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PHYQX vs. GGIZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PHYQX vs. GGIZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM High Yield Fund Class R6 (PHYQX) and GuideStone Funds Balanced Allocation Fund (GGIZX). The values are adjusted to include any dividend payments, if applicable.

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PHYQX vs. GGIZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHYQX
PGIM High Yield Fund Class R6
-0.77%9.18%8.55%12.34%-12.22%5.99%5.79%16.29%-1.18%7.74%
GGIZX
GuideStone Funds Balanced Allocation Fund
-1.92%12.49%8.34%12.32%-15.60%6.94%10.66%17.36%-4.88%12.31%

Returns By Period

In the year-to-date period, PHYQX achieves a -0.77% return, which is significantly higher than GGIZX's -1.92% return. Both investments have delivered pretty close results over the past 10 years, with PHYQX having a 5.88% annualized return and GGIZX not far behind at 5.87%.


PHYQX

1D
0.63%
1M
-1.65%
YTD
-0.77%
6M
0.27%
1Y
6.48%
3Y*
8.63%
5Y*
3.93%
10Y*
5.88%

GGIZX

1D
1.56%
1M
-3.69%
YTD
-1.92%
6M
-0.56%
1Y
9.09%
3Y*
8.79%
5Y*
3.56%
10Y*
5.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PHYQX vs. GGIZX - Expense Ratio Comparison

Both PHYQX and GGIZX have an expense ratio of 0.38%.


Return for Risk

PHYQX vs. GGIZX — Risk / Return Rank

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

PHYQX
PHYQX Risk / Return Rank: 8989
Overall Rank
PHYQX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PHYQX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PHYQX Omega Ratio Rank: 9191
Omega Ratio Rank
PHYQX Calmar Ratio Rank: 8989
Calmar Ratio Rank
PHYQX Martin Ratio Rank: 8888
Martin Ratio Rank

GGIZX
GGIZX Risk / Return Rank: 5757
Overall Rank
GGIZX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
GGIZX Sortino Ratio Rank: 5656
Sortino Ratio Rank
GGIZX Omega Ratio Rank: 5555
Omega Ratio Rank
GGIZX Calmar Ratio Rank: 5757
Calmar Ratio Rank
GGIZX Martin Ratio Rank: 6060
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.

PHYQX vs. GGIZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM High Yield Fund Class R6 (PHYQX) and GuideStone Funds Balanced Allocation Fund (GGIZX). 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.


PHYQXGGIZXDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.13

+0.66

Sortino ratio

Return per unit of downside risk

2.67

1.61

+1.06

Omega ratio

Gain probability vs. loss probability

1.42

1.23

+0.19

Calmar ratio

Return relative to maximum drawdown

2.43

1.51

+0.91

Martin ratio

Return relative to average drawdown

9.84

6.29

+3.56

PHYQX vs. GGIZX - Sharpe Ratio Comparison

The current PHYQX Sharpe Ratio is 1.79, which is higher than the GGIZX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of PHYQX and GGIZX, 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


PHYQXGGIZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.13

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.43

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

0.68

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.50

+0.61

Correlation

The correlation between PHYQX and GGIZX is 0.51, 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

PHYQX vs. GGIZX - Dividend Comparison

PHYQX's dividend yield for the trailing twelve months is around 6.58%, less than GGIZX's 8.38% yield.


TTM20252024202320222021202020192018201720162015
PHYQX
PGIM High Yield Fund Class R6
6.58%7.07%7.53%7.09%6.29%6.23%6.56%6.32%6.64%6.38%4.88%7.05%
GGIZX
GuideStone Funds Balanced Allocation Fund
8.38%8.22%4.40%4.06%7.00%5.66%4.76%6.52%4.46%2.42%3.23%16.23%

Drawdowns

PHYQX vs. GGIZX - Drawdown Comparison

The maximum PHYQX drawdown since its inception was -21.12%, smaller than the maximum GGIZX drawdown of -36.00%. Use the drawdown chart below to compare losses from any high point for PHYQX and GGIZX.


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Drawdown Indicators


PHYQXGGIZXDifference

Max Drawdown

Largest peak-to-trough decline

-21.12%

-36.00%

+14.88%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-6.26%

+3.32%

Max Drawdown (5Y)

Largest decline over 5 years

-16.05%

-21.33%

+5.28%

Max Drawdown (10Y)

Largest decline over 10 years

-21.12%

-21.33%

+0.21%

Current Drawdown

Current decline from peak

-1.86%

-4.32%

+2.46%

Average Drawdown

Average peak-to-trough decline

-2.25%

-4.42%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

1.51%

-0.79%

Volatility

PHYQX vs. GGIZX - Volatility Comparison

The current volatility for PGIM High Yield Fund Class R6 (PHYQX) is 1.41%, while GuideStone Funds Balanced Allocation Fund (GGIZX) has a volatility of 3.45%. This indicates that PHYQX experiences smaller price fluctuations and is considered to be less risky than GGIZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHYQXGGIZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

3.45%

-2.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

5.07%

-2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

3.78%

8.36%

-4.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.05%

8.34%

-3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.47%

8.66%

-3.19%