PTRQX vs. FXAIX
Compare and contrast key facts about PGIM Total Return Bond R6 (PTRQX) and Fidelity 500 Index Fund (FXAIX).
PTRQX is managed by PGIM Funds (Prudential). It was launched on Dec 27, 2010. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTRQX or FXAIX.
Key characteristics
| PTRQX | FXAIX | |
|---|---|---|
| YTD Return | 3.79% | 27.16% |
| 1Y Return | 11.12% | 39.89% |
| 3Y Return (Ann) | -1.78% | 10.29% |
| 5Y Return (Ann) | -0.05% | 16.01% |
| 10Y Return (Ann) | 1.97% | 13.33% |
| Sharpe Ratio | 1.84 | 3.13 |
| Sortino Ratio | 2.70 | 4.16 |
| Omega Ratio | 1.34 | 1.59 |
| Calmar Ratio | 0.67 | 4.59 |
| Martin Ratio | 7.23 | 20.80 |
| Ulcer Index | 1.43% | 1.86% |
| Daily Std Dev | 5.63% | 12.39% |
| Max Drawdown | -20.19% | -33.79% |
| Current Drawdown | -5.99% | 0.00% |
Correlation
The correlation between PTRQX and FXAIX is -0.08. 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
PTRQX vs. FXAIX - Performance Comparison
In the year-to-date period, PTRQX achieves a 3.79% return, which is significantly lower than FXAIX's 27.16% return. Over the past 10 years, PTRQX has underperformed FXAIX with an annualized return of 1.97%, while FXAIX has yielded a comparatively higher 13.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PTRQX vs. FXAIX - Expense Ratio Comparison
PTRQX has a 0.39% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
PTRQX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Total Return Bond R6 (PTRQX) and Fidelity 500 Index Fund (FXAIX). 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.
Dividends
PTRQX vs. FXAIX - Dividend Comparison
PTRQX's dividend yield for the trailing twelve months is around 4.85%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTRQX PGIM Total Return Bond R6 | 4.85% | 4.70% | 5.23% | 3.07% | 3.05% | 3.74% | 4.11% | 3.00% | 2.96% | 3.34% | 3.68% | 3.86% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
PTRQX vs. FXAIX - Drawdown Comparison
The maximum PTRQX drawdown since its inception was -20.19%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for PTRQX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
PTRQX vs. FXAIX - Volatility Comparison
The current volatility for PGIM Total Return Bond R6 (PTRQX) is 1.61%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.91%. This indicates that PTRQX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.