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PTRQX vs. HWHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTRQX vs. HWHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Total Return Bond R6 (PTRQX) and Hotchkis & Wiley High Yield Fund (HWHIX). The values are adjusted to include any dividend payments, if applicable.

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PTRQX vs. HWHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTRQX
PGIM Total Return Bond R6
-0.59%7.81%3.06%7.80%-14.30%-1.37%8.13%10.85%-0.73%6.67%
HWHIX
Hotchkis & Wiley High Yield Fund
-1.84%7.28%7.23%12.00%-11.08%6.25%3.85%9.61%-3.37%6.62%

Returns By Period

In the year-to-date period, PTRQX achieves a -0.59% return, which is significantly higher than HWHIX's -1.84% return. Over the past 10 years, PTRQX has underperformed HWHIX with an annualized return of 2.64%, while HWHIX has yielded a comparatively higher 4.28% annualized return.


PTRQX

1D
0.50%
1M
-2.59%
YTD
-0.59%
6M
0.54%
1Y
4.26%
3Y*
4.89%
5Y*
1.09%
10Y*
2.64%

HWHIX

1D
0.19%
1M
-2.45%
YTD
-1.84%
6M
-0.99%
1Y
4.80%
3Y*
6.74%
5Y*
3.31%
10Y*
4.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTRQX vs. HWHIX - Expense Ratio Comparison

PTRQX has a 0.39% expense ratio, which is lower than HWHIX's 0.70% expense ratio.


Return for Risk

PTRQX vs. HWHIX — Risk / Return Rank

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

PTRQX
PTRQX Risk / Return Rank: 6060
Overall Rank
PTRQX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PTRQX Sortino Ratio Rank: 6161
Sortino Ratio Rank
PTRQX Omega Ratio Rank: 4646
Omega Ratio Rank
PTRQX Calmar Ratio Rank: 7575
Calmar Ratio Rank
PTRQX Martin Ratio Rank: 5454
Martin Ratio Rank

HWHIX
HWHIX Risk / Return Rank: 7272
Overall Rank
HWHIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HWHIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
HWHIX Omega Ratio Rank: 7676
Omega Ratio Rank
HWHIX Calmar Ratio Rank: 6767
Calmar Ratio Rank
HWHIX Martin Ratio Rank: 6464
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.

PTRQX vs. HWHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Total Return Bond R6 (PTRQX) and Hotchkis & Wiley High Yield Fund (HWHIX). 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.


PTRQXHWHIXDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.35

-0.26

Sortino ratio

Return per unit of downside risk

1.54

1.89

-0.35

Omega ratio

Gain probability vs. loss probability

1.19

1.29

-0.10

Calmar ratio

Return relative to maximum drawdown

1.74

1.52

+0.23

Martin ratio

Return relative to average drawdown

5.23

6.11

-0.88

PTRQX vs. HWHIX - Sharpe Ratio Comparison

The current PTRQX Sharpe Ratio is 1.09, which is comparable to the HWHIX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of PTRQX and HWHIX, 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


PTRQXHWHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.35

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.72

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.84

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.76

-0.01

Correlation

The correlation between PTRQX and HWHIX is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PTRQX vs. HWHIX - Dividend Comparison

PTRQX's dividend yield for the trailing twelve months is around 4.28%, less than HWHIX's 5.89% yield.


TTM20252024202320222021202020192018201720162015
PTRQX
PGIM Total Return Bond R6
4.28%4.63%4.89%4.70%5.83%2.82%3.05%6.95%3.99%2.93%4.01%3.11%
HWHIX
Hotchkis & Wiley High Yield Fund
5.89%6.24%6.27%4.77%4.03%4.02%5.47%5.92%6.24%4.42%0.00%0.86%

Drawdowns

PTRQX vs. HWHIX - Drawdown Comparison

The maximum PTRQX drawdown since its inception was -20.72%, smaller than the maximum HWHIX drawdown of -23.03%. Use the drawdown chart below to compare losses from any high point for PTRQX and HWHIX.


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Drawdown Indicators


PTRQXHWHIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.72%

-23.03%

+2.31%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-3.14%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-20.69%

-15.02%

-5.67%

Max Drawdown (10Y)

Largest decline over 10 years

-20.72%

-23.03%

+2.31%

Current Drawdown

Current decline from peak

-2.59%

-2.45%

-0.14%

Average Drawdown

Average peak-to-trough decline

-3.31%

-3.84%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

0.78%

+0.25%

Volatility

PTRQX vs. HWHIX - Volatility Comparison

PGIM Total Return Bond R6 (PTRQX) has a higher volatility of 1.59% compared to Hotchkis & Wiley High Yield Fund (HWHIX) at 1.42%. This indicates that PTRQX's price experiences larger fluctuations and is considered to be riskier than HWHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTRQXHWHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

1.42%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

2.39%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

4.48%

3.86%

+0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.98%

4.65%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.22%

5.10%

+0.12%