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PQCNX vs. CRAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PQCNX vs. CRAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Core Conservative Bond Fund (PQCNX) and CCM Community Impact Bond Fund (CRAIX). The values are adjusted to include any dividend payments, if applicable.

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PQCNX vs. CRAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PQCNX
PGIM Core Conservative Bond Fund
-0.24%7.13%1.44%4.88%-14.28%-2.30%7.01%8.41%-0.38%1.89%
CRAIX
CCM Community Impact Bond Fund
-0.12%6.40%1.97%3.98%-10.19%-1.72%3.99%5.44%0.10%2.81%

Returns By Period

In the year-to-date period, PQCNX achieves a -0.24% return, which is significantly lower than CRAIX's -0.12% return.


PQCNX

1D
0.23%
1M
-1.71%
YTD
-0.24%
6M
0.48%
1Y
3.81%
3Y*
3.31%
5Y*
-0.29%
10Y*

CRAIX

1D
-0.10%
1M
-1.34%
YTD
-0.12%
6M
0.86%
1Y
3.69%
3Y*
3.30%
5Y*
0.15%
10Y*
1.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PQCNX vs. CRAIX - Expense Ratio Comparison

PQCNX has a 0.50% expense ratio, which is lower than CRAIX's 0.88% expense ratio.


Return for Risk

PQCNX vs. CRAIX — Risk / Return Rank

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

PQCNX
PQCNX Risk / Return Rank: 3737
Overall Rank
PQCNX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PQCNX Sortino Ratio Rank: 3232
Sortino Ratio Rank
PQCNX Omega Ratio Rank: 2323
Omega Ratio Rank
PQCNX Calmar Ratio Rank: 5656
Calmar Ratio Rank
PQCNX Martin Ratio Rank: 3535
Martin Ratio Rank

CRAIX
CRAIX Risk / Return Rank: 6262
Overall Rank
CRAIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CRAIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
CRAIX Omega Ratio Rank: 4949
Omega Ratio Rank
CRAIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
CRAIX Martin Ratio Rank: 5353
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.

PQCNX vs. CRAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Core Conservative Bond Fund (PQCNX) and CCM Community Impact Bond Fund (CRAIX). 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.


PQCNXCRAIXDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.20

-0.30

Sortino ratio

Return per unit of downside risk

1.28

1.79

-0.51

Omega ratio

Gain probability vs. loss probability

1.15

1.22

-0.06

Calmar ratio

Return relative to maximum drawdown

1.59

2.00

-0.41

Martin ratio

Return relative to average drawdown

4.52

5.67

-1.15

PQCNX vs. CRAIX - Sharpe Ratio Comparison

The current PQCNX Sharpe Ratio is 0.90, which is comparable to the CRAIX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of PQCNX and CRAIX, 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


PQCNXCRAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.20

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.03

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.56

-0.32

Correlation

The correlation between PQCNX and CRAIX is 0.90, 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

PQCNX vs. CRAIX - Dividend Comparison

PQCNX's dividend yield for the trailing twelve months is around 3.87%, more than CRAIX's 2.79% yield.


TTM20252024202320222021202020192018201720162015
PQCNX
PGIM Core Conservative Bond Fund
3.87%4.17%3.91%2.74%1.98%2.13%3.13%2.71%2.66%0.97%0.00%0.00%
CRAIX
CCM Community Impact Bond Fund
2.79%3.01%2.92%2.48%1.61%1.18%1.77%2.32%2.30%2.78%2.28%2.12%

Drawdowns

PQCNX vs. CRAIX - Drawdown Comparison

The maximum PQCNX drawdown since its inception was -20.33%, which is greater than CRAIX's maximum drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for PQCNX and CRAIX.


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Drawdown Indicators


PQCNXCRAIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.33%

-14.53%

-5.80%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-1.98%

-0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-19.42%

-14.28%

-5.14%

Max Drawdown (10Y)

Largest decline over 10 years

-14.53%

Current Drawdown

Current decline from peak

-5.16%

-1.64%

-3.52%

Average Drawdown

Average peak-to-trough decline

-6.09%

-2.47%

-3.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

0.70%

+0.33%

Volatility

PQCNX vs. CRAIX - Volatility Comparison

PGIM Core Conservative Bond Fund (PQCNX) has a higher volatility of 1.69% compared to CCM Community Impact Bond Fund (CRAIX) at 1.20%. This indicates that PQCNX's price experiences larger fluctuations and is considered to be riskier than CRAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PQCNXCRAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.20%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

1.97%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

4.57%

3.27%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

4.56%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.12%

3.63%

+1.49%