PDEJX vs. PDBZX
Compare and contrast key facts about Prudential Day One 2025 Fund (PDEJX) and PGIM Total Return Bond Fund Class Z (PDBZX).
PDEJX is managed by PGIM. It was launched on Dec 12, 2016. PDBZX is managed by PGIM. It was launched on Jan 14, 1997.
Performance
PDEJX vs. PDBZX - Performance Comparison
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PDEJX vs. PDBZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDEJX Prudential Day One 2025 Fund | -0.83% | 11.91% | 17.34% | 11.21% | -12.30% | 12.90% | 9.30% | 16.82% | -4.47% | 12.48% |
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% |
Returns By Period
In the year-to-date period, PDEJX achieves a -0.83% return, which is significantly lower than PDBZX's -0.53% return.
PDEJX
- 1D
- 0.19%
- 1M
- -4.27%
- YTD
- -0.83%
- 6M
- 0.74%
- 1Y
- 9.37%
- 3Y*
- 11.69%
- 5Y*
- 6.96%
- 10Y*
- —
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%
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PDEJX vs. PDBZX - Expense Ratio Comparison
PDEJX has a 0.00% expense ratio, which is lower than PDBZX's 0.49% expense ratio.
Return for Risk
PDEJX vs. PDBZX — Risk / Return Rank
PDEJX
PDBZX
PDEJX vs. PDBZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Prudential Day One 2025 Fund (PDEJX) and PGIM Total Return Bond Fund Class Z (PDBZX). 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.
| PDEJX | PDBZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 1.04 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.84 | 1.48 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.18 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.75 | -0.17 |
Martin ratioReturn relative to average drawdown | 7.79 | 5.12 | +2.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PDEJX | PDBZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.04 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.17 | +0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 1.09 | -0.23 |
Correlation
The correlation between PDEJX and PDBZX is 0.26, 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
PDEJX vs. PDBZX - Dividend Comparison
PDEJX's dividend yield for the trailing twelve months is around 5.68%, more than PDBZX's 4.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDEJX Prudential Day One 2025 Fund | 5.68% | 5.63% | 20.16% | 3.66% | 7.83% | 10.79% | 2.42% | 5.03% | 4.61% | 1.68% | 0.00% | 0.00% |
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% |
Drawdowns
PDEJX vs. PDBZX - Drawdown Comparison
The maximum PDEJX drawdown since its inception was -20.45%, roughly equal to the maximum PDBZX drawdown of -20.88%. Use the drawdown chart below to compare losses from any high point for PDEJX and PDBZX.
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Drawdown Indicators
| PDEJX | PDBZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.45% | -20.88% | +0.43% |
Max Drawdown (1Y)Largest decline over 1 year | -5.85% | -3.06% | -2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -16.83% | -20.81% | +3.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.88% | — |
Current DrawdownCurrent decline from peak | -4.27% | -2.52% | -1.75% |
Average DrawdownAverage peak-to-trough decline | -2.90% | -2.31% | -0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 1.05% | +0.14% |
Volatility
PDEJX vs. PDBZX - Volatility Comparison
Prudential Day One 2025 Fund (PDEJX) has a higher volatility of 2.39% compared to PGIM Total Return Bond Fund Class Z (PDBZX) at 1.72%. This indicates that PDEJX's price experiences larger fluctuations and is considered to be riskier than PDBZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDEJX | PDBZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.39% | 1.72% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 4.10% | 2.71% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.42% | 4.59% | +2.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.84% | 6.00% | +2.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.85% | 5.34% | +3.51% |