PGTQX vs. FXNAX
Compare and contrast key facts about PGIM Global Total Return Fund - Class R6 (PGTQX) and Fidelity U.S. Bond Index Fund (FXNAX).
PGTQX is managed by PGIM. It was launched on Feb 3, 2012. FXNAX is managed by Fidelity.
Performance
PGTQX vs. FXNAX - Performance Comparison
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PGTQX vs. FXNAX - 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% |
FXNAX Fidelity U.S. Bond Index Fund | -0.26% | 7.14% | 1.35% | 5.82% | -13.55% | -2.10% | 7.63% | 8.50% | 0.04% | 3.50% |
Returns By Period
In the year-to-date period, PGTQX achieves a -1.60% return, which is significantly lower than FXNAX's -0.26% return. Over the past 10 years, PGTQX has outperformed FXNAX with an annualized return of 1.82%, while FXNAX has yielded a comparatively lower 1.54% annualized 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%
FXNAX
- 1D
- 0.19%
- 1M
- -1.60%
- YTD
- -0.26%
- 6M
- 0.47%
- 1Y
- 3.69%
- 3Y*
- 3.52%
- 5Y*
- 0.10%
- 10Y*
- 1.54%
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PGTQX vs. FXNAX - Expense Ratio Comparison
PGTQX has a 0.54% expense ratio, which is higher than FXNAX's 0.03% expense ratio.
Return for Risk
PGTQX vs. FXNAX — Risk / Return Rank
PGTQX
FXNAX
PGTQX vs. FXNAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Global Total Return Fund - Class R6 (PGTQX) and Fidelity U.S. Bond Index Fund (FXNAX). 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 | FXNAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.93 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.33 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.16 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.66 | -0.33 |
Martin ratioReturn relative to average drawdown | 5.40 | 4.68 | +0.72 |
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 | FXNAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.93 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.02 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.31 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.45 | -0.34 |
Correlation
The correlation between PGTQX and FXNAX is 0.66, 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. FXNAX - Dividend Comparison
PGTQX's dividend yield for the trailing twelve months is around 3.70%, more than FXNAX's 3.34% 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% |
FXNAX Fidelity U.S. Bond Index Fund | 3.34% | 3.58% | 3.40% | 3.15% | 1.81% | 1.74% | 2.92% | 2.68% | 2.74% | 2.57% | 2.76% | 2.52% |
Drawdowns
PGTQX vs. FXNAX - Drawdown Comparison
The maximum PGTQX drawdown since its inception was -44.72%, which is greater than FXNAX's maximum drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for PGTQX and FXNAX.
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Drawdown Indicators
| PGTQX | FXNAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.72% | -19.51% | -25.21% |
Max Drawdown (1Y)Largest decline over 1 year | -4.55% | -2.71% | -1.84% |
Max Drawdown (5Y)Largest decline over 5 years | -31.46% | -18.54% | -12.92% |
Max Drawdown (10Y)Largest decline over 10 years | -44.72% | -19.51% | -25.21% |
Current DrawdownCurrent decline from peak | -28.24% | -3.53% | -24.71% |
Average DrawdownAverage peak-to-trough decline | -20.09% | -3.87% | -16.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 0.96% | +0.16% |
Volatility
PGTQX vs. FXNAX - Volatility Comparison
PGIM Global Total Return Fund - Class R6 (PGTQX) has a higher volatility of 2.22% compared to Fidelity U.S. Bond Index Fund (FXNAX) at 1.55%. This indicates that PGTQX's price experiences larger fluctuations and is considered to be riskier than FXNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PGTQX | FXNAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.22% | 1.55% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 2.58% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.24% | 4.35% | +0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.50% | 6.04% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.51% | 4.99% | +16.52% |