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PHYZX vs. RGHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PHYZX vs. RGHYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM High Yield Fund Class Z (PHYZX) and RBC BlueBay High Yield Bond Fund (RGHYX). The values are adjusted to include any dividend payments, if applicable.

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PHYZX vs. RGHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHYZX
PGIM High Yield Fund Class Z
-1.41%9.04%8.37%12.23%-12.31%5.83%7.73%16.14%-1.25%7.79%
RGHYX
RBC BlueBay High Yield Bond Fund
-1.39%9.02%7.14%12.88%-8.48%3.72%9.65%15.83%-0.73%6.72%

Returns By Period

The year-to-date returns for both investments are quite close, with PHYZX having a -1.41% return and RGHYX slightly higher at -1.39%. Both investments have delivered pretty close results over the past 10 years, with PHYZX having a 6.07% annualized return and RGHYX not far behind at 6.01%.


PHYZX

1D
0.00%
1M
-2.47%
YTD
-1.41%
6M
-0.20%
1Y
5.91%
3Y*
8.28%
5Y*
3.71%
10Y*
6.07%

RGHYX

1D
0.10%
1M
-2.07%
YTD
-1.39%
6M
-0.08%
1Y
6.54%
3Y*
8.04%
5Y*
4.25%
10Y*
6.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PHYZX vs. RGHYX - Expense Ratio Comparison

PHYZX has a 0.51% expense ratio, which is lower than RGHYX's 0.57% expense ratio.


Return for Risk

PHYZX vs. RGHYX — Risk / Return Rank

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

PHYZX
PHYZX Risk / Return Rank: 8787
Overall Rank
PHYZX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PHYZX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PHYZX Omega Ratio Rank: 9090
Omega Ratio Rank
PHYZX Calmar Ratio Rank: 8484
Calmar Ratio Rank
PHYZX Martin Ratio Rank: 8484
Martin Ratio Rank

RGHYX
RGHYX Risk / Return Rank: 8787
Overall Rank
RGHYX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
RGHYX Sortino Ratio Rank: 9191
Sortino Ratio Rank
RGHYX Omega Ratio Rank: 9494
Omega Ratio Rank
RGHYX Calmar Ratio Rank: 7878
Calmar Ratio Rank
RGHYX Martin Ratio Rank: 8080
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.

PHYZX vs. RGHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM High Yield Fund Class Z (PHYZX) and RBC BlueBay High Yield Bond Fund (RGHYX). 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.


PHYZXRGHYXDifference

Sharpe ratio

Return per unit of total volatility

1.71

1.97

-0.26

Sortino ratio

Return per unit of downside risk

2.54

2.62

-0.08

Omega ratio

Gain probability vs. loss probability

1.41

1.47

-0.06

Calmar ratio

Return relative to maximum drawdown

2.08

1.82

+0.26

Martin ratio

Return relative to average drawdown

8.46

7.89

+0.57

PHYZX vs. RGHYX - Sharpe Ratio Comparison

The current PHYZX Sharpe Ratio is 1.71, which is comparable to the RGHYX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of PHYZX and RGHYX, 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


PHYZXRGHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

1.97

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.98

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

1.29

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

1.40

-0.21

Correlation

The correlation between PHYZX and RGHYX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PHYZX vs. RGHYX - Dividend Comparison

PHYZX's dividend yield for the trailing twelve months is around 6.51%, less than RGHYX's 6.67% yield.


TTM20252024202320222021202020192018201720162015
PHYZX
PGIM High Yield Fund Class Z
6.51%6.95%7.37%7.00%6.15%6.08%8.35%6.21%6.55%6.25%6.36%6.93%
RGHYX
RBC BlueBay High Yield Bond Fund
6.67%6.68%6.91%6.22%6.04%5.29%5.54%4.88%6.79%3.88%4.44%4.38%

Drawdowns

PHYZX vs. RGHYX - Drawdown Comparison

The maximum PHYZX drawdown since its inception was -28.57%, which is greater than RGHYX's maximum drawdown of -17.38%. Use the drawdown chart below to compare losses from any high point for PHYZX and RGHYX.


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Drawdown Indicators


PHYZXRGHYXDifference

Max Drawdown

Largest peak-to-trough decline

-28.57%

-17.38%

-11.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-3.07%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-16.09%

-12.79%

-3.30%

Max Drawdown (10Y)

Largest decline over 10 years

-21.09%

-17.38%

-3.71%

Current Drawdown

Current decline from peak

-2.47%

-2.55%

+0.08%

Average Drawdown

Average peak-to-trough decline

-2.78%

-1.49%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

0.75%

-0.03%

Volatility

PHYZX vs. RGHYX - Volatility Comparison

PGIM High Yield Fund Class Z (PHYZX) and RBC BlueBay High Yield Bond Fund (RGHYX) have volatilities of 1.19% and 1.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHYZXRGHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

1.21%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.34%

1.83%

+0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

3.30%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.04%

4.34%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

4.67%

+0.85%