PortfoliosLab logoPortfoliosLab logo
PDBZX vs. GLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDBZX vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Total Return Bond Fund Class Z (PDBZX) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PDBZX vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PDBZX
PDBZX Risk / Return Rank: 5757
Overall Rank
PDBZX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PDBZX Sortino Ratio Rank: 5757
Sortino Ratio Rank
PDBZX Omega Ratio Rank: 4343
Omega Ratio Rank
PDBZX Calmar Ratio Rank: 7676
Calmar Ratio Rank
PDBZX Martin Ratio Rank: 5353
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 8787
Overall Rank
GLD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 8686
Sortino Ratio Rank
GLD Omega Ratio Rank: 8686
Omega Ratio Rank
GLD Calmar Ratio Rank: 8989
Calmar Ratio Rank
GLD Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


PDBZXGLDDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.79

-0.75

Sortino ratio

Return per unit of downside risk

1.48

2.21

-0.73

Omega ratio

Gain probability vs. loss probability

1.18

1.33

-0.15

Calmar ratio

Return relative to maximum drawdown

1.75

2.68

-0.93

Martin ratio

Return relative to average drawdown

5.12

9.90

-4.79

PDBZX vs. GLD - Sharpe Ratio Comparison

The current PDBZX Sharpe Ratio is 1.04, which is lower than the GLD Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of PDBZX and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PDBZXGLDDifference

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.


TTM20252024202320222021202020192018201720162015
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.


Loading graphics...

Drawdown Indicators


PDBZXGLDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.52%

-13.23%

+10.71%

Average Drawdown

Average peak-to-trough decline

-2.31%

-16.17%

+13.86%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


PDBZXGLDDifference

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%