PQCMX vs. PHYQX
Compare and contrast key facts about PGIM Quant Solutions Commodity Strategies Fund (PQCMX) and PGIM High Yield Fund Class R6 (PHYQX).
PQCMX is managed by PGIM. It was launched on Nov 14, 2016. PHYQX is managed by PGIM. It was launched on Oct 31, 2011.
Performance
PQCMX vs. PHYQX - Performance Comparison
Loading graphics...
PQCMX vs. PHYQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PQCMX PGIM Quant Solutions Commodity Strategies Fund | 26.95% | 13.62% | 5.09% | -8.67% | 19.10% | 27.81% | -1.13% | 8.78% | -12.07% | 2.96% |
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% | 7.54% |
Returns By Period
In the year-to-date period, PQCMX achieves a 26.95% return, which is significantly higher than PHYQX's -0.77% return.
PQCMX
- 1D
- 0.23%
- 1M
- 10.13%
- YTD
- 26.95%
- 6M
- 32.40%
- 1Y
- 32.95%
- 3Y*
- 13.63%
- 5Y*
- 14.03%
- 10Y*
- —
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PQCMX vs. PHYQX - Expense Ratio Comparison
PQCMX has a 0.62% expense ratio, which is higher than PHYQX's 0.38% expense ratio.
Return for Risk
PQCMX vs. PHYQX — Risk / Return Rank
PQCMX
PHYQX
PQCMX vs. PHYQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Quant Solutions Commodity Strategies Fund (PQCMX) and PGIM High Yield Fund Class R6 (PHYQX). 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.
| PQCMX | PHYQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 1.79 | +0.14 |
Sortino ratioReturn per unit of downside risk | 2.50 | 2.67 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.42 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 3.64 | 2.43 | +1.21 |
Martin ratioReturn relative to average drawdown | 9.70 | 9.84 | -0.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PQCMX | PHYQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 1.79 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.78 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 1.12 | -0.58 |
Correlation
The correlation between PQCMX and PHYQX is 0.17, 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
PQCMX vs. PHYQX - Dividend Comparison
PQCMX's dividend yield for the trailing twelve months is around 6.37%, less than PHYQX's 6.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PQCMX PGIM Quant Solutions Commodity Strategies Fund | 6.37% | 8.09% | 4.14% | 3.93% | 31.36% | 47.61% | 0.00% | 1.02% | 3.02% | 1.42% | 0.00% | 0.00% |
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% |
Drawdowns
PQCMX vs. PHYQX - Drawdown Comparison
The maximum PQCMX drawdown since its inception was -33.00%, which is greater than PHYQX's maximum drawdown of -21.12%. Use the drawdown chart below to compare losses from any high point for PQCMX and PHYQX.
Loading graphics...
Drawdown Indicators
| PQCMX | PHYQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.00% | -21.12% | -11.88% |
Max Drawdown (1Y)Largest decline over 1 year | -9.32% | -2.94% | -6.38% |
Max Drawdown (5Y)Largest decline over 5 years | -26.78% | -16.05% | -10.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.12% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.86% | +1.86% |
Average DrawdownAverage peak-to-trough decline | -12.01% | -2.25% | -9.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 0.72% | +2.78% |
Volatility
PQCMX vs. PHYQX - Volatility Comparison
PGIM Quant Solutions Commodity Strategies Fund (PQCMX) has a higher volatility of 8.15% compared to PGIM High Yield Fund Class R6 (PHYQX) at 1.41%. This indicates that PQCMX's price experiences larger fluctuations and is considered to be riskier than PHYQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PQCMX | PHYQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.15% | 1.41% | +6.74% |
Volatility (6M)Calculated over the trailing 6-month period | 13.85% | 2.46% | +11.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 3.78% | +13.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 5.05% | +11.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.10% | 5.47% | +9.63% |