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PSTQX vs. PIMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSTQX vs. PIMIX - 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 PIMCO Income Fund Institutional Class (PIMIX). The values are adjusted to include any dividend payments, if applicable.

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PSTQX vs. PIMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PIMIX
PIMCO Income Fund Institutional Class
-1.36%11.08%5.45%9.36%-9.07%2.62%5.84%8.10%0.63%8.63%

Returns By Period

In the year-to-date period, PSTQX achieves a -0.43% return, which is significantly higher than PIMIX's -1.36% return. Over the past 10 years, PSTQX has underperformed PIMIX with an annualized return of 2.56%, while PIMIX has yielded a comparatively higher 4.66% 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%

PIMIX

1D
0.47%
1M
-3.24%
YTD
-1.36%
6M
1.15%
1Y
6.07%
3Y*
7.20%
5Y*
3.38%
10Y*
4.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSTQX vs. PIMIX - Expense Ratio Comparison

PSTQX has a 0.38% expense ratio, which is lower than PIMIX's 0.62% expense ratio.


Return for Risk

PSTQX vs. PIMIX — Risk / Return Rank

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

PSTQX
PSTQX Risk / Return Rank: 9292
Overall Rank
PSTQX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PSTQX Sortino Ratio Rank: 9595
Sortino Ratio Rank
PSTQX Omega Ratio Rank: 9191
Omega Ratio Rank
PSTQX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PSTQX Martin Ratio Rank: 9292
Martin Ratio Rank

PIMIX
PIMIX Risk / Return Rank: 8181
Overall Rank
PIMIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PIMIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
PIMIX Omega Ratio Rank: 7878
Omega Ratio Rank
PIMIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PIMIX Martin Ratio Rank: 7878
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.

PSTQX vs. PIMIX - 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 PIMCO Income Fund Institutional Class (PIMIX). 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.


PSTQXPIMIXDifference

Sharpe ratio

Return per unit of total volatility

1.95

1.56

+0.39

Sortino ratio

Return per unit of downside risk

3.11

2.25

+0.86

Omega ratio

Gain probability vs. loss probability

1.42

1.29

+0.13

Calmar ratio

Return relative to maximum drawdown

2.77

1.87

+0.89

Martin ratio

Return relative to average drawdown

11.02

7.56

+3.46

PSTQX vs. PIMIX - Sharpe Ratio Comparison

The current PSTQX Sharpe Ratio is 1.95, which is comparable to the PIMIX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of PSTQX and PIMIX, 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


PSTQXPIMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.56

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.72

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

1.11

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

1.56

-0.59

Correlation

The correlation between PSTQX and PIMIX is 0.63, 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. PIMIX - Dividend Comparison

PSTQX's dividend yield for the trailing twelve months is around 3.82%, less than PIMIX's 5.57% yield.


TTM20252024202320222021202020192018201720162015
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%
PIMIX
PIMCO Income Fund Institutional Class
5.57%6.01%6.27%6.21%4.98%4.02%4.88%5.83%5.66%5.37%5.52%7.88%

Drawdowns

PSTQX vs. PIMIX - Drawdown Comparison

The maximum PSTQX drawdown since its inception was -10.47%, smaller than the maximum PIMIX drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for PSTQX and PIMIX.


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Drawdown Indicators


PSTQXPIMIXDifference

Max Drawdown

Largest peak-to-trough decline

-10.47%

-13.39%

+2.92%

Max Drawdown (1Y)

Largest decline over 1 year

-1.74%

-3.69%

+1.95%

Max Drawdown (5Y)

Largest decline over 5 years

-10.47%

-13.34%

+2.87%

Max Drawdown (10Y)

Largest decline over 10 years

-10.47%

-13.39%

+2.92%

Current Drawdown

Current decline from peak

-1.56%

-3.24%

+1.68%

Average Drawdown

Average peak-to-trough decline

-1.32%

-1.69%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

0.92%

-0.48%

Volatility

PSTQX vs. PIMIX - Volatility Comparison

The current volatility for PGIM Short-Term Corporate Bond Fund - Class R6 (PSTQX) is 0.78%, while PIMCO Income Fund Institutional Class (PIMIX) has a volatility of 1.88%. This indicates that PSTQX experiences smaller price fluctuations and is considered to be less risky than PIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSTQXPIMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

1.88%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

2.64%

-1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

2.38%

4.28%

-1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.91%

4.75%

-1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.66%

4.20%

-1.54%