PTRQX vs. VBTIX
Compare and contrast key facts about PGIM Total Return Bond R6 (PTRQX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX).
PTRQX is managed by PGIM Funds (Prudential). It was launched on Dec 27, 2010. VBTIX is managed by Vanguard. It was launched on Sep 18, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTRQX or VBTIX.
Key characteristics
| PTRQX | VBTIX | |
|---|---|---|
| YTD Return | 3.79% | 2.22% |
| 1Y Return | 11.12% | 8.99% |
| 3Y Return (Ann) | -1.78% | -2.41% |
| 5Y Return (Ann) | -0.05% | -0.01% |
| 10Y Return (Ann) | 1.97% | 1.47% |
| Sharpe Ratio | 1.84 | 1.38 |
| Sortino Ratio | 2.70 | 2.04 |
| Omega Ratio | 1.34 | 1.25 |
| Calmar Ratio | 0.67 | 0.50 |
| Martin Ratio | 7.23 | 4.90 |
| Ulcer Index | 1.43% | 1.64% |
| Daily Std Dev | 5.63% | 5.82% |
| Max Drawdown | -20.19% | -19.01% |
| Current Drawdown | -5.99% | -8.44% |
Correlation
The correlation between PTRQX and VBTIX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PTRQX vs. VBTIX - Performance Comparison
In the year-to-date period, PTRQX achieves a 3.79% return, which is significantly higher than VBTIX's 2.22% return. Over the past 10 years, PTRQX has outperformed VBTIX with an annualized return of 1.97%, while VBTIX has yielded a comparatively lower 1.47% 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. VBTIX - Expense Ratio Comparison
PTRQX has a 0.39% expense ratio, which is higher than VBTIX's 0.04% expense ratio.
Risk-Adjusted Performance
PTRQX vs. VBTIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Total Return Bond R6 (PTRQX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX). 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. VBTIX - Dividend Comparison
PTRQX's dividend yield for the trailing twelve months is around 4.85%, more than VBTIX's 3.58% 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% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 3.58% | 3.12% | 2.54% | 1.91% | 2.25% | 2.74% | 2.78% | 2.53% | 2.49% | 2.51% | 2.57% | 2.56% |
Drawdowns
PTRQX vs. VBTIX - Drawdown Comparison
The maximum PTRQX drawdown since its inception was -20.19%, which is greater than VBTIX's maximum drawdown of -19.01%. Use the drawdown chart below to compare losses from any high point for PTRQX and VBTIX. For additional features, visit the drawdowns tool.
Volatility
PTRQX vs. VBTIX - Volatility Comparison
PGIM Total Return Bond R6 (PTRQX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) have volatilities of 1.61% and 1.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.