RGHYX vs. PHYZX
Compare and contrast key facts about RBC BlueBay High Yield Bond Fund (RGHYX) and PGIM High Yield Fund Class Z (PHYZX).
RGHYX is managed by RBC Global Asset Management.. It was launched on Nov 30, 2011. PHYZX is an actively managed fund by PGIM. It was launched on Jan 22, 1990.
Performance
RGHYX vs. PHYZX - Performance Comparison
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RGHYX vs. PHYZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RGHYX RBC BlueBay High Yield Bond Fund | -0.78% | 9.02% | 7.14% | 12.88% | -8.48% | 3.72% | 9.65% | 15.83% | -0.73% | 6.72% |
PHYZX PGIM High Yield Fund Class Z | -0.78% | 9.04% | 8.37% | 12.23% | -12.31% | 5.83% | 7.73% | 16.14% | -1.25% | 7.79% |
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with RGHYX at -0.78% and PHYZX at -0.78%. Both investments have delivered pretty close results over the past 10 years, with RGHYX having a 6.08% annualized return and PHYZX not far ahead at 6.13%.
RGHYX
- 1D
- 0.10%
- 1M
- -1.21%
- YTD
- -0.78%
- 6M
- 0.41%
- 1Y
- 6.94%
- 3Y*
- 8.26%
- 5Y*
- 4.33%
- 10Y*
- 6.08%
PHYZX
- 1D
- 0.63%
- 1M
- -1.65%
- YTD
- -0.78%
- 6M
- 0.22%
- 1Y
- 6.36%
- 3Y*
- 8.50%
- 5Y*
- 3.80%
- 10Y*
- 6.13%
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RGHYX vs. PHYZX - Expense Ratio Comparison
RGHYX has a 0.57% expense ratio, which is higher than PHYZX's 0.51% expense ratio.
Return for Risk
RGHYX vs. PHYZX — Risk / Return Rank
RGHYX
PHYZX
RGHYX vs. PHYZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RBC BlueBay High Yield Bond Fund (RGHYX) and PGIM High Yield Fund Class Z (PHYZX). 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.
| RGHYX | PHYZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.14 | 1.77 | +0.37 |
Sortino ratioReturn per unit of downside risk | 2.86 | 2.64 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.51 | 1.42 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 2.39 | -0.08 |
Martin ratioReturn relative to average drawdown | 9.59 | 9.58 | +0.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RGHYX | PHYZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.77 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.76 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.31 | 1.11 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.41 | 1.19 | +0.22 |
Correlation
The correlation between RGHYX and PHYZX is 0.76, 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.
Dividends
RGHYX vs. PHYZX - Dividend Comparison
RGHYX's dividend yield for the trailing twelve months is around 6.08%, less than PHYZX's 6.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RGHYX RBC BlueBay High Yield Bond Fund | 6.08% | 6.68% | 6.91% | 6.22% | 6.04% | 5.29% | 5.54% | 4.88% | 6.79% | 3.88% | 4.44% | 4.38% |
PHYZX PGIM High Yield Fund Class Z | 6.47% | 6.95% | 7.37% | 7.00% | 6.15% | 6.08% | 8.35% | 6.21% | 6.55% | 6.25% | 6.36% | 6.93% |
Drawdowns
RGHYX vs. PHYZX - Drawdown Comparison
The maximum RGHYX drawdown since its inception was -17.38%, smaller than the maximum PHYZX drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for RGHYX and PHYZX.
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Drawdown Indicators
| RGHYX | PHYZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.38% | -28.57% | +11.19% |
Max Drawdown (1Y)Largest decline over 1 year | -2.65% | -2.93% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -12.79% | -16.09% | +3.30% |
Max Drawdown (10Y)Largest decline over 10 years | -17.38% | -21.09% | +3.71% |
Current DrawdownCurrent decline from peak | -1.95% | -1.85% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -1.49% | -2.78% | +1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.74% | 0.73% | +0.01% |
Volatility
RGHYX vs. PHYZX - Volatility Comparison
RBC BlueBay High Yield Bond Fund (RGHYX) and PGIM High Yield Fund Class Z (PHYZX) have volatilities of 1.36% and 1.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RGHYX | PHYZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 1.41% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 1.90% | 2.41% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.33% | 3.75% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.35% | 5.04% | -0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.67% | 5.52% | -0.85% |