PGKZX vs. PTRQX

Last updated Apr 2, 2026

Compare and contrast key facts about PGIM Jennison Technology Fund (PGKZX) and PGIM Total Return Bond R6 (PTRQX).

PGKZX is managed by PGIM. It was launched on Jun 18, 2018. PTRQX is managed by PGIM. It was launched on Dec 27, 2010.

Performance

PGKZX vs. PTRQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Technology Fund (PGKZX) and PGIM Total Return Bond R6 (PTRQX). The values are adjusted to include any dividend payments, if applicable.

PGKZX vs. PTRQX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
PGKZX PGIM Jennison Technology Fund	-7.21%	16.93%	43.15%	65.78%	-38.60%	15.27%	64.06%	33.96%	-8.52%
PTRQX PGIM Total Return Bond R6	-0.35%	7.81%	3.06%	7.80%	-14.30%	-1.37%	8.13%	10.85%	1.71%

Returns By Period

In the year-to-date period, PGKZX achieves a -7.21% return, which is significantly lower than PTRQX's -0.35% return.

PGKZX

• 1D: 4.38%
• 1M: -4.48%
• YTD: -7.21%
• 6M: -6.75%
• 1Y: 27.02%
• 3Y*: 28.69%
• 5Y*: 12.92%
• 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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PGKZX vs. PTRQX - Expense Ratio Comparison

PGKZX has a 0.85% expense ratio, which is higher than PTRQX's 0.39% expense ratio.

PGKZX

PGIM Jennison Technology Fund

PTRQX

PGIM Total Return Bond R6

Return for Risk

PGKZX vs. PTRQX — Risk / Return Rank

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

PGKZX

PGKZX Risk / Return Rank: 54
PGKZX Sharpe Ratio Rank: 50
PGKZX Sortino Ratio Rank: 56
PGKZX Omega Ratio Rank: 50
PGKZX Calmar Ratio Rank: 66
PGKZX Martin Ratio Rank: 48

PTRQX

PTRQX Risk / Return Rank: 50
PTRQX Sharpe Ratio Rank: 51
PTRQX Sortino Ratio Rank: 49
PTRQX Omega Ratio Rank: 35
PTRQX Calmar Ratio Rank: 69
PTRQX Martin Ratio Rank: 48

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.

PGKZX vs. PTRQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Technology Fund (PGKZX) 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.

	PGKZX	PTRQX	Difference
Sharpe ratio Return per unit of total volatility	1.02	1.02	0.00
Sortino ratio Return per unit of downside risk	1.59	1.44	+0.14
Omega ratio Gain probability vs. loss probability	1.22	1.18	+0.04
Calmar ratio Return relative to maximum drawdown	1.67	1.66	+0.01
Martin ratio Return relative to average drawdown	5.12	4.93	+0.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PGKZX vs. PTRQX - Sharpe Ratio Comparison

The current PGKZX Sharpe Ratio is 1.02, which is comparable to the PTRQX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of PGKZX and PTRQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PGKZX	PTRQX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.02	1.02	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.18	+0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.51	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.75	-0.11

Correlation

The correlation between PGKZX and PTRQX is 0.05, 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

PGKZX vs. PTRQX - Dividend Comparison

PGKZX's dividend yield for the trailing twelve months is around 5.87%, more than PTRQX's 4.27% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PGKZX PGIM Jennison Technology Fund	5.87%	5.45%	7.67%	0.00%	0.00%	9.73%	4.41%	0.04%	0.09%	0.00%	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

PGKZX vs. PTRQX - Drawdown Comparison

The maximum PGKZX drawdown since its inception was -48.47%, which is greater than PTRQX's maximum drawdown of -20.72%. Use the drawdown chart below to compare losses from any high point for PGKZX and PTRQX.

Drawdown Indicators

	PGKZX	PTRQX	Difference
Max Drawdown Largest peak-to-trough decline	-48.47%	-20.72%	-27.75%
Max Drawdown (1Y) Largest decline over 1 year	-16.55%	-3.08%	-13.47%
Max Drawdown (5Y) Largest decline over 5 years	-48.47%	-20.69%	-27.78%
Max Drawdown (10Y) Largest decline over 10 years	—	-20.72%	—
Current Drawdown Current decline from peak	-12.90%	-2.35%	-10.55%
Average Drawdown Average peak-to-trough decline	-11.59%	-3.31%	-8.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.39%	1.04%	+4.35%

Volatility

PGKZX vs. PTRQX - Volatility Comparison

PGIM Jennison Technology Fund (PGKZX) has a higher volatility of 8.65% compared to PGIM Total Return Bond R6 (PTRQX) at 1.58%. This indicates that PGKZX'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.

Volatility by Period

	PGKZX	PTRQX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.65%	1.58%	+7.07%
Volatility (6M) Calculated over the trailing 6-month period	17.00%	2.62%	+14.38%
Volatility (1Y) Calculated over the trailing 1-year period	27.99%	4.48%	+23.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.08%	5.98%	+22.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.46%	5.22%	+23.24%