PortfoliosLab logoPortfoliosLab logo
PDSZX vs. FSMUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDSZX vs. FSMUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Short Duration Muni Fund (PDSZX) and Strategic Advisers Municipal Bond Fund (FSMUX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PDSZX vs. FSMUX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PDSZX
PGIM Short Duration Muni Fund
-0.07%4.64%2.39%4.23%-6.16%0.02%
FSMUX
Strategic Advisers Municipal Bond Fund
-1.13%3.14%2.99%6.78%-11.25%0.39%

Returns By Period

In the year-to-date period, PDSZX achieves a -0.07% return, which is significantly higher than FSMUX's -1.13% return.


PDSZX

1D
0.10%
1M
-1.77%
YTD
-0.07%
6M
0.73%
1Y
3.77%
3Y*
3.11%
5Y*
1.05%
10Y*
1.83%

FSMUX

1D
0.11%
1M
-2.56%
YTD
-1.13%
6M
0.12%
1Y
2.39%
3Y*
2.93%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PDSZX vs. FSMUX - Expense Ratio Comparison

PDSZX has a 0.32% expense ratio, which is higher than FSMUX's 0.06% expense ratio.


Return for Risk

PDSZX vs. FSMUX — Risk / Return Rank

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

PDSZX
PDSZX Risk / Return Rank: 7878
Overall Rank
PDSZX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
PDSZX Sortino Ratio Rank: 7979
Sortino Ratio Rank
PDSZX Omega Ratio Rank: 9696
Omega Ratio Rank
PDSZX Calmar Ratio Rank: 6767
Calmar Ratio Rank
PDSZX Martin Ratio Rank: 7070
Martin Ratio Rank

FSMUX
FSMUX Risk / Return Rank: 2222
Overall Rank
FSMUX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FSMUX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FSMUX Omega Ratio Rank: 4444
Omega Ratio Rank
FSMUX Calmar Ratio Rank: 1111
Calmar Ratio Rank
FSMUX Martin Ratio Rank: 1111
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.

PDSZX vs. FSMUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Short Duration Muni Fund (PDSZX) and Strategic Advisers Municipal Bond Fund (FSMUX). 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.


PDSZXFSMUXDifference

Sharpe ratio

Return per unit of total volatility

1.46

0.63

+0.83

Sortino ratio

Return per unit of downside risk

2.00

0.87

+1.12

Omega ratio

Gain probability vs. loss probability

1.57

1.19

+0.37

Calmar ratio

Return relative to maximum drawdown

1.57

0.28

+1.29

Martin ratio

Return relative to average drawdown

6.63

0.78

+5.85

PDSZX vs. FSMUX - Sharpe Ratio Comparison

The current PDSZX Sharpe Ratio is 1.46, which is higher than the FSMUX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of PDSZX and FSMUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PDSZXFSMUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

0.63

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

-0.00

+0.82

Correlation

The correlation between PDSZX and FSMUX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PDSZX vs. FSMUX - Dividend Comparison

PDSZX's dividend yield for the trailing twelve months is around 2.90%, more than FSMUX's 2.35% yield.


TTM20252024202320222021202020192018201720162015
PDSZX
PGIM Short Duration Muni Fund
2.90%3.10%2.56%1.76%1.21%1.03%2.01%2.31%2.37%2.28%2.34%2.40%
FSMUX
Strategic Advisers Municipal Bond Fund
2.35%3.26%3.74%3.18%2.14%0.99%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PDSZX vs. FSMUX - Drawdown Comparison

The maximum PDSZX drawdown since its inception was -10.14%, smaller than the maximum FSMUX drawdown of -16.27%. Use the drawdown chart below to compare losses from any high point for PDSZX and FSMUX.


Loading graphics...

Drawdown Indicators


PDSZXFSMUXDifference

Max Drawdown

Largest peak-to-trough decline

-10.14%

-16.27%

+6.13%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-5.30%

+2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-9.29%

Max Drawdown (10Y)

Largest decline over 10 years

-10.14%

Current Drawdown

Current decline from peak

-1.77%

-2.56%

+0.79%

Average Drawdown

Average peak-to-trough decline

-1.72%

-5.61%

+3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

1.96%

-1.32%

Volatility

PDSZX vs. FSMUX - Volatility Comparison

The current volatility for PGIM Short Duration Muni Fund (PDSZX) is 0.56%, while Strategic Advisers Municipal Bond Fund (FSMUX) has a volatility of 0.99%. This indicates that PDSZX experiences smaller price fluctuations and is considered to be less risky than FSMUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PDSZXFSMUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.56%

0.99%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

1.06%

2.12%

-1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

2.94%

6.65%

-3.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.21%

4.67%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.59%

4.67%

-2.08%