PDEJX vs. SDMZX
Compare and contrast key facts about Prudential Day One 2025 Fund (PDEJX) and PGIM Short Duration Multi-Sector Bond Fund (SDMZX).
PDEJX is managed by PGIM. It was launched on Dec 12, 2016. SDMZX is managed by PGIM. It was launched on Dec 23, 2013.
Performance
PDEJX vs. SDMZX - Performance Comparison
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PDEJX vs. SDMZX - 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% |
SDMZX PGIM Short Duration Multi-Sector Bond Fund | -0.26% | 6.18% | 5.64% | 6.25% | -4.82% | -0.19% | 3.97% | 7.92% | 0.95% | 3.96% |
Returns By Period
In the year-to-date period, PDEJX achieves a -0.83% return, which is significantly lower than SDMZX's -0.26% return.
PDEJX
- 1D
- 0.19%
- 1M
- -4.27%
- YTD
- -0.83%
- 6M
- 0.74%
- 1Y
- 9.37%
- 3Y*
- 11.69%
- 5Y*
- 6.96%
- 10Y*
- —
SDMZX
- 1D
- 0.11%
- 1M
- -1.22%
- YTD
- -0.26%
- 6M
- 1.04%
- 1Y
- 4.25%
- 3Y*
- 5.41%
- 5Y*
- 2.69%
- 10Y*
- 3.13%
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PDEJX vs. SDMZX - Expense Ratio Comparison
PDEJX has a 0.00% expense ratio, which is lower than SDMZX's 0.46% expense ratio.
Return for Risk
PDEJX vs. SDMZX — Risk / Return Rank
PDEJX
SDMZX
PDEJX vs. SDMZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Prudential Day One 2025 Fund (PDEJX) and PGIM Short Duration Multi-Sector Bond Fund (SDMZX). 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 | SDMZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 2.21 | -0.91 |
Sortino ratioReturn per unit of downside risk | 1.84 | 3.89 | -2.06 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.54 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 3.30 | -1.71 |
Martin ratioReturn relative to average drawdown | 7.79 | 13.64 | -5.84 |
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 | SDMZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 2.21 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 1.17 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.28 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 1.22 | -0.36 |
Correlation
The correlation between PDEJX and SDMZX is 0.28, 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. SDMZX - Dividend Comparison
PDEJX's dividend yield for the trailing twelve months is around 5.68%, more than SDMZX's 4.30% 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% |
SDMZX PGIM Short Duration Multi-Sector Bond Fund | 4.30% | 4.62% | 4.57% | 3.36% | 4.70% | 2.76% | 3.10% | 6.18% | 3.47% | 2.64% | 2.76% | 3.34% |
Drawdowns
PDEJX vs. SDMZX - Drawdown Comparison
The maximum PDEJX drawdown since its inception was -20.45%, which is greater than SDMZX's maximum drawdown of -9.76%. Use the drawdown chart below to compare losses from any high point for PDEJX and SDMZX.
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Drawdown Indicators
| PDEJX | SDMZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.45% | -9.76% | -10.69% |
Max Drawdown (1Y)Largest decline over 1 year | -5.85% | -1.44% | -4.41% |
Max Drawdown (5Y)Largest decline over 5 years | -16.83% | -8.51% | -8.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.76% | — |
Current DrawdownCurrent decline from peak | -4.27% | -1.22% | -3.05% |
Average DrawdownAverage peak-to-trough decline | -2.90% | -1.00% | -1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 0.35% | +0.84% |
Volatility
PDEJX vs. SDMZX - Volatility Comparison
Prudential Day One 2025 Fund (PDEJX) has a higher volatility of 2.39% compared to PGIM Short Duration Multi-Sector Bond Fund (SDMZX) at 0.70%. This indicates that PDEJX's price experiences larger fluctuations and is considered to be riskier than SDMZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDEJX | SDMZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.39% | 0.70% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 4.10% | 1.40% | +2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.42% | 2.12% | +5.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.84% | 2.30% | +6.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.85% | 2.46% | +6.39% |