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PGAVX vs. PG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PGAVX and PG 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.

PGAVX vs. PG

Last updated May 31, 2025

Compare and contrast key facts about PGIM ESG High Yield Fund (PGAVX) and The Procter & Gamble Company (PG).

PGAVX is managed by PGIM Investments. It was launched on Dec 7, 2021.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PGAVX or PG.

Performance

PGAVX vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM ESG High Yield Fund (PGAVX) and The Procter & Gamble Company (PG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PGAVX:

2.67

PG:

0.37

Sortino Ratio

PGAVX:

4.28

PG:

0.58

Omega Ratio

PGAVX:

1.85

PG:

1.08

Calmar Ratio

PGAVX:

5.62

PG:

0.57

Martin Ratio

PGAVX:

21.38

PG:

1.25

Ulcer Index

PGAVX:

0.42%

PG:

5.37%

Daily Std Dev

PGAVX:

3.46%

PG:

19.16%

Max Drawdown

PGAVX:

-16.80%

PG:

-54.23%

Current Drawdown

PGAVX:

0.00%

PG:

-4.27%

Returns By Period

In the year-to-date period, PGAVX achieves a 1.79% return, which is significantly lower than PG's 2.61% return.

PGAVX

YTD

1.79%

1M

0.00%

6M

1.43%

1Y

9.19%

3Y*

6.01%

5Y*

N/A

10Y*

N/A

PG

YTD

2.61%

1M

4.50%

6M

-4.04%

1Y

7.07%

3Y*

7.41%

5Y*

10.64%

10Y*

11.07%

*Annualized

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PGIM ESG High Yield Fund

The Procter & Gamble Company

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PGAVX vs. PG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PGAVX
The Risk-Adjusted Performance Rank of PGAVX is 9797
Overall Rank
The Sharpe Ratio Rank of PGAVX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of PGAVX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of PGAVX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of PGAVX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of PGAVX is 9898
Martin Ratio Rank
PG
The Risk-Adjusted Performance Rank of PG is 6262
Overall Rank
The Sharpe Ratio Rank of PG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of PG is 5353
Sortino Ratio Rank
The Omega Ratio Rank of PG is 5353
Omega Ratio Rank
The Calmar Ratio Rank of PG is 7474
Calmar Ratio Rank
The Martin Ratio Rank of PG is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PGAVX vs. PG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM ESG High Yield Fund (PGAVX) and The Procter & Gamble Company (PG). 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.

The current PGAVX Sharpe Ratio is 2.67, which is higher than the PG Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of PGAVX and PG, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PGAVX vs. PG - Dividend Comparison

PGAVX's dividend yield for the trailing twelve months is around 105.54%, more than PG's 2.40% yield.

TTM20242023202220212020201920182017201620152014
PGAVX
PGIM ESG High Yield Fund		105.54%6.87%6.28%6.14%0.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PG
The Procter & Gamble Company		2.40%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%

Drawdowns

PGAVX vs. PG - Drawdown Comparison

The maximum PGAVX drawdown since its inception was -16.80%, smaller than the maximum PG drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for PGAVX and PG.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PGAVX vs. PG - Volatility Comparison

The current volatility for PGIM ESG High Yield Fund (PGAVX) is 0.00%, while The Procter & Gamble Company (PG) has a volatility of 4.74%. This indicates that PGAVX experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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