PQTSX vs. PDBZX
Compare and contrast key facts about PGIM TIPS Fund (PQTSX) and PGIM Total Return Bond Fund Class Z (PDBZX).
PQTSX is managed by PGIM. It was launched on Nov 14, 2016. PDBZX is managed by PGIM. It was launched on Jan 14, 1997.
Performance
PQTSX vs. PDBZX - Performance Comparison
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PQTSX vs. PDBZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PQTSX PGIM TIPS Fund | 0.24% | 6.58% | 1.74% | 2.34% | -13.56% | 7.91% | 10.20% | 8.19% | -1.64% | 0.92% |
PDBZX PGIM Total Return Bond Fund Class Z | -0.28% | 7.70% | 2.87% | 7.70% | -14.33% | -1.46% | 8.01% | 14.76% | -0.72% | 6.60% |
Returns By Period
In the year-to-date period, PQTSX achieves a 0.24% return, which is significantly higher than PDBZX's -0.28% return.
PQTSX
- 1D
- 0.12%
- 1M
- -1.18%
- YTD
- 0.24%
- 6M
- 0.04%
- 1Y
- 2.67%
- 3Y*
- 2.42%
- 5Y*
- 1.02%
- 10Y*
- —
PDBZX
- 1D
- 0.25%
- 1M
- -1.79%
- YTD
- -0.28%
- 6M
- 0.59%
- 1Y
- 4.16%
- 3Y*
- 4.88%
- 5Y*
- 0.96%
- 10Y*
- 2.95%
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PQTSX vs. PDBZX - Expense Ratio Comparison
PQTSX has a 0.39% expense ratio, which is lower than PDBZX's 0.49% expense ratio.
Return for Risk
PQTSX vs. PDBZX — Risk / Return Rank
PQTSX
PDBZX
PQTSX vs. PDBZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM TIPS Fund (PQTSX) and PGIM Total Return Bond Fund Class Z (PDBZX). 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.
| PQTSX | PDBZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.99 | -0.36 |
Sortino ratioReturn per unit of downside risk | 0.88 | 1.41 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.18 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.63 | -0.25 |
Martin ratioReturn relative to average drawdown | 4.09 | 4.74 | -0.65 |
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
| PQTSX | PDBZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.99 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.16 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 1.09 | -0.69 |
Correlation
The correlation between PQTSX and PDBZX is 0.77, 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
PQTSX vs. PDBZX - Dividend Comparison
PQTSX's dividend yield for the trailing twelve months is around 3.83%, less than PDBZX's 4.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PQTSX PGIM TIPS Fund | 3.83% | 4.95% | 4.39% | 3.25% | 6.51% | 9.54% | 2.60% | 2.48% | 3.26% | 1.11% | 0.00% | 0.00% |
PDBZX PGIM Total Return Bond Fund Class Z | 4.18% | 4.54% | 4.79% | 4.60% | 5.73% | 2.73% | 2.94% | 10.36% | 4.01% | 2.87% | 3.92% | 3.33% |
Drawdowns
PQTSX vs. PDBZX - Drawdown Comparison
The maximum PQTSX drawdown since its inception was -16.40%, smaller than the maximum PDBZX drawdown of -20.88%. Use the drawdown chart below to compare losses from any high point for PQTSX and PDBZX.
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Drawdown Indicators
| PQTSX | PDBZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.40% | -20.88% | +4.48% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -3.06% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -16.40% | -20.81% | +4.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.88% | — |
Current DrawdownCurrent decline from peak | -4.20% | -2.27% | -1.93% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -2.31% | -2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 1.06% | -0.11% |
Volatility
PQTSX vs. PDBZX - Volatility Comparison
The current volatility for PGIM TIPS Fund (PQTSX) is 1.42%, while PGIM Total Return Bond Fund Class Z (PDBZX) has a volatility of 1.71%. This indicates that PQTSX experiences smaller price fluctuations and is considered to be less risky than PDBZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PQTSX | PDBZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.42% | 1.71% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 2.39% | 2.71% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.42% | 4.59% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.32% | 6.00% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.69% | 5.34% | +0.35% |