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

Correlation

The correlation between PTRQX and WACPX is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

PTRQX vs. WACPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Total Return Bond R6 (PTRQX) and Western Asset Core Plus Bond Fund Class I (WACPX). The values are adjusted to include any dividend payments, if applicable.

40.00%45.00%50.00%December2025FebruaryMarchAprilMay
49.10%
41.21%
PTRQX
WACPX

Key characteristics

Sharpe Ratio

PTRQX:

1.18

WACPX:

0.88

Sortino Ratio

PTRQX:

1.75

WACPX:

1.31

Omega Ratio

PTRQX:

1.21

WACPX:

1.15

Calmar Ratio

PTRQX:

0.56

WACPX:

0.27

Martin Ratio

PTRQX:

3.36

WACPX:

1.93

Ulcer Index

PTRQX:

1.82%

WACPX:

2.66%

Daily Std Dev

PTRQX:

5.19%

WACPX:

5.80%

Max Drawdown

PTRQX:

-20.19%

WACPX:

-26.53%

Current Drawdown

PTRQX:

-5.62%

WACPX:

-14.79%

Returns By Period

In the year-to-date period, PTRQX achieves a 1.11% return, which is significantly lower than WACPX's 2.20% return. Over the past 10 years, PTRQX has outperformed WACPX with an annualized return of 1.80%, while WACPX has yielded a comparatively lower 1.08% annualized return.


PTRQX

YTD

1.11%

1M

-1.90%

6M

0.65%

1Y

5.22%

5Y*

0.47%

10Y*

1.80%

WACPX

YTD

2.20%

1M

-1.19%

6M

1.24%

1Y

4.33%

5Y*

-1.67%

10Y*

1.08%

*Annualized

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PTRQX vs. WACPX - Expense Ratio Comparison

PTRQX has a 0.39% expense ratio, which is lower than WACPX's 0.45% expense ratio.


Risk-Adjusted Performance

PTRQX vs. WACPX — 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 7474
Overall Rank
The Sharpe Ratio Rank of PTRQX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of PTRQX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of PTRQX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of PTRQX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of PTRQX is 7171
Martin Ratio Rank

WACPX
The Risk-Adjusted Performance Rank of WACPX is 5757
Overall Rank
The Sharpe Ratio Rank of WACPX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of WACPX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of WACPX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of WACPX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of WACPX is 5050
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. WACPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Total Return Bond R6 (PTRQX) and Western Asset Core Plus Bond Fund Class I (WACPX). 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.


The current PTRQX Sharpe Ratio is 1.18, which is higher than the WACPX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of PTRQX and WACPX, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
1.13
0.88
PTRQX
WACPX

Dividends

PTRQX vs. WACPX - Dividend Comparison

PTRQX's dividend yield for the trailing twelve months is around 4.40%, which matches WACPX's 4.39% yield.


TTM20242023202220212020201920182017201620152014
PTRQX
PGIM Total Return Bond R6
4.40%4.88%4.70%5.23%3.06%3.04%7.22%4.00%3.00%4.01%3.35%3.83%
WACPX
Western Asset Core Plus Bond Fund Class I
4.39%4.81%4.23%3.49%2.72%2.71%3.69%3.54%3.03%3.74%3.18%3.45%

Drawdowns

PTRQX vs. WACPX - Drawdown Comparison

The maximum PTRQX drawdown since its inception was -20.19%, smaller than the maximum WACPX drawdown of -26.53%. Use the drawdown chart below to compare losses from any high point for PTRQX and WACPX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%December2025FebruaryMarchAprilMay
-5.62%
-14.79%
PTRQX
WACPX

Volatility

PTRQX vs. WACPX - Volatility Comparison

The current volatility for PGIM Total Return Bond R6 (PTRQX) is 2.10%, while Western Asset Core Plus Bond Fund Class I (WACPX) has a volatility of 2.22%. This indicates that PTRQX experiences smaller price fluctuations and is considered to be less risky than WACPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.20%1.40%1.60%1.80%2.00%2.20%December2025FebruaryMarchAprilMay
2.10%
2.22%
PTRQX
WACPX