PDCZX vs. QBDSX
PDCZX (PGIM Income Builder Fund) and QBDSX (Quantified Managed Income Fund) are both Diversified Portfolio funds. Over the past 10 years, PDCZX returned 6.87%/yr vs 0.56%/yr for QBDSX. Their 0.49 correlation means their historical movements had little consistent relationship. PDCZX charges 0.18%/yr vs 1.31%/yr for QBDSX.
Performance
PDCZX vs. QBDSX - Performance Comparison
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Returns By Period
In the year-to-date period, PDCZX achieves a 8.36% return, which is significantly higher than QBDSX's -0.25% return. Over the past 10 years, PDCZX has outperformed QBDSX with an annualized return of 6.87%, while QBDSX has yielded a comparatively lower 0.56% annualized return.
PDCZX
- 1D
- -0.14%
- 1M
- -0.49%
- 6M
- 5.14%
- YTD
- 8.36%
- 1Y
- 14.81%
- 3Y*
- 13.81%
- 5Y*
- 7.15%
- 10Y*
- 6.87%
- ALL TIME*
- 6.01%
QBDSX
- 1D
- 0.00%
- 1M
- 0.13%
- 6M
- -1.00%
- YTD
- -0.25%
- 1Y
- 0.15%
- 3Y*
- 2.28%
- 5Y*
- 0.70%
- 10Y*
- 0.56%
- ALL TIME*
- 0.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PDCZX vs. QBDSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDCZX PGIM Income Builder Fund | 8.36% | 14.51% | 13.16% | 11.00% | -10.75% | 10.63% | 2.94% | 19.84% | -6.24% | 8.17% |
QBDSX Quantified Managed Income Fund | -0.25% | 5.11% | 1.02% | 2.25% | -4.09% | -0.66% | -9.22% | 10.50% | -3.17% | 5.05% |
Correlation
The correlation between PDCZX and QBDSX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.51 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.49 |
The correlation between PDCZX and QBDSX shifts across timeframes, from 0.49 (all time) to 0.67 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PDCZX vs. QBDSX — Risk / Return Rank
PDCZX
QBDSX
PDCZX vs. QBDSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Income Builder Fund (PDCZX) and Quantified Managed Income Fund (QBDSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PDCZX | QBDSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.32 | ||
| Sortino ratioReturn per unit of downside risk | +3.28 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.00 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | -0.03 | +3.18 |
| Martin ratioReturn relative to average drawdown | 13.14 | -0.07 | +13.21 |
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Drawdowns
PDCZX vs. QBDSX - Drawdown Comparison
The maximum PDCZX drawdown since its inception was -31.16%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for PDCZX and QBDSX.
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Drawdown Indicators
| PDCZX | QBDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.16% | -18.38% | -12.78% |
Max Drawdown (1Y)Largest decline over 1 year | -4.72% | -3.09% | -1.63% |
Max Drawdown (3Y)Largest decline over 3 years | -7.48% | -3.76% | -3.72% |
Max Drawdown (5Y)Largest decline over 5 years | -17.89% | -7.40% | -10.49% |
Max Drawdown (10Y)Largest decline over 10 years | -31.16% | -18.38% | -12.78% |
Current DrawdownCurrent decline from peak | -1.13% | -8.29% | +7.16% |
Average DrawdownAverage peak-to-trough decline | -3.33% | -6.86% | +3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 1.43% | -0.30% |
Volatility
PDCZX vs. QBDSX - Volatility Comparison
PGIM Income Builder Fund (PDCZX) has a higher volatility of 1.30% compared to Quantified Managed Income Fund (QBDSX) at 0.75%. This indicates that PDCZX's price experiences larger fluctuations and is considered to be riskier than QBDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDCZX | QBDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 0.75% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 5.41% | 2.38% | +3.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.48% | 3.52% | +2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.32% | 4.31% | +4.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.58% | 5.24% | +4.34% |
PDCZX vs. QBDSX - Expense Ratio Comparison
PDCZX has a 0.18% expense ratio, which is lower than QBDSX's 1.31% expense ratio.
Dividends
PDCZX vs. QBDSX - Dividend Comparison
PDCZX's dividend yield for the trailing twelve months is around 4.63%, more than QBDSX's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDCZX PGIM Income Builder Fund | 4.63% | 5.19% | 8.63% | 5.21% | 4.71% | 5.61% | 4.07% | 4.28% | 4.72% | 4.59% | 4.80% | 5.33% |
QBDSX Quantified Managed Income Fund | 4.49% | 4.47% | 3.98% | 4.51% | 0.54% | 0.71% | 0.87% | 2.26% | 2.04% | 2.51% | 1.00% | 3.89% |
Frequently Asked Questions
PDCZX and QBDSX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PDCZX has higher volatility (1.30%) compared to QBDSX (0.75%). In terms of maximum drawdown, PDCZX dropped -31.16% vs QBDSX's -18.38%.
PDCZX currently has the higher Sharpe Ratio (2.29 vs -0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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