PortfoliosLab logoPortfoliosLab logo
PGTQX vs. DGFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGTQX vs. DGFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Global Total Return Fund - Class R6 (PGTQX) and Destinations Global Fixed Income Opportunities Fund (DGFFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PGTQX vs. DGFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%10.51%
DGFFX
Destinations Global Fixed Income Opportunities Fund
0.68%5.84%8.04%7.82%-6.09%4.91%3.59%6.64%-0.35%3.57%

Returns By Period

In the year-to-date period, PGTQX achieves a -1.60% return, which is significantly lower than DGFFX's 0.68% return.


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%

DGFFX

1D
0.22%
1M
-0.66%
YTD
0.68%
6M
1.32%
1Y
5.76%
3Y*
7.00%
5Y*
3.50%
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.


PGTQX vs. DGFFX - Expense Ratio Comparison

PGTQX has a 0.54% expense ratio, which is lower than DGFFX's 0.99% expense ratio.


Return for Risk

PGTQX vs. DGFFX — Risk / Return Rank

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

PGTQX
PGTQX Risk / Return Rank: 5252
Overall Rank
PGTQX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
PGTQX Sortino Ratio Rank: 5858
Sortino Ratio Rank
PGTQX Omega Ratio Rank: 4242
Omega Ratio Rank
PGTQX Calmar Ratio Rank: 5050
Calmar Ratio Rank
PGTQX Martin Ratio Rank: 5252
Martin Ratio Rank

DGFFX
DGFFX Risk / Return Rank: 8484
Overall Rank
DGFFX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DGFFX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DGFFX Omega Ratio Rank: 9797
Omega Ratio Rank
DGFFX Calmar Ratio Rank: 6767
Calmar Ratio Rank
DGFFX Martin Ratio Rank: 7272
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.

PGTQX vs. DGFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Global Total Return Fund - Class R6 (PGTQX) and Destinations Global Fixed Income Opportunities Fund (DGFFX). 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.


PGTQXDGFFXDifference

Sharpe ratio

Return per unit of total volatility

1.09

2.22

-1.13

Sortino ratio

Return per unit of downside risk

1.60

2.69

-1.08

Omega ratio

Gain probability vs. loss probability

1.20

1.67

-0.47

Calmar ratio

Return relative to maximum drawdown

1.33

1.74

-0.41

Martin ratio

Return relative to average drawdown

5.40

7.61

-2.21

PGTQX vs. DGFFX - Sharpe Ratio Comparison

The current PGTQX Sharpe Ratio is 1.09, which is lower than the DGFFX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of PGTQX and DGFFX, 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


PGTQXDGFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

2.22

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

1.53

-1.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

1.48

-1.37

Correlation

The correlation between PGTQX and DGFFX is 0.37, 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

PGTQX vs. DGFFX - Dividend Comparison

PGTQX's dividend yield for the trailing twelve months is around 3.70%, less than DGFFX's 6.20% yield.


TTM20252024202320222021202020192018201720162015
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%
DGFFX
Destinations Global Fixed Income Opportunities Fund
6.20%5.52%6.81%4.95%3.37%4.14%4.22%4.18%3.79%2.94%0.00%0.00%

Drawdowns

PGTQX vs. DGFFX - Drawdown Comparison

The maximum PGTQX drawdown since its inception was -44.72%, which is greater than DGFFX's maximum drawdown of -12.69%. Use the drawdown chart below to compare losses from any high point for PGTQX and DGFFX.


Loading graphics...

Drawdown Indicators


PGTQXDGFFXDifference

Max Drawdown

Largest peak-to-trough decline

-44.72%

-12.69%

-32.03%

Max Drawdown (1Y)

Largest decline over 1 year

-4.55%

-2.35%

-2.20%

Max Drawdown (5Y)

Largest decline over 5 years

-31.46%

-8.17%

-23.29%

Max Drawdown (10Y)

Largest decline over 10 years

-44.72%

Current Drawdown

Current decline from peak

-28.24%

-0.98%

-27.26%

Average Drawdown

Average peak-to-trough decline

-20.09%

-1.34%

-18.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

0.77%

+0.35%

Volatility

PGTQX vs. DGFFX - Volatility Comparison

PGIM Global Total Return Fund - Class R6 (PGTQX) has a higher volatility of 2.22% compared to Destinations Global Fixed Income Opportunities Fund (DGFFX) at 0.78%. This indicates that PGTQX's price experiences larger fluctuations and is considered to be riskier than DGFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PGTQXDGFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

0.78%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

3.31%

1.43%

+1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

5.24%

3.31%

+1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.50%

2.38%

+4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.51%

2.60%

+18.91%