PTRQX vs. VCIT
Compare and contrast key facts about PGIM Total Return Bond R6 (PTRQX) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT).
PTRQX is managed by PGIM Funds (Prudential). It was launched on Dec 27, 2010. VCIT is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 5-10 Year Corp Index. It was launched on Nov 19, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTRQX or VCIT.
Key characteristics
| PTRQX | VCIT | |
|---|---|---|
| YTD Return | 3.79% | 4.19% |
| 1Y Return | 11.12% | 12.52% |
| 3Y Return (Ann) | -1.78% | -1.04% |
| 5Y Return (Ann) | -0.05% | 1.30% |
| 10Y Return (Ann) | 1.97% | 2.88% |
| Sharpe Ratio | 1.84 | 2.01 |
| Sortino Ratio | 2.70 | 3.03 |
| Omega Ratio | 1.34 | 1.36 |
| Calmar Ratio | 0.67 | 0.79 |
| Martin Ratio | 7.23 | 8.76 |
| Ulcer Index | 1.43% | 1.34% |
| Daily Std Dev | 5.63% | 5.84% |
| Max Drawdown | -20.19% | -20.56% |
| Current Drawdown | -5.99% | -4.27% |
Correlation
The correlation between PTRQX and VCIT is 0.82, 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. VCIT - Performance Comparison
In the year-to-date period, PTRQX achieves a 3.79% return, which is significantly lower than VCIT's 4.19% return. Over the past 10 years, PTRQX has underperformed VCIT with an annualized return of 1.97%, while VCIT has yielded a comparatively higher 2.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PTRQX vs. VCIT - Expense Ratio Comparison
PTRQX has a 0.39% expense ratio, which is higher than VCIT's 0.04% expense ratio.
Risk-Adjusted Performance
PTRQX vs. VCIT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Total Return Bond R6 (PTRQX) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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. VCIT - Dividend Comparison
PTRQX's dividend yield for the trailing twelve months is around 4.85%, more than VCIT's 4.26% 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% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.26% | 3.72% | 3.04% | 2.88% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% | 3.34% | 4.00% |
Drawdowns
PTRQX vs. VCIT - Drawdown Comparison
The maximum PTRQX drawdown since its inception was -20.19%, roughly equal to the maximum VCIT drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for PTRQX and VCIT. For additional features, visit the drawdowns tool.
Volatility
PTRQX vs. VCIT - Volatility Comparison
The current volatility for PGIM Total Return Bond R6 (PTRQX) is 1.61%, while Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a volatility of 1.75%. This indicates that PTRQX experiences smaller price fluctuations and is considered to be less risky than VCIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.