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PTRQX vs. VWEAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PTRQX and VWEAX is 0.34, 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.


-0.50.00.51.00.3

Performance

PTRQX vs. VWEAX - Performance Comparison

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

-3.00%-2.00%-1.00%0.00%1.00%2.00%3.00%SeptemberOctoberNovemberDecember2025
-1.00%
3.39%
PTRQX
VWEAX

Key characteristics

Sharpe Ratio

PTRQX:

0.76

VWEAX:

2.46

Sortino Ratio

PTRQX:

1.11

VWEAX:

3.97

Omega Ratio

PTRQX:

1.13

VWEAX:

1.59

Calmar Ratio

PTRQX:

0.33

VWEAX:

4.19

Martin Ratio

PTRQX:

2.03

VWEAX:

13.27

Ulcer Index

PTRQX:

1.97%

VWEAX:

0.59%

Daily Std Dev

PTRQX:

5.21%

VWEAX:

3.16%

Max Drawdown

PTRQX:

-20.19%

VWEAX:

-30.03%

Current Drawdown

PTRQX:

-6.42%

VWEAX:

-0.03%

Returns By Period

In the year-to-date period, PTRQX achieves a 0.25% return, which is significantly lower than VWEAX's 0.74% return. Over the past 10 years, PTRQX has underperformed VWEAX with an annualized return of 1.65%, while VWEAX has yielded a comparatively higher 4.58% annualized return.


PTRQX

YTD

0.25%

1M

0.25%

6M

-1.00%

1Y

2.54%

5Y*

-0.22%

10Y*

1.65%

VWEAX

YTD

0.74%

1M

0.74%

6M

3.39%

1Y

7.05%

5Y*

3.59%

10Y*

4.58%

*Annualized

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. VWEAX - Expense Ratio Comparison

PTRQX has a 0.39% expense ratio, which is higher than VWEAX's 0.13% expense ratio.


PTRQX
PGIM Total Return Bond R6
Expense ratio chart for PTRQX: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for VWEAX: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

PTRQX vs. VWEAX — Risk-Adjusted Performance Rank

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

PTRQX
The Risk-Adjusted Performance Rank of PTRQX is 3434
Overall Rank
The Sharpe Ratio Rank of PTRQX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of PTRQX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of PTRQX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of PTRQX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of PTRQX is 3030
Martin Ratio Rank

VWEAX
The Risk-Adjusted Performance Rank of VWEAX is 9393
Overall Rank
The Sharpe Ratio Rank of VWEAX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of VWEAX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of VWEAX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of VWEAX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of VWEAX is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PTRQX vs. VWEAX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for PTRQX, currently valued at 0.76, compared to the broader market-1.000.001.002.003.004.000.762.46
The chart of Sortino ratio for PTRQX, currently valued at 1.11, compared to the broader market0.002.004.006.008.0010.0012.001.113.97
The chart of Omega ratio for PTRQX, currently valued at 1.13, compared to the broader market1.002.003.004.001.131.59
The chart of Calmar ratio for PTRQX, currently valued at 0.33, compared to the broader market0.005.0010.0015.000.334.19
The chart of Martin ratio for PTRQX, currently valued at 2.03, compared to the broader market0.0020.0040.0060.0080.002.0313.27
PTRQX
VWEAX

The current PTRQX Sharpe Ratio is 0.76, which is lower than the VWEAX Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of PTRQX and VWEAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025
0.76
2.46
PTRQX
VWEAX

Dividends

PTRQX vs. VWEAX - Dividend Comparison

PTRQX's dividend yield for the trailing twelve months is around 4.45%, less than VWEAX's 5.64% yield.


TTM20242023202220212020201920182017201620152014
PTRQX
PGIM Total Return Bond R6
4.45%4.88%4.70%5.23%3.07%3.05%3.74%4.11%3.00%2.96%3.34%3.68%
VWEAX
Vanguard High-Yield Corporate Fund Admiral Shares
5.64%6.18%5.79%5.20%4.24%4.72%5.32%6.10%5.42%5.49%5.99%5.71%

Drawdowns

PTRQX vs. VWEAX - Drawdown Comparison

The maximum PTRQX drawdown since its inception was -20.19%, smaller than the maximum VWEAX drawdown of -30.03%. Use the drawdown chart below to compare losses from any high point for PTRQX and VWEAX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025
-6.42%
-0.03%
PTRQX
VWEAX

Volatility

PTRQX vs. VWEAX - Volatility Comparison

PGIM Total Return Bond R6 (PTRQX) has a higher volatility of 1.35% compared to Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX) at 0.92%. This indicates that PTRQX's price experiences larger fluctuations and is considered to be riskier than VWEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.60%0.80%1.00%1.20%1.40%1.60%1.80%SeptemberOctoberNovemberDecember2025
1.35%
0.92%
PTRQX
VWEAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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