PortfoliosLab logoPortfoliosLab logo
PQCNX vs. PTRQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PQCNX vs. PTRQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Core Conservative Bond Fund (PQCNX) and PGIM Total Return Bond R6 (PTRQX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PQCNX vs. PTRQX - 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%
PTRQX
PGIM Total Return Bond R6
-0.35%7.81%3.06%7.80%-14.30%-1.37%8.13%10.85%-0.73%6.59%

Returns By Period

In the year-to-date period, PQCNX achieves a -0.24% return, which is significantly higher than PTRQX's -0.35% return.


PQCNX

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

PTRQX

1D
0.25%
1M
-1.87%
YTD
-0.35%
6M
0.55%
1Y
4.17%
3Y*
4.98%
5Y*
1.05%
10Y*
2.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PQCNX vs. PTRQX - Expense Ratio Comparison

PQCNX has a 0.50% expense ratio, which is higher than PTRQX's 0.39% expense ratio.


Return for Risk

PQCNX vs. PTRQX — 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

PTRQX
PTRQX Risk / Return Rank: 5050
Overall Rank
PTRQX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
PTRQX Sortino Ratio Rank: 4949
Sortino Ratio Rank
PTRQX Omega Ratio Rank: 3535
Omega Ratio Rank
PTRQX Calmar Ratio Rank: 6969
Calmar Ratio Rank
PTRQX Martin Ratio Rank: 4848
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. PTRQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Core Conservative Bond Fund (PQCNX) and PGIM Total Return Bond R6 (PTRQX). 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.


PQCNXPTRQXDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.02

-0.12

Sortino ratio

Return per unit of downside risk

1.28

1.44

-0.16

Omega ratio

Gain probability vs. loss probability

1.15

1.18

-0.02

Calmar ratio

Return relative to maximum drawdown

1.59

1.66

-0.07

Martin ratio

Return relative to average drawdown

4.52

4.93

-0.40

PQCNX vs. PTRQX - Sharpe Ratio Comparison

The current PQCNX Sharpe Ratio is 0.90, which is comparable to the PTRQX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of PQCNX and PTRQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PQCNXPTRQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.02

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.18

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.75

-0.50

Correlation

The correlation between PQCNX and PTRQX is 0.95, 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. PTRQX - Dividend Comparison

PQCNX's dividend yield for the trailing twelve months is around 3.87%, less than PTRQX's 4.27% 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%
PTRQX
PGIM Total Return Bond R6
4.27%4.63%4.89%4.70%5.83%2.82%3.05%6.95%3.99%2.93%4.01%3.11%

Drawdowns

PQCNX vs. PTRQX - Drawdown Comparison

The maximum PQCNX drawdown since its inception was -20.33%, roughly equal to the maximum PTRQX drawdown of -20.72%. Use the drawdown chart below to compare losses from any high point for PQCNX and PTRQX.


Loading graphics...

Drawdown Indicators


PQCNXPTRQXDifference

Max Drawdown

Largest peak-to-trough decline

-20.33%

-20.72%

+0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-3.08%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-19.42%

-20.69%

+1.27%

Max Drawdown (10Y)

Largest decline over 10 years

-20.72%

Current Drawdown

Current decline from peak

-5.16%

-2.35%

-2.81%

Average Drawdown

Average peak-to-trough decline

-6.09%

-3.31%

-2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

1.04%

-0.01%

Volatility

PQCNX vs. PTRQX - Volatility Comparison

PGIM Core Conservative Bond Fund (PQCNX) has a higher volatility of 1.69% compared to PGIM Total Return Bond R6 (PTRQX) at 1.58%. This indicates that PQCNX's price experiences larger fluctuations and is considered to be riskier than PTRQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PQCNXPTRQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.58%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

2.62%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

4.57%

4.48%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

5.98%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.12%

5.22%

-0.10%