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PSTQX vs. VCSH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSTQX and VCSH is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

PSTQX vs. VCSH - 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 Vanguard Short-Term Corporate Bond ETF (VCSH). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PSTQX:

2.76

VCSH:

2.90

Sortino Ratio

PSTQX:

4.41

VCSH:

4.39

Omega Ratio

PSTQX:

1.61

VCSH:

1.62

Calmar Ratio

PSTQX:

4.75

VCSH:

5.55

Martin Ratio

PSTQX:

13.40

VCSH:

15.48

Ulcer Index

PSTQX:

0.53%

VCSH:

0.46%

Daily Std Dev

PSTQX:

2.54%

VCSH:

2.45%

Max Drawdown

PSTQX:

-10.08%

VCSH:

-12.86%

Current Drawdown

PSTQX:

-0.09%

VCSH:

0.00%

Returns By Period

In the year-to-date period, PSTQX achieves a 2.39% return, which is significantly lower than VCSH's 2.83% return. Both investments have delivered pretty close results over the past 10 years, with PSTQX having a 2.56% annualized return and VCSH not far behind at 2.52%.


PSTQX

YTD

2.39%

1M

0.00%

6M

2.26%

1Y

6.50%

3Y*

4.29%

5Y*

2.30%

10Y*

2.56%

VCSH

YTD

2.83%

1M

0.43%

6M

2.71%

1Y

6.88%

3Y*

4.14%

5Y*

2.02%

10Y*

2.52%

*Annualized

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PSTQX vs. VCSH - Expense Ratio Comparison

PSTQX has a 0.38% expense ratio, which is higher than VCSH's 0.04% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PSTQX vs. VCSH — Risk-Adjusted Performance Rank

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

PSTQX
The Risk-Adjusted Performance Rank of PSTQX is 9696
Overall Rank
The Sharpe Ratio Rank of PSTQX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of PSTQX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of PSTQX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of PSTQX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of PSTQX is 9595
Martin Ratio Rank

VCSH
The Risk-Adjusted Performance Rank of VCSH is 9797
Overall Rank
The Sharpe Ratio Rank of VCSH is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of VCSH is 9797
Sortino Ratio Rank
The Omega Ratio Rank of VCSH is 9797
Omega Ratio Rank
The Calmar Ratio Rank of VCSH is 9898
Calmar Ratio Rank
The Martin Ratio Rank of VCSH is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PSTQX vs. VCSH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Short-Term Corporate Bond Fund - Class R6 (PSTQX) and Vanguard Short-Term Corporate Bond ETF (VCSH). 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.


The current PSTQX Sharpe Ratio is 2.76, which is comparable to the VCSH Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of PSTQX and VCSH, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PSTQX vs. VCSH - Dividend Comparison

PSTQX's dividend yield for the trailing twelve months is around 3.63%, less than VCSH's 4.10% yield.


TTM20242023202220212020201920182017201620152014
PSTQX
PGIM Short-Term Corporate Bond Fund - Class R6
3.63%3.93%3.54%2.75%2.28%2.58%2.97%2.96%2.85%2.75%2.93%3.11%
VCSH
Vanguard Short-Term Corporate Bond ETF
4.10%3.96%3.09%2.01%1.81%2.27%2.87%2.65%2.25%2.10%2.08%2.01%

Drawdowns

PSTQX vs. VCSH - Drawdown Comparison

The maximum PSTQX drawdown since its inception was -10.08%, smaller than the maximum VCSH drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for PSTQX and VCSH.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PSTQX vs. VCSH - Volatility Comparison

The current volatility for PGIM Short-Term Corporate Bond Fund - Class R6 (PSTQX) is 0.61%, while Vanguard Short-Term Corporate Bond ETF (VCSH) has a volatility of 0.71%. This indicates that PSTQX experiences smaller price fluctuations and is considered to be less risky than VCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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