PGTQX vs. AGZ
Compare and contrast key facts about PGIM Global Total Return Fund - Class R6 (PGTQX) and iShares Agency Bond ETF (AGZ).
PGTQX is managed by PGIM. It was launched on Feb 3, 2012. AGZ is a passively managed fund by iShares that tracks the performance of the Bloomberg U.S. Agency Bond Index (USD). It was launched on Nov 5, 2008.
Performance
PGTQX vs. AGZ - Performance Comparison
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PGTQX vs. AGZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGTQX PGIM Global Total Return Fund - Class R6 | -1.60% | 11.14% | 0.31% | 8.46% | -22.33% | -5.95% | 10.07% | 15.22% | -1.59% | 13.59% |
AGZ iShares Agency Bond ETF | 0.12% | 6.05% | 3.08% | 5.18% | -7.77% | -1.05% | 5.77% | 5.51% | 1.32% | 2.01% |
Returns By Period
In the year-to-date period, PGTQX achieves a -1.60% return, which is significantly lower than AGZ's 0.12% return. Both investments have delivered pretty close results over the past 10 years, with PGTQX having a 1.82% annualized return and AGZ not far ahead at 1.88%.
PGTQX
- 1D
- 0.76%
- 1M
- -3.11%
- YTD
- -1.60%
- 6M
- -1.16%
- 1Y
- 5.28%
- 3Y*
- 4.91%
- 5Y*
- -1.40%
- 10Y*
- 1.82%
AGZ
- 1D
- 0.01%
- 1M
- -0.53%
- YTD
- 0.12%
- 6M
- 1.10%
- 1Y
- 4.02%
- 3Y*
- 4.05%
- 5Y*
- 1.23%
- 10Y*
- 1.88%
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PGTQX vs. AGZ - Expense Ratio Comparison
PGTQX has a 0.54% expense ratio, which is higher than AGZ's 0.20% expense ratio.
Return for Risk
PGTQX vs. AGZ — Risk / Return Rank
PGTQX
AGZ
PGTQX vs. AGZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Global Total Return Fund - Class R6 (PGTQX) and iShares Agency Bond ETF (AGZ). 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.
| PGTQX | AGZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.42 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.60 | 2.03 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.27 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 3.14 | -1.81 |
Martin ratioReturn relative to average drawdown | 5.40 | 10.13 | -4.73 |
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
| PGTQX | AGZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.42 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.35 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.62 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.69 | -0.58 |
Correlation
The correlation between PGTQX and AGZ is 0.52, 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
PGTQX vs. AGZ - Dividend Comparison
PGTQX's dividend yield for the trailing twelve months is around 3.70%, less than AGZ's 3.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGTQX PGIM Global Total Return Fund - Class R6 | 3.70% | 4.00% | 4.47% | 2.96% | 3.53% | 3.36% | 3.94% | 8.65% | 3.63% | 3.41% | 4.02% | 3.85% |
AGZ iShares Agency Bond ETF | 3.75% | 3.75% | 3.48% | 3.14% | 1.56% | 0.96% | 2.25% | 2.32% | 2.15% | 1.58% | 1.52% | 1.30% |
Drawdowns
PGTQX vs. AGZ - Drawdown Comparison
The maximum PGTQX drawdown since its inception was -44.72%, which is greater than AGZ's maximum drawdown of -11.01%. Use the drawdown chart below to compare losses from any high point for PGTQX and AGZ.
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Drawdown Indicators
| PGTQX | AGZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.72% | -11.01% | -33.71% |
Max Drawdown (1Y)Largest decline over 1 year | -4.55% | -1.30% | -3.25% |
Max Drawdown (5Y)Largest decline over 5 years | -31.46% | -10.66% | -20.80% |
Max Drawdown (10Y)Largest decline over 10 years | -44.72% | -11.01% | -33.71% |
Current DrawdownCurrent decline from peak | -28.24% | -0.83% | -27.41% |
Average DrawdownAverage peak-to-trough decline | -20.09% | -1.62% | -18.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 0.40% | +0.72% |
Volatility
PGTQX vs. AGZ - Volatility Comparison
PGIM Global Total Return Fund - Class R6 (PGTQX) has a higher volatility of 2.22% compared to iShares Agency Bond ETF (AGZ) at 1.16%. This indicates that PGTQX's price experiences larger fluctuations and is considered to be riskier than AGZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PGTQX | AGZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.22% | 1.16% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 1.92% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.24% | 2.85% | +2.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.50% | 3.52% | +2.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.51% | 3.03% | +18.48% |