PDBAX vs. WCPNX
Compare and contrast key facts about PGIM Total Return Bond Fund (PDBAX) and Weitz Core Plus Income Fund (WCPNX).
PDBAX is managed by PGIM Investments. It was launched on Jan 10, 1995. WCPNX is managed by Weitz. It was launched on Jul 31, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PDBAX or WCPNX.
Key characteristics
| PDBAX | WCPNX | |
|---|---|---|
| YTD Return | 3.37% | 3.94% |
| 1Y Return | 10.67% | 9.35% |
| 3Y Return (Ann) | -2.17% | 0.05% |
| 5Y Return (Ann) | -0.43% | 2.14% |
| 10Y Return (Ann) | 1.59% | 2.69% |
| Sharpe Ratio | 1.72 | 1.57 |
| Sortino Ratio | 2.50 | 2.37 |
| Omega Ratio | 1.31 | 1.29 |
| Calmar Ratio | 0.60 | 0.97 |
| Martin Ratio | 6.85 | 6.60 |
| Ulcer Index | 1.43% | 1.29% |
| Daily Std Dev | 5.70% | 5.44% |
| Max Drawdown | -20.62% | -13.87% |
| Current Drawdown | -7.27% | -2.56% |
Correlation
The correlation between PDBAX and WCPNX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PDBAX vs. WCPNX - Performance Comparison
In the year-to-date period, PDBAX achieves a 3.37% return, which is significantly lower than WCPNX's 3.94% return. Over the past 10 years, PDBAX has underperformed WCPNX with an annualized return of 1.59%, while WCPNX has yielded a comparatively higher 2.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PDBAX vs. WCPNX - Expense Ratio Comparison
PDBAX has a 0.76% expense ratio, which is lower than WCPNX's 0.89% expense ratio.
Risk-Adjusted Performance
PDBAX vs. WCPNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Total Return Bond Fund (PDBAX) and Weitz Core Plus Income Fund (WCPNX). 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. WCPNX - Dividend Comparison
PDBAX's dividend yield for the trailing twelve months is around 4.47%, less than WCPNX's 5.22% 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% |
WCPNX Weitz Core Plus Income Fund | 5.22% | 5.73% | 2.93% | 2.23% | 3.31% | 2.72% | 2.55% | 2.11% | 2.43% | 1.78% | 0.58% | 0.00% |
Drawdowns
PDBAX vs. WCPNX - Drawdown Comparison
The maximum PDBAX drawdown since its inception was -20.62%, which is greater than WCPNX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for PDBAX and WCPNX. For additional features, visit the drawdowns tool.
Volatility
PDBAX vs. WCPNX - Volatility Comparison
PGIM Total Return Bond Fund (PDBAX) has a higher volatility of 1.59% compared to Weitz Core Plus Income Fund (WCPNX) at 1.45%. This indicates that PDBAX's price experiences larger fluctuations and is considered to be riskier than WCPNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.