PDEJX vs. PTRQX
Compare and contrast key facts about Prudential Day One 2025 Fund (PDEJX) and PGIM Total Return Bond R6 (PTRQX).
PDEJX is managed by PGIM. It was launched on Dec 12, 2016. PTRQX is managed by PGIM. It was launched on Dec 27, 2010.
Performance
PDEJX vs. PTRQX - Performance Comparison
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PDEJX vs. PTRQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDEJX Prudential Day One 2025 Fund | 0.55% | 11.91% | 17.34% | 11.21% | -12.30% | 12.90% | 9.30% | 16.82% | -4.47% | 12.48% |
PTRQX PGIM Total Return Bond R6 | -0.35% | 7.81% | 3.06% | 7.80% | -14.30% | -1.37% | 8.13% | 10.85% | -0.73% | 6.59% |
Returns By Period
In the year-to-date period, PDEJX achieves a 0.55% return, which is significantly higher than PTRQX's -0.35% return.
PDEJX
- 1D
- 1.40%
- 1M
- -2.68%
- YTD
- 0.55%
- 6M
- 1.96%
- 1Y
- 10.58%
- 3Y*
- 12.21%
- 5Y*
- 7.10%
- 10Y*
- —
PTRQX
- 1D
- 0.25%
- 1M
- -1.87%
- YTD
- -0.35%
- 6M
- 0.55%
- 1Y
- 4.17%
- 3Y*
- 4.98%
- 5Y*
- 1.05%
- 10Y*
- 2.66%
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PDEJX vs. PTRQX - Expense Ratio Comparison
PDEJX has a 0.00% expense ratio, which is lower than PTRQX's 0.39% expense ratio.
Return for Risk
PDEJX vs. PTRQX — Risk / Return Rank
PDEJX
PTRQX
PDEJX vs. PTRQX - 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 R6 (PTRQX). 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 | PTRQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 1.02 | +0.43 |
Sortino ratioReturn per unit of downside risk | 2.07 | 1.44 | +0.63 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.18 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.66 | +0.24 |
Martin ratioReturn relative to average drawdown | 9.24 | 4.93 | +4.31 |
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 | PTRQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 1.02 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.18 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.75 | +0.13 |
Correlation
The correlation between PDEJX and PTRQX is 0.27, 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. PTRQX - Dividend Comparison
PDEJX's dividend yield for the trailing twelve months is around 5.60%, more than PTRQX's 4.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDEJX Prudential Day One 2025 Fund | 5.60% | 5.63% | 20.16% | 3.66% | 7.83% | 10.79% | 2.42% | 5.03% | 4.61% | 1.68% | 0.00% | 0.00% |
PTRQX PGIM Total Return Bond R6 | 4.27% | 4.63% | 4.89% | 4.70% | 5.83% | 2.82% | 3.05% | 6.95% | 3.99% | 2.93% | 4.01% | 3.11% |
Drawdowns
PDEJX vs. PTRQX - Drawdown Comparison
The maximum PDEJX drawdown since its inception was -20.45%, roughly equal to the maximum PTRQX drawdown of -20.72%. Use the drawdown chart below to compare losses from any high point for PDEJX and PTRQX.
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Drawdown Indicators
| PDEJX | PTRQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.45% | -20.72% | +0.27% |
Max Drawdown (1Y)Largest decline over 1 year | -5.85% | -3.08% | -2.77% |
Max Drawdown (5Y)Largest decline over 5 years | -16.83% | -20.69% | +3.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.72% | — |
Current DrawdownCurrent decline from peak | -2.94% | -2.35% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -2.90% | -3.31% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 1.04% | +0.16% |
Volatility
PDEJX vs. PTRQX - Volatility Comparison
Prudential Day One 2025 Fund (PDEJX) has a higher volatility of 2.87% compared to PGIM Total Return Bond R6 (PTRQX) at 1.58%. This indicates that PDEJX's price experiences larger fluctuations and is considered to be riskier than PTRQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDEJX | PTRQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 1.58% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 4.33% | 2.62% | +1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.52% | 4.48% | +3.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.87% | 5.98% | +2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.86% | 5.22% | +3.64% |