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PIFZX vs. HYSZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIFZX vs. HYSZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Short-Term Corporate Bond Fund Class Z (PIFZX) and PGIM Short Duration High Yield Income Fund (HYSZX). The values are adjusted to include any dividend payments, if applicable.

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PIFZX vs. HYSZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIFZX
PGIM Short-Term Corporate Bond Fund Class Z
-0.35%6.66%4.47%6.20%-6.85%-0.60%5.44%6.76%0.62%2.23%
HYSZX
PGIM Short Duration High Yield Income Fund
-1.05%7.84%6.49%9.57%-6.46%5.48%4.19%11.78%1.20%4.80%

Returns By Period

In the year-to-date period, PIFZX achieves a -0.35% return, which is significantly higher than HYSZX's -1.05% return. Over the past 10 years, PIFZX has underperformed HYSZX with an annualized return of 2.49%, while HYSZX has yielded a comparatively higher 4.86% annualized return.


PIFZX

1D
0.19%
1M
-1.47%
YTD
-0.35%
6M
0.85%
1Y
4.27%
3Y*
4.88%
5Y*
1.93%
10Y*
2.49%

HYSZX

1D
0.24%
1M
-1.78%
YTD
-1.05%
6M
0.23%
1Y
5.13%
3Y*
6.59%
5Y*
3.81%
10Y*
4.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PIFZX vs. HYSZX - Expense Ratio Comparison

PIFZX has a 0.47% expense ratio, which is lower than HYSZX's 0.75% expense ratio.


Return for Risk

PIFZX vs. HYSZX — Risk / Return Rank

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

PIFZX
PIFZX Risk / Return Rank: 9292
Overall Rank
PIFZX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PIFZX Sortino Ratio Rank: 9494
Sortino Ratio Rank
PIFZX Omega Ratio Rank: 9090
Omega Ratio Rank
PIFZX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PIFZX Martin Ratio Rank: 9292
Martin Ratio Rank

HYSZX
HYSZX Risk / Return Rank: 8989
Overall Rank
HYSZX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HYSZX Sortino Ratio Rank: 9191
Sortino Ratio Rank
HYSZX Omega Ratio Rank: 9191
Omega Ratio Rank
HYSZX Calmar Ratio Rank: 8888
Calmar Ratio Rank
HYSZX 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.

PIFZX vs. HYSZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Short-Term Corporate Bond Fund Class Z (PIFZX) and PGIM Short Duration High Yield Income Fund (HYSZX). 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.


PIFZXHYSZXDifference

Sharpe ratio

Return per unit of total volatility

1.91

1.78

+0.13

Sortino ratio

Return per unit of downside risk

3.01

2.66

+0.36

Omega ratio

Gain probability vs. loss probability

1.41

1.42

-0.01

Calmar ratio

Return relative to maximum drawdown

2.77

2.29

+0.48

Martin ratio

Return relative to average drawdown

11.07

9.59

+1.48

PIFZX vs. HYSZX - Sharpe Ratio Comparison

The current PIFZX Sharpe Ratio is 1.91, which is comparable to the HYSZX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of PIFZX and HYSZX, 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


PIFZXHYSZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

1.78

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

1.00

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

1.16

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

1.43

1.13

+0.31

Correlation

The correlation between PIFZX and HYSZX is 0.41, 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

PIFZX vs. HYSZX - Dividend Comparison

PIFZX's dividend yield for the trailing twelve months is around 3.73%, less than HYSZX's 5.95% yield.


TTM20252024202320222021202020192018201720162015
PIFZX
PGIM Short-Term Corporate Bond Fund Class Z
3.73%3.99%3.22%2.85%2.24%1.99%2.49%2.85%2.83%2.77%2.65%2.82%
HYSZX
PGIM Short Duration High Yield Income Fund
5.95%6.45%6.27%4.84%5.01%4.56%5.00%5.60%5.94%5.73%6.33%6.76%

Drawdowns

PIFZX vs. HYSZX - Drawdown Comparison

The maximum PIFZX drawdown since its inception was -10.46%, smaller than the maximum HYSZX drawdown of -18.31%. Use the drawdown chart below to compare losses from any high point for PIFZX and HYSZX.


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Drawdown Indicators


PIFZXHYSZXDifference

Max Drawdown

Largest peak-to-trough decline

-10.46%

-18.31%

+7.85%

Max Drawdown (1Y)

Largest decline over 1 year

-1.74%

-2.39%

+0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-10.46%

-9.77%

-0.69%

Max Drawdown (10Y)

Largest decline over 10 years

-10.46%

-18.31%

+7.85%

Current Drawdown

Current decline from peak

-1.47%

-1.78%

+0.31%

Average Drawdown

Average peak-to-trough decline

-0.91%

-1.20%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

0.57%

-0.14%

Volatility

PIFZX vs. HYSZX - Volatility Comparison

The current volatility for PGIM Short-Term Corporate Bond Fund Class Z (PIFZX) is 0.79%, while PGIM Short Duration High Yield Income Fund (HYSZX) has a volatility of 1.03%. This indicates that PIFZX experiences smaller price fluctuations and is considered to be less risky than HYSZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIFZXHYSZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

1.03%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

1.91%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

2.43%

3.08%

-0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.90%

3.83%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.66%

4.21%

-1.55%