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PDBZX vs. PYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PDBZX and PYLD is 0.19, 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. PYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Total Return Bond Fund Class Z (PDBZX) and PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PDBZX:

0.95

PYLD:

2.02

Sortino Ratio

PDBZX:

1.41

PYLD:

2.94

Omega Ratio

PDBZX:

1.17

PYLD:

1.40

Calmar Ratio

PDBZX:

0.45

PYLD:

2.72

Martin Ratio

PDBZX:

2.72

PYLD:

9.49

Ulcer Index

PDBZX:

1.85%

PYLD:

0.80%

Daily Std Dev

PDBZX:

5.29%

PYLD:

3.68%

Max Drawdown

PDBZX:

-20.32%

PYLD:

-4.52%

Current Drawdown

PDBZX:

-5.59%

PYLD:

-0.99%

Returns By Period

In the year-to-date period, PDBZX achieves a 1.54% return, which is significantly lower than PYLD's 2.00% return.


PDBZX

YTD

1.54%

1M

0.73%

6M

1.56%

1Y

4.96%

3Y*

2.54%

5Y*

0.20%

10Y*

1.80%

PYLD

YTD

2.00%

1M

1.12%

6M

2.59%

1Y

7.36%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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PDBZX vs. PYLD - Expense Ratio Comparison

PDBZX has a 0.49% expense ratio, which is lower than PYLD's 0.55% expense ratio.


Risk-Adjusted Performance

PDBZX vs. PYLD — Risk-Adjusted Performance Rank

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

PDBZX
The Risk-Adjusted Performance Rank of PDBZX is 7373
Overall Rank
The Sharpe Ratio Rank of PDBZX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of PDBZX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of PDBZX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of PDBZX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of PDBZX is 7070
Martin Ratio Rank

PYLD
The Risk-Adjusted Performance Rank of PYLD is 9595
Overall Rank
The Sharpe Ratio Rank of PYLD is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of PYLD is 9595
Sortino Ratio Rank
The Omega Ratio Rank of PYLD is 9595
Omega Ratio Rank
The Calmar Ratio Rank of PYLD is 9595
Calmar Ratio Rank
The Martin Ratio Rank of PYLD is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PDBZX vs. PYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Total Return Bond Fund Class Z (PDBZX) and PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). 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.


The current PDBZX Sharpe Ratio is 0.95, which is lower than the PYLD Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of PDBZX and PYLD, 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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Dividends

PDBZX vs. PYLD - Dividend Comparison

PDBZX's dividend yield for the trailing twelve months is around 4.71%, less than PYLD's 6.03% yield.


TTM20242023202220212020201920182017201620152014
PDBZX
PGIM Total Return Bond Fund Class Z
4.71%4.78%4.60%5.12%2.96%2.94%7.12%4.01%2.91%3.92%3.21%3.74%
PYLD
PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund
6.03%5.97%2.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PDBZX vs. PYLD - Drawdown Comparison

The maximum PDBZX drawdown since its inception was -20.32%, which is greater than PYLD's maximum drawdown of -4.52%. Use the drawdown chart below to compare losses from any high point for PDBZX and PYLD. For additional features, visit the drawdowns tool.


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Volatility

PDBZX vs. PYLD - Volatility Comparison

PGIM Total Return Bond Fund Class Z (PDBZX) has a higher volatility of 1.34% compared to PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) at 1.23%. This indicates that PDBZX's price experiences larger fluctuations and is considered to be riskier than PYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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