PTRQX vs. VTINX
Compare and contrast key facts about PGIM Total Return Bond R6 (PTRQX) and Vanguard Target Retirement Income Fund (VTINX).
PTRQX is managed by PGIM Funds (Prudential). It was launched on Dec 27, 2010. VTINX is managed by Vanguard. It was launched on Oct 27, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTRQX or VTINX.
Key characteristics
| PTRQX | VTINX | |
|---|---|---|
| YTD Return | 3.79% | 7.73% |
| 1Y Return | 11.12% | 15.01% |
| 3Y Return (Ann) | -1.78% | 1.12% |
| 5Y Return (Ann) | -0.05% | 4.17% |
| 10Y Return (Ann) | 1.97% | 4.34% |
| Sharpe Ratio | 1.84 | 2.79 |
| Sortino Ratio | 2.70 | 4.31 |
| Omega Ratio | 1.34 | 1.55 |
| Calmar Ratio | 0.67 | 1.41 |
| Martin Ratio | 7.23 | 17.70 |
| Ulcer Index | 1.43% | 0.81% |
| Daily Std Dev | 5.63% | 5.12% |
| Max Drawdown | -20.19% | -19.96% |
| Current Drawdown | -5.99% | -0.65% |
Correlation
The correlation between PTRQX and VTINX is 0.33, 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.
Performance
PTRQX vs. VTINX - Performance Comparison
In the year-to-date period, PTRQX achieves a 3.79% return, which is significantly lower than VTINX's 7.73% return. Over the past 10 years, PTRQX has underperformed VTINX with an annualized return of 1.97%, while VTINX has yielded a comparatively higher 4.34% 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. VTINX - Expense Ratio Comparison
PTRQX has a 0.39% expense ratio, which is higher than VTINX's 0.08% expense ratio.
Risk-Adjusted Performance
PTRQX vs. VTINX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Total Return Bond R6 (PTRQX) and Vanguard Target Retirement Income Fund (VTINX). 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. VTINX - Dividend Comparison
PTRQX's dividend yield for the trailing twelve months is around 4.85%, more than VTINX's 3.25% 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% |
VTINX Vanguard Target Retirement Income Fund | 3.25% | 2.98% | 2.71% | 2.59% | 1.65% | 2.51% | 2.69% | 2.10% | 1.94% | 1.84% | 1.84% | 1.63% |
Drawdowns
PTRQX vs. VTINX - Drawdown Comparison
The maximum PTRQX drawdown since its inception was -20.19%, roughly equal to the maximum VTINX drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for PTRQX and VTINX. For additional features, visit the drawdowns tool.
Volatility
PTRQX vs. VTINX - Volatility Comparison
PGIM Total Return Bond R6 (PTRQX) has a higher volatility of 1.61% compared to Vanguard Target Retirement Income Fund (VTINX) at 1.27%. This indicates that PTRQX's price experiences larger fluctuations and is considered to be riskier than VTINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.