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PPQZX vs. PDEJX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PPQZX vs. PDEJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RealPath Blend 2050 Fund (PPQZX) and Prudential Day One 2025 Fund (PDEJX). The values are adjusted to include any dividend payments, if applicable.

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PPQZX vs. PDEJX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPQZX
PIMCO RealPath Blend 2050 Fund
-1.12%20.62%13.93%19.69%-17.27%18.50%13.70%25.09%-7.75%19.18%
PDEJX
Prudential Day One 2025 Fund
0.55%11.91%17.34%11.21%-12.30%12.90%9.30%16.82%-4.47%12.48%

Returns By Period

In the year-to-date period, PPQZX achieves a -1.12% return, which is significantly lower than PDEJX's 0.55% return.


PPQZX

1D
2.62%
1M
-5.48%
YTD
-1.12%
6M
1.38%
1Y
18.95%
3Y*
15.03%
5Y*
8.50%
10Y*
10.42%

PDEJX

1D
1.40%
1M
-2.68%
YTD
0.55%
6M
1.96%
1Y
10.58%
3Y*
12.21%
5Y*
7.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PPQZX vs. PDEJX - Expense Ratio Comparison

PPQZX has a 0.06% expense ratio, which is higher than PDEJX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

PPQZX vs. PDEJX — Risk / Return Rank

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

PPQZX
PPQZX Risk / Return Rank: 7070
Overall Rank
PPQZX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
PPQZX Sortino Ratio Rank: 7272
Sortino Ratio Rank
PPQZX Omega Ratio Rank: 7171
Omega Ratio Rank
PPQZX Calmar Ratio Rank: 6565
Calmar Ratio Rank
PPQZX Martin Ratio Rank: 7575
Martin Ratio Rank

PDEJX
PDEJX Risk / Return Rank: 7979
Overall Rank
PDEJX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PDEJX Sortino Ratio Rank: 7979
Sortino Ratio Rank
PDEJX Omega Ratio Rank: 7878
Omega Ratio Rank
PDEJX Calmar Ratio Rank: 7676
Calmar Ratio Rank
PDEJX Martin Ratio Rank: 8585
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.

PPQZX vs. PDEJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RealPath Blend 2050 Fund (PPQZX) and Prudential Day One 2025 Fund (PDEJX). 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.


PPQZXPDEJXDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.45

-0.14

Sortino ratio

Return per unit of downside risk

1.89

2.07

-0.18

Omega ratio

Gain probability vs. loss probability

1.28

1.31

-0.03

Calmar ratio

Return relative to maximum drawdown

1.66

1.90

-0.24

Martin ratio

Return relative to average drawdown

7.75

9.24

-1.49

PPQZX vs. PDEJX - Sharpe Ratio Comparison

The current PPQZX Sharpe Ratio is 1.31, which is comparable to the PDEJX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of PPQZX and PDEJX, 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


PPQZXPDEJXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.45

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.81

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.88

-0.25

Correlation

The correlation between PPQZX and PDEJX is 0.92, 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

PPQZX vs. PDEJX - Dividend Comparison

PPQZX's dividend yield for the trailing twelve months is around 4.03%, less than PDEJX's 5.60% yield.


TTM20252024202320222021202020192018201720162015
PPQZX
PIMCO RealPath Blend 2050 Fund
4.03%3.82%4.55%2.29%2.43%5.31%1.28%3.79%6.75%2.09%2.40%2.19%
PDEJX
Prudential Day One 2025 Fund
5.60%5.63%20.16%3.66%7.83%10.79%2.42%5.03%4.61%1.68%0.00%0.00%

Drawdowns

PPQZX vs. PDEJX - Drawdown Comparison

The maximum PPQZX drawdown since its inception was -31.59%, which is greater than PDEJX's maximum drawdown of -20.45%. Use the drawdown chart below to compare losses from any high point for PPQZX and PDEJX.


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Drawdown Indicators


PPQZXPDEJXDifference

Max Drawdown

Largest peak-to-trough decline

-31.59%

-20.45%

-11.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.77%

-5.85%

-4.92%

Max Drawdown (5Y)

Largest decline over 5 years

-25.57%

-16.83%

-8.74%

Max Drawdown (10Y)

Largest decline over 10 years

-31.59%

Current Drawdown

Current decline from peak

-6.34%

-2.94%

-3.40%

Average Drawdown

Average peak-to-trough decline

-4.72%

-2.90%

-1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

1.20%

+1.10%

Volatility

PPQZX vs. PDEJX - Volatility Comparison

PIMCO RealPath Blend 2050 Fund (PPQZX) has a higher volatility of 5.48% compared to Prudential Day One 2025 Fund (PDEJX) at 2.87%. This indicates that PPQZX's price experiences larger fluctuations and is considered to be riskier than PDEJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPQZXPDEJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

2.87%

+2.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.61%

4.33%

+4.28%

Volatility (1Y)

Calculated over the trailing 1-year period

14.86%

7.52%

+7.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

8.87%

+5.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.76%

8.86%

+5.90%