PGTQX vs. VSMGX
PGTQX (PGIM Global Total Return Fund - Class R6) and VSMGX (Vanguard LifeStrategy 60/40 Fund) are both mutual funds - PGTQX is a Global Bonds fund managed by PGIM, while VSMGX is a Diversified Portfolio fund managed by Vanguard. Over the past 10 years, PGTQX returned 1.44%/yr vs 8.53%/yr for VSMGX. Their 0.30 correlation means their historical movements had little consistent relationship. PGTQX charges 0.54%/yr vs 0.10%/yr for VSMGX.
Performance
PGTQX vs. VSMGX - Performance Comparison
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Returns By Period
In the year-to-date period, PGTQX achieves a -0.81% return, which is significantly lower than VSMGX's 7.62% return. Over the past 10 years, PGTQX has underperformed VSMGX with an annualized return of 1.44%, while VSMGX has yielded a comparatively higher 8.53% annualized return.
PGTQX
- 1D
- 0.19%
- 1M
- -0.75%
- 6M
- -1.51%
- YTD
- -0.81%
- 1Y
- 1.03%
- 3Y*
- 4.95%
- 5Y*
- -2.15%
- 10Y*
- 1.44%
- ALL TIME*
- 1.99%
VSMGX
- 1D
- 0.82%
- 1M
- 0.38%
- 6M
- 5.33%
- YTD
- 7.62%
- 1Y
- 14.83%
- 3Y*
- 15.02%
- 5Y*
- 7.30%
- 10Y*
- 8.53%
- ALL TIME*
- 7.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PGTQX vs. VSMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGTQX PGIM Global Total Return Fund - Class R6 | -0.81% | 11.14% | 0.31% | 8.46% | -22.33% | -5.95% | 10.07% | 15.22% | -1.59% | 13.59% |
VSMGX Vanguard LifeStrategy 60/40 Fund | 7.62% | 16.26% | 15.03% | 15.70% | -16.01% | 10.08% | 13.59% | 19.37% | -4.91% | 13.66% |
Correlation
The correlation between PGTQX and VSMGX is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.52 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2012 | 0.30 |
Over the past year, PGTQX and VSMGX have become more correlated (0.62) than their long-term average of 0.30, meaning their price movements have been converging.
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Return for Risk
PGTQX vs. VSMGX — Risk / Return Rank
PGTQX
VSMGX
PGTQX vs. VSMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Global Total Return Fund - Class R6 (PGTQX) and Vanguard LifeStrategy 60/40 Fund (VSMGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PGTQX | VSMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.33 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 2.40 | -2.13 |
| Martin ratioReturn relative to average drawdown | 0.68 | 9.90 | -9.23 |
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Drawdowns
PGTQX vs. VSMGX - Drawdown Comparison
The maximum PGTQX drawdown since its inception was -44.72%, which is greater than VSMGX's maximum drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for PGTQX and VSMGX.
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Drawdown Indicators
| PGTQX | VSMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.72% | -41.13% | -3.59% |
Max Drawdown (1Y)Largest decline over 1 year | -4.55% | -6.64% | +2.09% |
Max Drawdown (3Y)Largest decline over 3 years | -6.80% | -9.62% | +2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -31.16% | -22.29% | -8.87% |
Max Drawdown (10Y)Largest decline over 10 years | -44.72% | -22.43% | -22.29% |
Current DrawdownCurrent decline from peak | -27.66% | -0.58% | -27.08% |
Average DrawdownAverage peak-to-trough decline | -20.26% | -4.82% | -15.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.61% | +0.20% |
Volatility
PGTQX vs. VSMGX - Volatility Comparison
The current volatility for PGIM Global Total Return Fund - Class R6 (PGTQX) is 1.40%, while Vanguard LifeStrategy 60/40 Fund (VSMGX) has a volatility of 2.82%. This indicates that PGTQX experiences smaller price fluctuations and is considered to be less risky than VSMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PGTQX | VSMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 2.82% | -1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 4.28% | 7.67% | -3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.15% | 9.06% | -3.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.56% | 10.33% | -3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.52% | 10.38% | +11.14% |
PGTQX vs. VSMGX - Expense Ratio Comparison
PGTQX has a 0.54% expense ratio, which is higher than VSMGX's 0.10% expense ratio.
Dividends
PGTQX vs. VSMGX - Dividend Comparison
PGTQX's dividend yield for the trailing twelve months is around 3.74%, less than VSMGX's 4.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGTQX PGIM Global Total Return Fund - Class R6 | 3.74% | 4.00% | 4.47% | 2.96% | 3.53% | 3.36% | 3.94% | 8.65% | 3.63% | 3.41% | 4.02% | 3.85% |
VSMGX Vanguard LifeStrategy 60/40 Fund | 4.90% | 5.25% | 11.49% | 4.01% | 2.66% | 3.86% | 3.46% | 2.52% | 4.11% | 1.09% | 2.26% | 3.89% |
Frequently Asked Questions
PGTQX and VSMGX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VSMGX has higher volatility (2.82%) compared to PGTQX (1.40%). In terms of maximum drawdown, PGTQX dropped -44.72% vs VSMGX's -41.13%.
VSMGX currently has the higher Sharpe Ratio (1.76 vs 0.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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