PSTQX vs. DFAIX

Last updated Apr 1, 2026

Compare and contrast key facts about PGIM Short-Term Corporate Bond Fund - Class R6 (PSTQX) and DFA Short-Duration Real Return Portfolio (DFAIX).

PSTQX is managed by PGIM. It was launched on Mar 2, 2012. DFAIX is managed by Dimensional. It was launched on Nov 5, 2013.

Performance

PSTQX vs. DFAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Short-Term Corporate Bond Fund - Class R6 (PSTQX) and DFA Short-Duration Real Return Portfolio (DFAIX). The values are adjusted to include any dividend payments, if applicable.

PSTQX vs. DFAIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSTQX PGIM Short-Term Corporate Bond Fund - Class R6	-0.43%	6.75%	4.89%	5.95%	-6.78%	-0.51%	5.60%	6.77%	0.68%	2.25%
DFAIX DFA Short-Duration Real Return Portfolio	0.86%	4.86%	6.38%	5.64%	-2.77%	5.40%	2.75%	5.63%	0.11%	1.71%

Returns By Period

In the year-to-date period, PSTQX achieves a -0.43% return, which is significantly lower than DFAIX's 0.86% return. Over the past 10 years, PSTQX has underperformed DFAIX with an annualized return of 2.56%, while DFAIX has yielded a comparatively higher 3.20% annualized return.

PSTQX

• 1D: 0.19%
• 1M: -1.56%
• YTD: -0.43%
• 6M: 0.80%
• 1Y: 4.26%
• 3Y*: 4.94%
• 5Y*: 2.00%
• 10Y*: 2.56%

DFAIX

• 1D: 0.19%
• 1M: -0.09%
• YTD: 0.86%
• 6M: 1.22%
• 1Y: 3.68%
• 3Y*: 5.27%
• 5Y*: 3.82%
• 10Y*: 3.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PSTQX vs. DFAIX - Expense Ratio Comparison

PSTQX has a 0.38% expense ratio, which is higher than DFAIX's 0.22% expense ratio.

PSTQX

PGIM Short-Term Corporate Bond Fund - Class R6

DFAIX

DFA Short-Duration Real Return Portfolio

Return for Risk

PSTQX vs. DFAIX — Risk / Return Rank

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

PSTQX

PSTQX Risk / Return Rank: 92
PSTQX Sharpe Ratio Rank: 92
PSTQX Sortino Ratio Rank: 95
PSTQX Omega Ratio Rank: 91
PSTQX Calmar Ratio Rank: 92
PSTQX Martin Ratio Rank: 92

DFAIX

DFAIX Risk / Return Rank: 99
DFAIX Sharpe Ratio Rank: 99
DFAIX Sortino Ratio Rank: 99
DFAIX Omega Ratio Rank: 98
DFAIX Calmar Ratio Rank: 99
DFAIX Martin Ratio Rank: 99

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.

PSTQX vs. DFAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Short-Term Corporate Bond Fund - Class R6 (PSTQX) and DFA Short-Duration Real Return Portfolio (DFAIX). 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.

	PSTQX	DFAIX	Difference
Sharpe ratio Return per unit of total volatility	1.95	3.57	-1.62
Sortino ratio Return per unit of downside risk	3.11	5.96	-2.85
Omega ratio Gain probability vs. loss probability	1.42	2.07	-0.65
Calmar ratio Return relative to maximum drawdown	2.77	8.64	-5.88
Martin ratio Return relative to average drawdown	11.02	34.01	-22.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSTQX vs. DFAIX - Sharpe Ratio Comparison

The current PSTQX Sharpe Ratio is 1.95, which is lower than the DFAIX Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of PSTQX and DFAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PSTQX	DFAIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.95	3.57	-1.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	1.21	-0.52
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.96	1.26	-0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.96	1.08	-0.12

Correlation

The correlation between PSTQX and DFAIX is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

PSTQX vs. DFAIX - Dividend Comparison

PSTQX's dividend yield for the trailing twelve months is around 3.82%, less than DFAIX's 4.61% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PSTQX PGIM Short-Term Corporate Bond Fund - Class R6	3.82%	4.08%	3.62%	2.63%	2.31%	2.08%	2.55%	2.95%	2.89%	2.79%	2.74%	2.87%
DFAIX DFA Short-Duration Real Return Portfolio	4.61%	4.65%	4.14%	3.66%	1.68%	0.98%	0.82%	2.53%	2.72%	1.71%	1.41%	1.29%

Drawdowns

PSTQX vs. DFAIX - Drawdown Comparison

The maximum PSTQX drawdown since its inception was -10.47%, which is greater than DFAIX's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for PSTQX and DFAIX.

Drawdown Indicators

	PSTQX	DFAIX	Difference
Max Drawdown Largest peak-to-trough decline	-10.47%	-5.63%	-4.84%
Max Drawdown (1Y) Largest decline over 1 year	-1.74%	-0.47%	-1.27%
Max Drawdown (5Y) Largest decline over 5 years	-10.47%	-5.46%	-5.01%
Max Drawdown (10Y) Largest decline over 10 years	-10.47%	-5.63%	-4.84%
Current Drawdown Current decline from peak	-1.56%	-0.28%	-1.28%
Average Drawdown Average peak-to-trough decline	-1.32%	-0.95%	-0.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.44%	0.12%	+0.32%

Volatility

PSTQX vs. DFAIX - Volatility Comparison

PGIM Short-Term Corporate Bond Fund - Class R6 (PSTQX) has a higher volatility of 0.78% compared to DFA Short-Duration Real Return Portfolio (DFAIX) at 0.50%. This indicates that PSTQX's price experiences larger fluctuations and is considered to be riskier than DFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSTQX	DFAIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.78%	0.50%	+0.28%
Volatility (6M) Calculated over the trailing 6-month period	1.49%	0.75%	+0.74%
Volatility (1Y) Calculated over the trailing 1-year period	2.38%	1.07%	+1.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.91%	3.18%	-0.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.66%	2.56%	+0.10%