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 | 5.79% | 6.24% |
| 1Y Return | 12.05% | 13.75% |
| 3Y Return (Ann) | -1.27% | -0.66% |
| 5Y Return (Ann) | 0.96% | 1.69% |
| 10Y Return (Ann) | 2.74% | 3.16% |
| Sharpe Ratio | 2.01 | 2.14 |
| Daily Std Dev | 6.05% | 6.39% |
| Max Drawdown | -20.20% | -20.56% |
| Current Drawdown | -4.19% | -2.39% |
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 5.79% return, which is significantly lower than VCIT's 6.24% return. Over the past 10 years, PTRQX has underperformed VCIT with an annualized return of 2.74%, while VCIT has yielded a comparatively higher 3.16% 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. 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 4.71%, more than VCIT's 4.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTRQX PGIM Total Return Bond R6 | 4.71% | 4.70% | 5.23% | 3.06% | 3.04% | 7.20% | 3.97% | 2.99% | 4.00% | 3.35% | 3.82% | 3.86% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.06% | 3.72% | 3.03% | 2.87% | 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 -20.20%, 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 0.94%, while Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a volatility of 1.02%. 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.