PQCNX vs. IVV
Compare and contrast key facts about PGIM Core Conservative Bond Fund (PQCNX) and iShares Core S&P 500 ETF (IVV).
PQCNX is managed by PGIM. It was launched on Nov 15, 2016. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Performance
PQCNX vs. IVV - Performance Comparison
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PQCNX vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IVV iShares Core S&P 500 ETF | -3.67% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 20.90% |
Returns By Period
In the year-to-date period, PQCNX achieves a -0.24% return, which is significantly higher than IVV's -3.67% return.
PQCNX
- 1D
- 0.23%
- 1M
- -1.71%
- YTD
- -0.24%
- 6M
- 0.48%
- 1Y
- 3.81%
- 3Y*
- 3.31%
- 5Y*
- -0.29%
- 10Y*
- —
IVV
- 1D
- 0.74%
- 1M
- -4.30%
- YTD
- -3.67%
- 6M
- -1.44%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.92%
- 10Y*
- 14.11%
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PQCNX vs. IVV - Expense Ratio Comparison
PQCNX has a 0.50% expense ratio, which is higher than IVV's 0.03% expense ratio.
Return for Risk
PQCNX vs. IVV — Risk / Return Rank
PQCNX
IVV
PQCNX vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Core Conservative Bond Fund (PQCNX) and iShares Core S&P 500 ETF (IVV). 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.
| PQCNX | IVV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.00 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.52 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.54 | +0.05 |
Martin ratioReturn relative to average drawdown | 4.52 | 7.28 | -2.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PQCNX | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.00 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.71 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.42 | -0.18 |
Correlation
The correlation between PQCNX and IVV is 0.00, 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
PQCNX vs. IVV - Dividend Comparison
PQCNX's dividend yield for the trailing twelve months is around 3.87%, more than IVV's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IVV iShares Core S&P 500 ETF | 1.22% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Drawdowns
PQCNX vs. IVV - Drawdown Comparison
The maximum PQCNX drawdown since its inception was -20.33%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PQCNX and IVV.
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Drawdown Indicators
| PQCNX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.33% | -55.25% | +34.92% |
Max Drawdown (1Y)Largest decline over 1 year | -2.94% | -12.06% | +9.12% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | -24.53% | +5.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.90% | — |
Current DrawdownCurrent decline from peak | -5.16% | -5.57% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -10.84% | +4.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 2.55% | -1.52% |
Volatility
PQCNX vs. IVV - Volatility Comparison
The current volatility for PGIM Core Conservative Bond Fund (PQCNX) is 1.69%, while iShares Core S&P 500 ETF (IVV) has a volatility of 5.34%. This indicates that PQCNX experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PQCNX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.69% | 5.34% | -3.65% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 9.47% | -6.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.57% | 18.31% | -13.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.09% | 16.89% | -10.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.12% | 18.03% | -12.91% |