

2.29%

20.70%

-18.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.86%

20.20%

-17.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.62%

22.05%

-19.43%