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PDBZX vs. PJFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDBZX vs. PJFAX - Performance Comparison

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

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PDBZX vs. PJFAX - 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%
PJFAX
PGIM Jennison Growth Fund
-14.26%14.53%48.10%52.76%-37.89%15.65%55.66%45.04%-1.24%36.41%

Returns By Period

In the year-to-date period, PDBZX achieves a -0.53% return, which is significantly higher than PJFAX's -14.26% return. Over the past 10 years, PDBZX has underperformed PJFAX with an annualized return of 2.93%, while PJFAX has yielded a comparatively higher 17.50% 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%

PJFAX

1D
-0.42%
1M
-9.01%
YTD
-14.26%
6M
-13.47%
1Y
9.15%
3Y*
23.36%
5Y*
10.52%
10Y*
17.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PDBZX vs. PJFAX - Expense Ratio Comparison

PDBZX has a 0.49% expense ratio, which is lower than PJFAX's 0.97% expense ratio.


Return for Risk

PDBZX vs. PJFAX — 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

PJFAX
PJFAX Risk / Return Rank: 1616
Overall Rank
PJFAX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PJFAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
PJFAX Omega Ratio Rank: 1717
Omega Ratio Rank
PJFAX Calmar Ratio Rank: 1313
Calmar Ratio Rank
PJFAX Martin Ratio Rank: 1313
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. PJFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Total Return Bond Fund Class Z (PDBZX) and PGIM Jennison Growth Fund (PJFAX). 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.


PDBZXPJFAXDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.41

+0.63

Sortino ratio

Return per unit of downside risk

1.48

0.74

+0.74

Omega ratio

Gain probability vs. loss probability

1.18

1.10

+0.08

Calmar ratio

Return relative to maximum drawdown

1.75

0.34

+1.41

Martin ratio

Return relative to average drawdown

5.12

1.18

+3.94

PDBZX vs. PJFAX - Sharpe Ratio Comparison

The current PDBZX Sharpe Ratio is 1.04, which is higher than the PJFAX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of PDBZX and PJFAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PDBZXPJFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.41

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.43

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.73

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.48

+0.61

Correlation

The correlation between PDBZX and PJFAX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PDBZX vs. PJFAX - Dividend Comparison

PDBZX's dividend yield for the trailing twelve months is around 4.19%, less than PJFAX's 15.65% yield.


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%
PJFAX
PGIM Jennison Growth Fund
15.65%13.42%24.62%7.23%2.77%14.67%9.02%16.27%6.06%5.85%4.12%6.90%

Drawdowns

PDBZX vs. PJFAX - Drawdown Comparison

The maximum PDBZX drawdown since its inception was -20.88%, smaller than the maximum PJFAX drawdown of -64.07%. Use the drawdown chart below to compare losses from any high point for PDBZX and PJFAX.


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Drawdown Indicators


PDBZXPJFAXDifference

Max Drawdown

Largest peak-to-trough decline

-20.88%

-64.07%

+43.19%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

-17.76%

+14.70%

Max Drawdown (5Y)

Largest decline over 5 years

-20.81%

-43.56%

+22.75%

Max Drawdown (10Y)

Largest decline over 10 years

-20.88%

-43.56%

+22.68%

Current Drawdown

Current decline from peak

-2.52%

-17.76%

+15.24%

Average Drawdown

Average peak-to-trough decline

-2.31%

-20.44%

+18.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

5.17%

-4.12%

Volatility

PDBZX vs. PJFAX - Volatility Comparison

The current volatility for PGIM Total Return Bond Fund Class Z (PDBZX) is 1.72%, while PGIM Jennison Growth Fund (PJFAX) has a volatility of 5.66%. This indicates that PDBZX experiences smaller price fluctuations and is considered to be less risky than PJFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDBZXPJFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

5.66%

-3.94%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

12.53%

-9.82%

Volatility (1Y)

Calculated over the trailing 1-year period

4.59%

22.18%

-17.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

24.77%

-18.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.34%

23.95%

-18.61%