PDBZX vs. AGG
Compare and contrast key facts about PGIM Total Return Bond Fund Class Z (PDBZX) and iShares Core U.S. Aggregate Bond ETF (AGG).
PDBZX is managed by PGIM. It was launched on Jan 14, 1997. AGG is a passively managed fund by iShares that tracks the performance of the Bloomberg U.S. Aggregate Bond Index. It was launched on Sep 22, 2003.
Performance
PDBZX vs. AGG - Performance Comparison
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PDBZX vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDBZX PGIM Total Return Bond Fund Class Z | -0.53% | 7.70% | 2.87% | 7.70% | -14.33% | -1.46% | 8.01% | 14.76% | -0.72% | 6.60% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.02% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Returns By Period
In the year-to-date period, PDBZX achieves a -0.53% return, which is significantly lower than AGG's 0.02% return. Over the past 10 years, PDBZX has outperformed AGG with an annualized return of 2.93%, while AGG has yielded a comparatively lower 1.66% annualized return.
PDBZX
- 1D
- 0.50%
- 1M
- -2.52%
- YTD
- -0.53%
- 6M
- 0.58%
- 1Y
- 4.25%
- 3Y*
- 4.79%
- 5Y*
- 1.00%
- 10Y*
- 2.93%
AGG
- 1D
- 0.23%
- 1M
- -1.79%
- YTD
- 0.02%
- 6M
- 0.97%
- 1Y
- 4.36%
- 3Y*
- 3.59%
- 5Y*
- 0.23%
- 10Y*
- 1.66%
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PDBZX vs. AGG - Expense Ratio Comparison
PDBZX has a 0.49% expense ratio, which is higher than AGG's 0.03% expense ratio.
Return for Risk
PDBZX vs. AGG — Risk / Return Rank
PDBZX
AGG
PDBZX vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Total Return Bond Fund Class Z (PDBZX) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
| PDBZX | AGG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.00 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.42 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.81 | -0.06 |
Martin ratioReturn relative to average drawdown | 5.12 | 5.07 | +0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PDBZX | AGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.00 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.04 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.31 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 0.59 | +0.49 |
Correlation
The correlation between PDBZX and AGG is 0.80, 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.
Dividends
PDBZX vs. AGG - Dividend Comparison
PDBZX's dividend yield for the trailing twelve months is around 4.19%, more than AGG's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDBZX PGIM Total Return Bond Fund Class Z | 4.19% | 4.54% | 4.79% | 4.60% | 5.73% | 2.73% | 2.94% | 10.36% | 4.01% | 2.87% | 3.92% | 3.33% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.93% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
Drawdowns
PDBZX vs. AGG - Drawdown Comparison
The maximum PDBZX drawdown since its inception was -20.88%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for PDBZX and AGG.
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Drawdown Indicators
| PDBZX | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.88% | -18.43% | -2.45% |
Max Drawdown (1Y)Largest decline over 1 year | -3.06% | -2.52% | -0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -20.81% | -17.82% | -2.99% |
Max Drawdown (10Y)Largest decline over 10 years | -20.88% | -18.43% | -2.45% |
Current DrawdownCurrent decline from peak | -2.52% | -2.36% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -2.31% | -2.71% | +0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 0.90% | +0.15% |
Volatility
PDBZX vs. AGG - Volatility Comparison
PGIM Total Return Bond Fund Class Z (PDBZX) and iShares Core U.S. Aggregate Bond ETF (AGG) have volatilities of 1.72% and 1.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDBZX | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.72% | 1.66% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 2.71% | 2.55% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.59% | 4.37% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.00% | 6.07% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.34% | 5.39% | -0.05% |