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RQIIX vs. PUDZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RQIIX vs. PUDZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RESQ Strategic Income Fund (RQIIX) and PGIM Real Assets Fund (PUDZX). The values are adjusted to include any dividend payments, if applicable.

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RQIIX vs. PUDZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RQIIX
RESQ Strategic Income Fund
-0.52%1.25%-5.13%-4.76%-10.09%-7.69%11.60%8.23%-13.25%4.14%
PUDZX
PGIM Real Assets Fund
9.23%13.40%8.61%3.26%-2.76%18.49%4.84%16.29%-9.20%6.22%

Returns By Period

In the year-to-date period, RQIIX achieves a -0.52% return, which is significantly lower than PUDZX's 9.23% return. Over the past 10 years, RQIIX has underperformed PUDZX with an annualized return of -1.95%, while PUDZX has yielded a comparatively higher 6.92% annualized return.


RQIIX

1D
0.06%
1M
-3.45%
YTD
-0.52%
6M
-0.05%
1Y
-2.90%
3Y*
-4.04%
5Y*
-4.59%
10Y*
-1.95%

PUDZX

1D
0.29%
1M
-1.98%
YTD
9.23%
6M
11.45%
1Y
18.68%
3Y*
11.54%
5Y*
9.22%
10Y*
6.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RQIIX vs. PUDZX - Expense Ratio Comparison

RQIIX has a 1.80% expense ratio, which is higher than PUDZX's 0.25% expense ratio.


Return for Risk

RQIIX vs. PUDZX — Risk / Return Rank

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

RQIIX
RQIIX Risk / Return Rank: 44
Overall Rank
RQIIX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
RQIIX Sortino Ratio Rank: 22
Sortino Ratio Rank
RQIIX Omega Ratio Rank: 22
Omega Ratio Rank
RQIIX Calmar Ratio Rank: 55
Calmar Ratio Rank
RQIIX Martin Ratio Rank: 66
Martin Ratio Rank

PUDZX
PUDZX Risk / Return Rank: 9191
Overall Rank
PUDZX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PUDZX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PUDZX Omega Ratio Rank: 9090
Omega Ratio Rank
PUDZX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PUDZX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RQIIX vs. PUDZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RESQ Strategic Income Fund (RQIIX) and PGIM Real Assets Fund (PUDZX). 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.


RQIIXPUDZXDifference

Sharpe ratio

Return per unit of total volatility

-0.25

1.98

-2.22

Sortino ratio

Return per unit of downside risk

-0.26

2.57

-2.83

Omega ratio

Gain probability vs. loss probability

0.96

1.40

-0.44

Calmar ratio

Return relative to maximum drawdown

-0.08

2.35

-2.43

Martin ratio

Return relative to average drawdown

-0.12

13.15

-13.27

RQIIX vs. PUDZX - Sharpe Ratio Comparison

The current RQIIX Sharpe Ratio is -0.25, which is lower than the PUDZX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of RQIIX and PUDZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RQIIXPUDZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

1.98

-2.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

0.88

-1.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.18

0.72

-0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.52

-0.67

Correlation

The correlation between RQIIX and PUDZX is 0.35, 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.


Dividends

RQIIX vs. PUDZX - Dividend Comparison

RQIIX's dividend yield for the trailing twelve months is around 2.47%, less than PUDZX's 8.17% yield.


TTM20252024202320222021202020192018201720162015
RQIIX
RESQ Strategic Income Fund
2.47%2.55%2.87%1.90%1.02%0.00%0.40%0.78%1.23%1.00%0.21%0.49%
PUDZX
PGIM Real Assets Fund
8.17%8.93%6.67%3.66%9.10%13.00%4.94%3.40%2.14%2.10%1.39%1.72%

Drawdowns

RQIIX vs. PUDZX - Drawdown Comparison

The maximum RQIIX drawdown since its inception was -34.30%, which is greater than PUDZX's maximum drawdown of -21.53%. Use the drawdown chart below to compare losses from any high point for RQIIX and PUDZX.


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Drawdown Indicators


RQIIXPUDZXDifference

Max Drawdown

Largest peak-to-trough decline

-34.30%

-21.53%

-12.77%

Max Drawdown (1Y)

Largest decline over 1 year

-8.39%

-8.20%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-31.24%

-17.98%

-13.26%

Max Drawdown (10Y)

Largest decline over 10 years

-34.30%

-21.53%

-12.77%

Current Drawdown

Current decline from peak

-26.12%

-2.44%

-23.68%

Average Drawdown

Average peak-to-trough decline

-12.91%

-5.31%

-7.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.40%

1.47%

+3.93%

Volatility

RQIIX vs. PUDZX - Volatility Comparison

RESQ Strategic Income Fund (RQIIX) and PGIM Real Assets Fund (PUDZX) have volatilities of 2.58% and 2.60%, 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


RQIIXPUDZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.58%

2.60%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

4.71%

6.24%

-1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

7.98%

9.70%

-1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.03%

10.58%

+2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.96%

9.70%

+1.26%