PDBZX vs. SRBFX
Compare and contrast key facts about PGIM Total Return Bond Fund Class Z (PDBZX) and Columbia Total Return Bond Fund (SRBFX).
PDBZX is managed by PGIM Investments. It was launched on Jan 14, 1997. SRBFX is managed by Columbia Threadneedle. It was launched on Dec 5, 1978.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PDBZX or SRBFX.
Key characteristics
| PDBZX | SRBFX | |
|---|---|---|
| YTD Return | 2.84% | 2.31% |
| 1Y Return | 9.23% | 9.37% |
| 3Y Return (Ann) | -1.66% | -3.00% |
| 5Y Return (Ann) | -0.41% | -0.51% |
| 10Y Return (Ann) | 1.77% | 1.30% |
| Sharpe Ratio | 1.56 | 1.31 |
| Sortino Ratio | 2.27 | 1.92 |
| Omega Ratio | 1.28 | 1.24 |
| Calmar Ratio | 0.59 | 0.44 |
| Martin Ratio | 5.96 | 4.33 |
| Ulcer Index | 1.47% | 2.02% |
| Daily Std Dev | 5.60% | 6.66% |
| Max Drawdown | -20.32% | -24.67% |
| Current Drawdown | -7.03% | -12.38% |
Correlation
The correlation between PDBZX and SRBFX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PDBZX vs. SRBFX - Performance Comparison
In the year-to-date period, PDBZX achieves a 2.84% return, which is significantly higher than SRBFX's 2.31% return. Over the past 10 years, PDBZX has outperformed SRBFX with an annualized return of 1.77%, while SRBFX has yielded a comparatively lower 1.30% 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. SRBFX - Expense Ratio Comparison
Both PDBZX and SRBFX have an expense ratio of 0.49%.
Risk-Adjusted Performance
PDBZX vs. SRBFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Total Return Bond Fund Class Z (PDBZX) and Columbia Total Return Bond Fund (SRBFX). 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. SRBFX - Dividend Comparison
PDBZX's dividend yield for the trailing twelve months is around 4.79%, less than SRBFX's 4.90% 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% |
SRBFX Columbia Total Return Bond Fund | 4.90% | 4.22% | 3.98% | 3.00% | 3.48% | 3.26% | 2.85% | 2.78% | 2.84% | 2.22% | 2.65% | 2.72% |
Drawdowns
PDBZX vs. SRBFX - Drawdown Comparison
The maximum PDBZX drawdown since its inception was -20.32%, smaller than the maximum SRBFX drawdown of -24.67%. Use the drawdown chart below to compare losses from any high point for PDBZX and SRBFX. For additional features, visit the drawdowns tool.
Volatility
PDBZX vs. SRBFX - Volatility Comparison
The current volatility for PGIM Total Return Bond Fund Class Z (PDBZX) is 1.57%, while Columbia Total Return Bond Fund (SRBFX) has a volatility of 1.70%. This indicates that PDBZX experiences smaller price fluctuations and is considered to be less risky than SRBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.