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PHSZX vs. PDBZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PHSZX vs. PDBZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Health Sciences Fund (PHSZX) and PGIM Total Return Bond Fund Class Z (PDBZX). The values are adjusted to include any dividend payments, if applicable.

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PHSZX vs. PDBZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHSZX
PGIM Jennison Health Sciences Fund
-5.52%19.73%23.04%12.50%-10.06%6.09%41.72%18.62%-3.77%31.41%
PDBZX
PGIM Total Return Bond Fund Class Z
-0.28%7.70%2.87%7.70%-14.33%-1.46%8.01%14.76%-0.72%6.60%

Returns By Period

In the year-to-date period, PHSZX achieves a -5.52% return, which is significantly lower than PDBZX's -0.28% return. Over the past 10 years, PHSZX has outperformed PDBZX with an annualized return of 12.65%, while PDBZX has yielded a comparatively lower 2.95% annualized return.


PHSZX

1D
4.14%
1M
-4.65%
YTD
-5.52%
6M
7.42%
1Y
19.66%
3Y*
16.21%
5Y*
9.11%
10Y*
12.65%

PDBZX

1D
0.25%
1M
-1.79%
YTD
-0.28%
6M
0.59%
1Y
4.16%
3Y*
4.88%
5Y*
0.96%
10Y*
2.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PHSZX vs. PDBZX - Expense Ratio Comparison

PHSZX has a 0.86% expense ratio, which is higher than PDBZX's 0.49% expense ratio.


Return for Risk

PHSZX vs. PDBZX — Risk / Return Rank

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

PHSZX
PHSZX Risk / Return Rank: 2929
Overall Rank
PHSZX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PHSZX Sortino Ratio Rank: 3030
Sortino Ratio Rank
PHSZX Omega Ratio Rank: 2323
Omega Ratio Rank
PHSZX Calmar Ratio Rank: 3636
Calmar Ratio Rank
PHSZX Martin Ratio Rank: 2626
Martin Ratio Rank

PDBZX
PDBZX Risk / Return Rank: 4848
Overall Rank
PDBZX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PDBZX Sortino Ratio Rank: 4646
Sortino Ratio Rank
PDBZX Omega Ratio Rank: 3434
Omega Ratio Rank
PDBZX Calmar Ratio Rank: 6767
Calmar Ratio Rank
PDBZX Martin Ratio Rank: 4545
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.

PHSZX vs. PDBZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Health Sciences Fund (PHSZX) and PGIM Total Return Bond Fund Class Z (PDBZX). 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.


PHSZXPDBZXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.99

-0.18

Sortino ratio

Return per unit of downside risk

1.23

1.41

-0.18

Omega ratio

Gain probability vs. loss probability

1.15

1.18

-0.02

Calmar ratio

Return relative to maximum drawdown

1.21

1.63

-0.42

Martin ratio

Return relative to average drawdown

3.66

4.74

-1.08

PHSZX vs. PDBZX - Sharpe Ratio Comparison

The current PHSZX Sharpe Ratio is 0.82, which is comparable to the PDBZX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of PHSZX and PDBZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PHSZXPDBZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.99

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.16

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.55

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

1.09

-0.45

Correlation

The correlation between PHSZX and PDBZX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PHSZX vs. PDBZX - Dividend Comparison

PHSZX's dividend yield for the trailing twelve months is around 11.57%, more than PDBZX's 4.18% yield.


TTM20252024202320222021202020192018201720162015
PHSZX
PGIM Jennison Health Sciences Fund
11.57%10.93%23.93%4.26%1.48%29.82%20.26%2.92%11.21%4.43%3.44%13.45%
PDBZX
PGIM Total Return Bond Fund Class Z
4.18%4.54%4.79%4.60%5.73%2.73%2.94%10.36%4.01%2.87%3.92%3.33%

Drawdowns

PHSZX vs. PDBZX - Drawdown Comparison

The maximum PHSZX drawdown since its inception was -42.77%, which is greater than PDBZX's maximum drawdown of -20.88%. Use the drawdown chart below to compare losses from any high point for PHSZX and PDBZX.


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Drawdown Indicators


PHSZXPDBZXDifference

Max Drawdown

Largest peak-to-trough decline

-42.77%

-20.88%

-21.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.24%

-3.06%

-9.18%

Max Drawdown (5Y)

Largest decline over 5 years

-29.36%

-20.81%

-8.55%

Max Drawdown (10Y)

Largest decline over 10 years

-30.92%

-20.88%

-10.04%

Current Drawdown

Current decline from peak

-8.34%

-2.27%

-6.07%

Average Drawdown

Average peak-to-trough decline

-9.96%

-2.31%

-7.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

1.06%

+3.00%

Volatility

PHSZX vs. PDBZX - Volatility Comparison

PGIM Jennison Health Sciences Fund (PHSZX) has a higher volatility of 7.55% compared to PGIM Total Return Bond Fund Class Z (PDBZX) at 1.71%. This indicates that PHSZX's price experiences larger fluctuations and is considered to be riskier than PDBZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHSZXPDBZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.55%

1.71%

+5.84%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

2.71%

+10.17%

Volatility (1Y)

Calculated over the trailing 1-year period

20.24%

4.59%

+15.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.77%

6.00%

+15.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.23%

5.34%

+17.89%