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PTRQX vs. PBHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTRQX vs. PBHAX - Performance Comparison

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

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PTRQX vs. PBHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTRQX
PGIM Total Return Bond R6
-0.35%7.81%3.06%7.80%-14.30%-1.37%8.13%10.85%-0.73%6.67%
PBHAX
PGIM High Yield Fund
-0.83%8.79%6.89%10.75%-12.51%5.63%4.87%15.86%-1.53%7.50%

Returns By Period

In the year-to-date period, PTRQX achieves a -0.35% return, which is significantly higher than PBHAX's -0.83% return. Over the past 10 years, PTRQX has underperformed PBHAX with an annualized return of 2.66%, while PBHAX has yielded a comparatively higher 5.22% annualized return.


PTRQX

1D
0.25%
1M
-1.87%
YTD
-0.35%
6M
0.55%
1Y
4.17%
3Y*
4.98%
5Y*
1.05%
10Y*
2.66%

PBHAX

1D
0.63%
1M
-1.65%
YTD
-0.83%
6M
0.32%
1Y
6.13%
3Y*
7.45%
5Y*
3.14%
10Y*
5.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTRQX vs. PBHAX - Expense Ratio Comparison

PTRQX has a 0.39% expense ratio, which is lower than PBHAX's 0.75% expense ratio.


Return for Risk

PTRQX vs. PBHAX — Risk / Return Rank

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

PTRQX
PTRQX Risk / Return Rank: 5050
Overall Rank
PTRQX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
PTRQX Sortino Ratio Rank: 4949
Sortino Ratio Rank
PTRQX Omega Ratio Rank: 3535
Omega Ratio Rank
PTRQX Calmar Ratio Rank: 6969
Calmar Ratio Rank
PTRQX Martin Ratio Rank: 4848
Martin Ratio Rank

PBHAX
PBHAX Risk / Return Rank: 8787
Overall Rank
PBHAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PBHAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PBHAX Omega Ratio Rank: 8989
Omega Ratio Rank
PBHAX Calmar Ratio Rank: 8686
Calmar Ratio Rank
PBHAX Martin Ratio Rank: 8787
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. PBHAX - Risk-Adjusted Trends Comparison

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


PTRQXPBHAXDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.68

-0.65

Sortino ratio

Return per unit of downside risk

1.44

2.48

-1.03

Omega ratio

Gain probability vs. loss probability

1.18

1.40

-0.22

Calmar ratio

Return relative to maximum drawdown

1.66

2.30

-0.64

Martin ratio

Return relative to average drawdown

4.93

9.48

-4.55

PTRQX vs. PBHAX - Sharpe Ratio Comparison

The current PTRQX Sharpe Ratio is 1.02, which is lower than the PBHAX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of PTRQX and PBHAX, 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


PTRQXPBHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.68

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.63

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.96

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.34

-0.59

Correlation

The correlation between PTRQX and PBHAX is 0.35, 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. PBHAX - Dividend Comparison

PTRQX's dividend yield for the trailing twelve months is around 4.27%, less than PBHAX's 6.24% yield.


TTM20252024202320222021202020192018201720162015
PTRQX
PGIM Total Return Bond R6
4.27%4.63%4.89%4.70%5.83%2.82%3.05%6.95%3.99%2.93%4.01%3.11%
PBHAX
PGIM High Yield Fund
6.24%6.71%6.01%5.73%5.94%5.88%5.70%5.96%6.26%5.98%4.61%6.64%

Drawdowns

PTRQX vs. PBHAX - Drawdown Comparison

The maximum PTRQX drawdown since its inception was -20.72%, smaller than the maximum PBHAX drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for PTRQX and PBHAX.


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Drawdown Indicators


PTRQXPBHAXDifference

Max Drawdown

Largest peak-to-trough decline

-20.72%

-28.80%

+8.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-2.94%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-20.69%

-16.22%

-4.47%

Max Drawdown (10Y)

Largest decline over 10 years

-20.72%

-21.14%

+0.42%

Current Drawdown

Current decline from peak

-2.35%

-1.65%

-0.70%

Average Drawdown

Average peak-to-trough decline

-3.31%

-2.88%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.71%

+0.33%

Volatility

PTRQX vs. PBHAX - Volatility Comparison

PGIM Total Return Bond R6 (PTRQX) has a higher volatility of 1.58% compared to PGIM High Yield Fund (PBHAX) at 1.41%. This indicates that PTRQX's price experiences larger fluctuations and is considered to be riskier than PBHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTRQXPBHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

1.41%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

2.47%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

4.48%

3.82%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.98%

5.01%

+0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.22%

5.48%

-0.26%