PGTQX vs. DIPSX
Compare and contrast key facts about PGIM Global Total Return Fund - Class R6 (PGTQX) and DFA Inflation-Protected Securities Portfolio (DIPSX).
PGTQX is managed by PGIM Funds (Prudential). It was launched on Feb 3, 2012. DIPSX is managed by Dimensional Fund Advisors LP. It was launched on Sep 17, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PGTQX or DIPSX.
Key characteristics
| PGTQX | DIPSX | |
|---|---|---|
| YTD Return | 5.85% | 5.50% |
| 1Y Return | 13.76% | 9.11% |
| 3Y Return (Ann) | -3.98% | -0.94% |
| 5Y Return (Ann) | -0.95% | 2.64% |
| 10Y Return (Ann) | 1.54% | 2.61% |
| Sharpe Ratio | 2.30 | 1.57 |
| Daily Std Dev | 5.98% | 5.66% |
| Max Drawdown | -32.61% | -15.57% |
| Current Drawdown | -14.62% | -4.45% |
Correlation
The correlation between PGTQX and DIPSX is 0.56, 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.
Performance
PGTQX vs. DIPSX - Performance Comparison
In the year-to-date period, PGTQX achieves a 5.85% return, which is significantly higher than DIPSX's 5.50% return. Over the past 10 years, PGTQX has underperformed DIPSX with an annualized return of 1.54%, while DIPSX has yielded a comparatively higher 2.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PGTQX vs. DIPSX - Expense Ratio Comparison
PGTQX has a 0.54% expense ratio, which is higher than DIPSX's 0.11% expense ratio.
Risk-Adjusted Performance
PGTQX vs. DIPSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Global Total Return Fund - Class R6 (PGTQX) and DFA Inflation-Protected Securities Portfolio (DIPSX). 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.
Dividends
PGTQX vs. DIPSX - Dividend Comparison
PGTQX's dividend yield for the trailing twelve months is around 3.64%, more than DIPSX's 3.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGTQX PGIM Global Total Return Fund - Class R6 | 3.64% | 4.02% | 4.24% | 3.63% | 3.93% | 6.17% | 3.53% | 3.43% | 4.02% | 3.85% | 4.57% | 4.76% |
DIPSX DFA Inflation-Protected Securities Portfolio | 3.52% | 3.73% | 8.14% | 4.86% | 1.58% | 2.05% | 2.28% | 2.64% | 1.99% | 0.69% | 2.14% | 1.37% |
Drawdowns
PGTQX vs. DIPSX - Drawdown Comparison
The maximum PGTQX drawdown since its inception was -32.61%, which is greater than DIPSX's maximum drawdown of -15.57%. Use the drawdown chart below to compare losses from any high point for PGTQX and DIPSX. For additional features, visit the drawdowns tool.
Volatility
PGTQX vs. DIPSX - Volatility Comparison
PGIM Global Total Return Fund - Class R6 (PGTQX) has a higher volatility of 1.48% compared to DFA Inflation-Protected Securities Portfolio (DIPSX) at 1.17%. This indicates that PGTQX's price experiences larger fluctuations and is considered to be riskier than DIPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.