PDBAX vs. FXAIX
Compare and contrast key facts about PGIM Total Return Bond Fund (PDBAX) and Fidelity 500 Index Fund (FXAIX).
PDBAX is managed by PGIM Investments. It was launched on Jan 10, 1995. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PDBAX or FXAIX.
Key characteristics
| PDBAX | FXAIX | |
|---|---|---|
| YTD Return | 3.37% | 27.16% |
| 1Y Return | 10.67% | 39.89% |
| 3Y Return (Ann) | -2.17% | 10.29% |
| 5Y Return (Ann) | -0.43% | 16.01% |
| 10Y Return (Ann) | 1.59% | 13.33% |
| Sharpe Ratio | 1.72 | 3.13 |
| Sortino Ratio | 2.50 | 4.16 |
| Omega Ratio | 1.31 | 1.59 |
| Calmar Ratio | 0.60 | 4.59 |
| Martin Ratio | 6.85 | 20.80 |
| Ulcer Index | 1.43% | 1.86% |
| Daily Std Dev | 5.70% | 12.39% |
| Max Drawdown | -20.62% | -33.79% |
| Current Drawdown | -7.27% | 0.00% |
Correlation
The correlation between PDBAX and FXAIX is -0.08. 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.
Performance
PDBAX vs. FXAIX - Performance Comparison
In the year-to-date period, PDBAX achieves a 3.37% return, which is significantly lower than FXAIX's 27.16% return. Over the past 10 years, PDBAX has underperformed FXAIX with an annualized return of 1.59%, while FXAIX has yielded a comparatively higher 13.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PDBAX vs. FXAIX - Expense Ratio Comparison
PDBAX has a 0.76% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
PDBAX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Total Return Bond Fund (PDBAX) and Fidelity 500 Index Fund (FXAIX). 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.
Dividends
PDBAX vs. FXAIX - Dividend Comparison
PDBAX's dividend yield for the trailing twelve months is around 4.47%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDBAX PGIM Total Return Bond Fund | 4.47% | 4.32% | 4.83% | 2.69% | 2.69% | 3.34% | 3.75% | 2.63% | 2.60% | 2.93% | 3.33% | 3.50% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
PDBAX vs. FXAIX - Drawdown Comparison
The maximum PDBAX drawdown since its inception was -20.62%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for PDBAX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
PDBAX vs. FXAIX - Volatility Comparison
The current volatility for PGIM Total Return Bond Fund (PDBAX) is 1.59%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.91%. This indicates that PDBAX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.