PDBZX vs. GLD
Compare and contrast key facts about PGIM Total Return Bond Fund Class Z (PDBZX) and SPDR Gold Shares (GLD).
PDBZX is managed by PGIM. It was launched on Jan 14, 1997. GLD is a passively managed fund by State Street that tracks the performance of the LBMA Gold Price PM. It was launched on Nov 18, 2004.
Performance
PDBZX vs. GLD - Performance Comparison
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PDBZX vs. GLD - 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% |
GLD SPDR Gold Shares | 8.57% | 63.68% | 26.66% | 12.69% | -0.77% | -4.15% | 24.81% | 17.86% | -1.94% | 12.81% |
Returns By Period
In the year-to-date period, PDBZX achieves a -0.53% return, which is significantly lower than GLD's 8.57% return. Over the past 10 years, PDBZX has underperformed GLD with an annualized return of 2.93%, while GLD has yielded a comparatively higher 13.92% 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%
GLD
- 1D
- 3.79%
- 1M
- -11.05%
- YTD
- 8.57%
- 6M
- 21.05%
- 1Y
- 49.33%
- 3Y*
- 32.92%
- 5Y*
- 21.58%
- 10Y*
- 13.92%
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PDBZX vs. GLD - Expense Ratio Comparison
PDBZX has a 0.49% expense ratio, which is higher than GLD's 0.40% expense ratio.
Return for Risk
PDBZX vs. GLD — Risk / Return Rank
PDBZX
GLD
PDBZX vs. GLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Total Return Bond Fund Class Z (PDBZX) and SPDR Gold Shares (GLD). 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 | GLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.79 | -0.75 |
Sortino ratioReturn per unit of downside risk | 1.48 | 2.21 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.33 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 2.68 | -0.93 |
Martin ratioReturn relative to average drawdown | 5.12 | 9.90 | -4.79 |
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 | GLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.79 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 1.22 | -1.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.88 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 0.62 | +0.47 |
Correlation
The correlation between PDBZX and GLD is 0.23, 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.
Dividends
PDBZX vs. GLD - Dividend Comparison
PDBZX's dividend yield for the trailing twelve months is around 4.19%, while GLD has not paid dividends to shareholders.
| 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% |
GLD SPDR Gold Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PDBZX vs. GLD - Drawdown Comparison
The maximum PDBZX drawdown since its inception was -20.88%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for PDBZX and GLD.
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Drawdown Indicators
| PDBZX | GLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.88% | -45.56% | +24.68% |
Max Drawdown (1Y)Largest decline over 1 year | -3.06% | -19.21% | +16.15% |
Max Drawdown (5Y)Largest decline over 5 years | -20.81% | -21.03% | +0.22% |
Max Drawdown (10Y)Largest decline over 10 years | -20.88% | -22.00% | +1.12% |
Current DrawdownCurrent decline from peak | -2.52% | -13.23% | +10.71% |
Average DrawdownAverage peak-to-trough decline | -2.31% | -16.17% | +13.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 5.20% | -4.15% |
Volatility
PDBZX vs. GLD - Volatility Comparison
The current volatility for PGIM Total Return Bond Fund Class Z (PDBZX) is 1.72%, while SPDR Gold Shares (GLD) has a volatility of 11.06%. This indicates that PDBZX experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDBZX | GLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.72% | 11.06% | -9.34% |
Volatility (6M)Calculated over the trailing 6-month period | 2.71% | 24.30% | -21.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.59% | 27.80% | -23.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.00% | 17.74% | -11.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.34% | 15.87% | -10.53% |