PDBZX vs. FRIAX
Compare and contrast key facts about PGIM Total Return Bond Fund Class Z (PDBZX) and Franklin Income Fund Advisor Class (FRIAX).
PDBZX is managed by PGIM Investments. It was launched on Jan 14, 1997. FRIAX is managed by Franklin Templeton. It was launched on Aug 28, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PDBZX or FRIAX.
Key characteristics
| PDBZX | FRIAX | |
|---|---|---|
| YTD Return | 2.84% | 8.55% |
| 1Y Return | 9.23% | 16.13% |
| 3Y Return (Ann) | -1.66% | 3.81% |
| 5Y Return (Ann) | -0.41% | 6.60% |
| 10Y Return (Ann) | 1.77% | 5.31% |
| Sharpe Ratio | 1.56 | 2.80 |
| Sortino Ratio | 2.27 | 4.14 |
| Omega Ratio | 1.28 | 1.65 |
| Calmar Ratio | 0.59 | 3.08 |
| Martin Ratio | 5.96 | 22.01 |
| Ulcer Index | 1.47% | 0.73% |
| Daily Std Dev | 5.60% | 5.77% |
| Max Drawdown | -20.32% | -44.47% |
| Current Drawdown | -7.03% | -1.19% |
Correlation
The correlation between PDBZX and FRIAX is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
PDBZX vs. FRIAX - Performance Comparison
In the year-to-date period, PDBZX achieves a 2.84% return, which is significantly lower than FRIAX's 8.55% return. Over the past 10 years, PDBZX has underperformed FRIAX with an annualized return of 1.77%, while FRIAX has yielded a comparatively higher 5.31% 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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PDBZX vs. FRIAX - Expense Ratio Comparison
PDBZX has a 0.49% expense ratio, which is higher than FRIAX's 0.46% expense ratio.
Risk-Adjusted Performance
PDBZX vs. FRIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Total Return Bond Fund Class Z (PDBZX) and Franklin Income Fund Advisor Class (FRIAX). 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
PDBZX vs. FRIAX - Dividend Comparison
PDBZX's dividend yield for the trailing twelve months is around 4.79%, less than FRIAX's 5.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDBZX PGIM Total Return Bond Fund Class Z | 4.79% | 4.61% | 5.12% | 2.96% | 2.95% | 3.62% | 4.02% | 2.91% | 2.87% | 3.20% | 3.59% | 3.78% |
FRIAX Franklin Income Fund Advisor Class | 5.55% | 5.71% | 5.60% | 4.80% | 5.26% | 5.15% | 5.67% | 5.08% | 5.25% | 5.77% | 5.08% | 5.52% |
Drawdowns
PDBZX vs. FRIAX - Drawdown Comparison
The maximum PDBZX drawdown since its inception was -20.32%, smaller than the maximum FRIAX drawdown of -44.47%. Use the drawdown chart below to compare losses from any high point for PDBZX and FRIAX. For additional features, visit the drawdowns tool.
Volatility
PDBZX vs. FRIAX - Volatility Comparison
PGIM Total Return Bond Fund Class Z (PDBZX) has a higher volatility of 1.57% compared to Franklin Income Fund Advisor Class (FRIAX) at 1.24%. This indicates that PDBZX's price experiences larger fluctuations and is considered to be riskier than FRIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.