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PDBAX vs. DBLTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PDBAX vs. DBLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Total Return Bond Fund (PDBAX) and DoubleLine Total Return Bond Fund Class I (DBLTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PDBAX achieves a 0.53% return, which is significantly higher than DBLTX's 0.13% return. Over the past 10 years, PDBAX has outperformed DBLTX with an annualized return of 2.43%, while DBLTX has yielded a comparatively lower 1.78% annualized return.


PDBAX

1D
0.25%
1M
1.06%
YTD
0.53%
6M
1.05%
1Y
5.33%
3Y*
4.50%
5Y*
0.07%
10Y*
2.43%

DBLTX

1D
0.23%
1M
0.74%
YTD
0.13%
6M
0.34%
1Y
4.57%
3Y*
4.62%
5Y*
0.57%
10Y*
1.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDBAX vs. DBLTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDBAX
PGIM Total Return Bond Fund
0.53%7.50%1.82%6.51%-14.52%-1.77%7.78%14.71%-0.97%6.30%
DBLTX
DoubleLine Total Return Bond Fund Class I
0.13%8.05%3.08%5.34%-12.56%0.24%4.13%5.81%1.76%3.80%

Correlation

The correlation between PDBAX and DBLTX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2010

0.83

The correlation between PDBAX and DBLTX shifts across timeframes, from 0.82 (all time) to 0.93 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

PDBAX vs. DBLTX — Risk / Return Rank

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

PDBAX
PDBAX Risk / Return Rank: 2222
Overall Rank
PDBAX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PDBAX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PDBAX Omega Ratio Rank: 2121
Omega Ratio Rank
PDBAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
PDBAX Martin Ratio Rank: 2121
Martin Ratio Rank

DBLTX
DBLTX Risk / Return Rank: 2020
Overall Rank
DBLTX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
DBLTX Sortino Ratio Rank: 2222
Sortino Ratio Rank
DBLTX Omega Ratio Rank: 2121
Omega Ratio Rank
DBLTX Calmar Ratio Rank: 1919
Calmar Ratio Rank
DBLTX Martin Ratio Rank: 1717
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.

PDBAX vs. DBLTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Total Return Bond Fund (PDBAX) and DoubleLine Total Return Bond Fund Class I (DBLTX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PDBAXDBLTXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.22

1.23

0.00

Calmar ratioReturn relative to maximum drawdown

1.74

1.49

+0.26

Martin ratioReturn relative to average drawdown

4.86

4.17

+0.69

PDBAX vs. DBLTX - Sharpe Ratio Comparison

The current PDBAX Sharpe Ratio is 1.23, which is comparable to the DBLTX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of PDBAX and DBLTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PDBAX vs. DBLTX - Drawdown Comparison

The maximum PDBAX drawdown since its inception was -21.24%, which is greater than DBLTX's maximum drawdown of -16.49%. Use the drawdown chart below to compare losses from any high point for PDBAX and DBLTX.


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Drawdown Indicators


PDBAXDBLTXDifference

Max Drawdown

Largest peak-to-trough decline

-21.24%

-16.49%

-4.75%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

-3.17%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-5.99%

-6.59%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-21.01%

-16.49%

-4.52%

Max Drawdown (10Y)

Largest decline over 10 years

-21.24%

-16.49%

-4.75%

Current Drawdown

Current decline from peak

-1.59%

-1.89%

+0.30%

Average Drawdown

Average peak-to-trough decline

-2.47%

-2.37%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

1.13%

-0.03%

Volatility

PDBAX vs. DBLTX - Volatility Comparison

PGIM Total Return Bond Fund (PDBAX) has a higher volatility of 1.96% compared to DoubleLine Total Return Bond Fund Class I (DBLTX) at 1.18%. This indicates that PDBAX's price experiences larger fluctuations and is considered to be riskier than DBLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDBAXDBLTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

1.18%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

3.39%

2.84%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

4.35%

3.79%

+0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.05%

5.60%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.36%

4.41%

+0.95%

PDBAX vs. DBLTX - Expense Ratio Comparison

PDBAX has a 0.76% expense ratio, which is higher than DBLTX's 0.50% expense ratio.


Dividends

PDBAX vs. DBLTX - Dividend Comparison

PDBAX's dividend yield for the trailing twelve months is around 4.31%, less than DBLTX's 4.88% yield.


PositionTTM20252024202320222021202020192018201720162015
DBLTX
DoubleLine Total Return Bond Fund Class I
4.88%4.86%5.03%4.35%3.86%3.12%3.39%3.66%3.74%3.65%3.72%4.11%
PDBAX
PGIM Total Return Bond Fund
4.31%4.27%3.76%3.55%5.49%2.47%2.68%10.32%3.74%2.60%3.65%2.94%

Frequently Asked Questions


PDBAX and DBLTX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDBAX has higher volatility (1.96%) compared to DBLTX (1.18%). In terms of maximum drawdown, PDBAX dropped -21.24% vs DBLTX's -16.49%.

DBLTX currently has the higher Sharpe Ratio (1.24 vs 1.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PDBAX and DBLTX

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