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PDGJX vs. PBHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDGJX vs. PBHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prudential Day One 2035 Fund (PDGJX) and PGIM High Yield Fund (PBHAX). The values are adjusted to include any dividend payments, if applicable.

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PDGJX vs. PBHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDGJX
Prudential Day One 2035 Fund
-0.16%14.63%22.14%14.74%-14.08%17.09%11.06%21.89%-6.78%17.12%
PBHAX
PGIM High Yield Fund
-0.83%8.79%6.89%10.75%-12.51%5.63%4.87%15.86%-1.53%7.31%

Returns By Period

In the year-to-date period, PDGJX achieves a -0.16% return, which is significantly higher than PBHAX's -0.83% return.


PDGJX

1D
1.91%
1M
-3.91%
YTD
-0.16%
6M
1.64%
1Y
13.53%
3Y*
15.26%
5Y*
8.85%
10Y*

PBHAX

1D
0.63%
1M
-1.65%
YTD
-0.83%
6M
0.32%
1Y
6.13%
3Y*
7.45%
5Y*
3.14%
10Y*
5.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PDGJX vs. PBHAX - Expense Ratio Comparison

PDGJX has a 0.02% expense ratio, which is lower than PBHAX's 0.75% expense ratio.


Return for Risk

PDGJX vs. PBHAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PDGJX
PDGJX Risk / Return Rank: 6868
Overall Rank
PDGJX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PDGJX Sortino Ratio Rank: 6767
Sortino Ratio Rank
PDGJX Omega Ratio Rank: 6767
Omega Ratio Rank
PDGJX Calmar Ratio Rank: 6363
Calmar Ratio Rank
PDGJX Martin Ratio Rank: 7575
Martin Ratio Rank

PBHAX
PBHAX Risk / Return Rank: 8787
Overall Rank
PBHAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PBHAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PBHAX Omega Ratio Rank: 8989
Omega Ratio Rank
PBHAX Calmar Ratio Rank: 8686
Calmar Ratio Rank
PBHAX Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PDGJX vs. PBHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prudential Day One 2035 Fund (PDGJX) and PGIM High Yield Fund (PBHAX). 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.


PDGJXPBHAXDifference

Sharpe ratio

Return per unit of total volatility

1.30

1.68

-0.38

Sortino ratio

Return per unit of downside risk

1.87

2.48

-0.61

Omega ratio

Gain probability vs. loss probability

1.28

1.40

-0.12

Calmar ratio

Return relative to maximum drawdown

1.73

2.30

-0.57

Martin ratio

Return relative to average drawdown

8.29

9.48

-1.19

PDGJX vs. PBHAX - Sharpe Ratio Comparison

The current PDGJX Sharpe Ratio is 1.30, which is comparable to the PBHAX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of PDGJX and PBHAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PDGJXPBHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.68

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.63

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

1.34

-0.55

Correlation

The correlation between PDGJX and PBHAX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PDGJX vs. PBHAX - Dividend Comparison

PDGJX's dividend yield for the trailing twelve months is around 4.32%, less than PBHAX's 6.24% yield.


TTM20252024202320222021202020192018201720162015
PDGJX
Prudential Day One 2035 Fund
4.32%4.31%22.20%4.16%8.27%13.30%2.34%5.23%5.69%2.04%0.00%0.00%
PBHAX
PGIM High Yield Fund
6.24%6.71%6.01%5.73%5.94%5.88%5.70%5.96%6.26%5.98%4.61%6.64%

Drawdowns

PDGJX vs. PBHAX - Drawdown Comparison

The maximum PDGJX drawdown since its inception was -28.04%, roughly equal to the maximum PBHAX drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for PDGJX and PBHAX.


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Drawdown Indicators


PDGJXPBHAXDifference

Max Drawdown

Largest peak-to-trough decline

-28.04%

-28.80%

+0.76%

Max Drawdown (1Y)

Largest decline over 1 year

-8.11%

-2.94%

-5.17%

Max Drawdown (5Y)

Largest decline over 5 years

-20.17%

-16.22%

-3.95%

Max Drawdown (10Y)

Largest decline over 10 years

-21.14%

Current Drawdown

Current decline from peak

-4.43%

-1.65%

-2.78%

Average Drawdown

Average peak-to-trough decline

-3.75%

-2.88%

-0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

0.71%

+0.98%

Volatility

PDGJX vs. PBHAX - Volatility Comparison

Prudential Day One 2035 Fund (PDGJX) has a higher volatility of 3.98% compared to PGIM High Yield Fund (PBHAX) at 1.41%. This indicates that PDGJX's price experiences larger fluctuations and is considered to be riskier than PBHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDGJXPBHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

1.41%

+2.57%

Volatility (6M)

Calculated over the trailing 6-month period

6.11%

2.47%

+3.64%

Volatility (1Y)

Calculated over the trailing 1-year period

10.72%

3.82%

+6.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.79%

5.01%

+6.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.53%

5.48%

+7.05%