PGTQX vs. SPHB
Compare and contrast key facts about PGIM Global Total Return Fund - Class R6 (PGTQX) and Invesco S&P 500® High Beta ETF (SPHB).
PGTQX is managed by PGIM. It was launched on Feb 3, 2012. SPHB is a passively managed fund by Invesco that tracks the performance of the S&P 500 High Beta Index. It was launched on May 5, 2011.
Performance
PGTQX vs. SPHB - Performance Comparison
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PGTQX vs. SPHB - 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% |
SPHB Invesco S&P 500® High Beta ETF | 0.38% | 32.87% | 8.48% | 33.28% | -20.59% | 40.58% | 25.56% | 33.96% | -15.55% | 17.87% |
Returns By Period
In the year-to-date period, PGTQX achieves a -1.60% return, which is significantly lower than SPHB's 0.38% return. Over the past 10 years, PGTQX has underperformed SPHB with an annualized return of 1.82%, while SPHB has yielded a comparatively higher 16.61% 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%
SPHB
- 1D
- 1.06%
- 1M
- -4.33%
- YTD
- 0.38%
- 6M
- 5.68%
- 1Y
- 49.93%
- 3Y*
- 19.70%
- 5Y*
- 11.49%
- 10Y*
- 16.61%
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PGTQX vs. SPHB - Expense Ratio Comparison
PGTQX has a 0.54% expense ratio, which is higher than SPHB's 0.25% expense ratio.
Return for Risk
PGTQX vs. SPHB — Risk / Return Rank
PGTQX
SPHB
PGTQX vs. SPHB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Global Total Return Fund - Class R6 (PGTQX) and Invesco S&P 500® High Beta ETF (SPHB). 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 | SPHB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.68 | -0.58 |
Sortino ratioReturn per unit of downside risk | 1.60 | 2.31 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.34 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 3.16 | -1.83 |
Martin ratioReturn relative to average drawdown | 5.40 | 14.27 | -8.87 |
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 | SPHB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.68 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.42 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.59 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.46 | -0.35 |
Correlation
The correlation between PGTQX and SPHB is 0.06, 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. SPHB - Dividend Comparison
PGTQX's dividend yield for the trailing twelve months is around 3.70%, more than SPHB's 0.67% 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% |
SPHB Invesco S&P 500® High Beta ETF | 0.67% | 0.60% | 0.80% | 0.73% | 0.72% | 0.91% | 1.90% | 1.26% | 1.96% | 1.34% | 0.93% | 1.69% |
Drawdowns
PGTQX vs. SPHB - Drawdown Comparison
The maximum PGTQX drawdown since its inception was -44.72%, roughly equal to the maximum SPHB drawdown of -46.84%. Use the drawdown chart below to compare losses from any high point for PGTQX and SPHB.
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Drawdown Indicators
| PGTQX | SPHB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.72% | -46.84% | +2.12% |
Max Drawdown (1Y)Largest decline over 1 year | -4.55% | -16.08% | +11.53% |
Max Drawdown (5Y)Largest decline over 5 years | -31.46% | -31.49% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -44.72% | -46.84% | +2.12% |
Current DrawdownCurrent decline from peak | -28.24% | -6.04% | -22.20% |
Average DrawdownAverage peak-to-trough decline | -20.09% | -8.59% | -11.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 3.56% | -2.44% |
Volatility
PGTQX vs. SPHB - Volatility Comparison
The current volatility for PGIM Global Total Return Fund - Class R6 (PGTQX) is 2.22%, while Invesco S&P 500® High Beta ETF (SPHB) has a volatility of 8.80%. This indicates that PGTQX experiences smaller price fluctuations and is considered to be less risky than SPHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PGTQX | SPHB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.22% | 8.80% | -6.58% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 17.65% | -14.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.24% | 29.95% | -24.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.50% | 27.27% | -20.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.51% | 28.41% | -6.90% |