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PHYZX vs. SEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PHYZX vs. SEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM High Yield Fund Class Z (PHYZX) and Virtus Seix Senior Loan ETF (SEIX). The values are adjusted to include any dividend payments, if applicable.

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PHYZX vs. SEIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PHYZX
PGIM High Yield Fund Class Z
-1.41%9.04%8.37%12.23%-12.31%5.83%7.73%7.17%
SEIX
Virtus Seix Senior Loan ETF
0.20%5.10%8.42%12.51%-1.77%5.49%3.17%3.46%

Returns By Period

In the year-to-date period, PHYZX achieves a -1.41% return, which is significantly lower than SEIX's 0.20% return.


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%

SEIX

1D
0.22%
1M
0.80%
YTD
0.20%
6M
1.30%
1Y
5.15%
3Y*
7.64%
5Y*
5.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PHYZX vs. SEIX - Expense Ratio Comparison

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


Return for Risk

PHYZX vs. SEIX — 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

SEIX
SEIX Risk / Return Rank: 8989
Overall Rank
SEIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SEIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
SEIX Omega Ratio Rank: 9696
Omega Ratio Rank
SEIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
SEIX Martin Ratio Rank: 8888
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. SEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM High Yield Fund Class Z (PHYZX) and Virtus Seix Senior Loan ETF (SEIX). 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.


PHYZXSEIXDifference

Sharpe ratio

Return per unit of total volatility

1.71

1.98

-0.26

Sortino ratio

Return per unit of downside risk

2.54

2.78

-0.25

Omega ratio

Gain probability vs. loss probability

1.41

1.51

-0.10

Calmar ratio

Return relative to maximum drawdown

2.08

2.05

+0.03

Martin ratio

Return relative to average drawdown

8.46

10.51

-2.06

PHYZX vs. SEIX - Sharpe Ratio Comparison

The current PHYZX Sharpe Ratio is 1.71, which is comparable to the SEIX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of PHYZX and SEIX, 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


PHYZXSEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

1.98

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

1.92

-1.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

1.19

0.00

Correlation

The correlation between PHYZX and SEIX is 0.22, 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

PHYZX vs. SEIX - Dividend Comparison

PHYZX's dividend yield for the trailing twelve months is around 6.51%, less than SEIX's 7.49% 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%
SEIX
Virtus Seix Senior Loan ETF
7.49%7.52%8.09%8.74%5.76%4.16%3.75%3.82%0.00%0.00%0.00%0.00%

Drawdowns

PHYZX vs. SEIX - Drawdown Comparison

The maximum PHYZX drawdown since its inception was -28.57%, which is greater than SEIX's maximum drawdown of -17.51%. Use the drawdown chart below to compare losses from any high point for PHYZX and SEIX.


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Drawdown Indicators


PHYZXSEIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.57%

-17.51%

-11.06%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-2.37%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-16.09%

-6.69%

-9.40%

Max Drawdown (10Y)

Largest decline over 10 years

-21.09%

Current Drawdown

Current decline from peak

-2.47%

-0.25%

-2.22%

Average Drawdown

Average peak-to-trough decline

-2.78%

-0.89%

-1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

0.48%

+0.24%

Volatility

PHYZX vs. SEIX - Volatility Comparison

PGIM High Yield Fund Class Z (PHYZX) has a higher volatility of 1.19% compared to Virtus Seix Senior Loan ETF (SEIX) at 0.72%. This indicates that PHYZX's price experiences larger fluctuations and is considered to be riskier than SEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHYZXSEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

0.72%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

2.34%

1.34%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

2.62%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.04%

2.92%

+2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

4.39%

+1.13%