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PSTQX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between PSTQX and ^GSPC 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.


-0.50.00.51.0-0.0

Performance

PSTQX vs. ^GSPC - 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 S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
1.30%
10.94%
PSTQX
^GSPC

Key characteristics

Sharpe Ratio

PSTQX:

2.22

^GSPC:

1.59

Sortino Ratio

PSTQX:

3.39

^GSPC:

2.16

Omega Ratio

PSTQX:

1.48

^GSPC:

1.29

Calmar Ratio

PSTQX:

4.31

^GSPC:

2.40

Martin Ratio

PSTQX:

10.28

^GSPC:

9.79

Ulcer Index

PSTQX:

0.52%

^GSPC:

2.08%

Daily Std Dev

PSTQX:

2.42%

^GSPC:

12.86%

Max Drawdown

PSTQX:

-10.08%

^GSPC:

-56.78%

Current Drawdown

PSTQX:

-0.29%

^GSPC:

-1.09%

Returns By Period

In the year-to-date period, PSTQX achieves a 0.19% return, which is significantly lower than ^GSPC's 2.90% return. Over the past 10 years, PSTQX has underperformed ^GSPC with an annualized return of 2.40%, while ^GSPC has yielded a comparatively higher 11.21% annualized return.


PSTQX

YTD

0.19%

1M

0.57%

6M

1.40%

1Y

5.38%

5Y*

1.97%

10Y*

2.40%

^GSPC

YTD

2.90%

1M

3.70%

6M

10.94%

1Y

22.18%

5Y*

12.41%

10Y*

11.21%

*Annualized

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Risk-Adjusted Performance

PSTQX vs. ^GSPC — 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 9191
Overall Rank
The Sharpe Ratio Rank of PSTQX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of PSTQX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of PSTQX is 9191
Omega Ratio Rank
The Calmar Ratio Rank of PSTQX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of PSTQX is 8888
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7878
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7474
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8585
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. ^GSPC - 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 S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for PSTQX, currently valued at 2.27, compared to the broader market-1.000.001.002.003.004.002.271.59
The chart of Sortino ratio for PSTQX, currently valued at 3.46, compared to the broader market0.002.004.006.008.0010.0012.003.462.16
The chart of Omega ratio for PSTQX, currently valued at 1.49, compared to the broader market1.002.003.004.001.491.29
The chart of Calmar ratio for PSTQX, currently valued at 4.39, compared to the broader market0.005.0010.0015.0020.004.392.40
The chart of Martin ratio for PSTQX, currently valued at 10.47, compared to the broader market0.0020.0040.0060.0080.0010.479.79
PSTQX
^GSPC

The current PSTQX Sharpe Ratio is 2.22, which is higher than the ^GSPC Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of PSTQX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
2.27
1.59
PSTQX
^GSPC

Drawdowns

PSTQX vs. ^GSPC - Drawdown Comparison

The maximum PSTQX drawdown since its inception was -10.08%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for PSTQX and ^GSPC. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.29%
-1.09%
PSTQX
^GSPC

Volatility

PSTQX vs. ^GSPC - Volatility Comparison

The current volatility for PGIM Short-Term Corporate Bond Fund - Class R6 (PSTQX) is 0.48%, while S&P 500 (^GSPC) has a volatility of 3.52%. This indicates that PSTQX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
0.48%
3.52%
PSTQX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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