SCFZX vs. PDBZX
Compare and contrast key facts about PGIM Securitized Credit Fund (SCFZX) and PGIM Total Return Bond Fund Class Z (PDBZX).
SCFZX is managed by PGIM. It was launched on Jun 30, 2019. PDBZX is managed by PGIM. It was launched on Jan 14, 1997.
Performance
SCFZX vs. PDBZX - Performance Comparison
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SCFZX vs. PDBZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SCFZX PGIM Securitized Credit Fund | 0.60% | 5.75% | 9.41% | 8.67% | -0.84% | 5.27% | -0.33% | 1.73% |
PDBZX PGIM Total Return Bond Fund Class Z | -0.53% | 7.70% | 2.87% | 7.70% | -14.33% | -1.46% | 8.01% | 6.52% |
Returns By Period
In the year-to-date period, SCFZX achieves a 0.60% return, which is significantly higher than PDBZX's -0.53% return.
SCFZX
- 1D
- 0.00%
- 1M
- -0.31%
- YTD
- 0.60%
- 6M
- 2.11%
- 1Y
- 5.31%
- 3Y*
- 7.45%
- 5Y*
- 5.17%
- 10Y*
- —
PDBZX
- 1D
- 0.50%
- 1M
- -2.52%
- YTD
- -0.53%
- 6M
- 0.58%
- 1Y
- 4.25%
- 3Y*
- 4.79%
- 5Y*
- 1.00%
- 10Y*
- 2.93%
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SCFZX vs. PDBZX - Expense Ratio Comparison
SCFZX has a 0.65% expense ratio, which is higher than PDBZX's 0.49% expense ratio.
Return for Risk
SCFZX vs. PDBZX — Risk / Return Rank
SCFZX
PDBZX
SCFZX vs. PDBZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Securitized Credit Fund (SCFZX) and PGIM Total Return Bond Fund Class Z (PDBZX). 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.
| SCFZX | PDBZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.52 | 1.04 | +2.48 |
Sortino ratioReturn per unit of downside risk | 9.84 | 1.48 | +8.36 |
Omega ratioGain probability vs. loss probability | 3.61 | 1.18 | +2.42 |
Calmar ratioReturn relative to maximum drawdown | 6.24 | 1.75 | +4.49 |
Martin ratioReturn relative to average drawdown | 25.35 | 5.12 | +20.23 |
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
| SCFZX | PDBZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.52 | 1.04 | +2.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.74 | 0.17 | +2.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.31 | 1.09 | +0.22 |
Correlation
The correlation between SCFZX and PDBZX is 0.07, 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
SCFZX vs. PDBZX - Dividend Comparison
SCFZX's dividend yield for the trailing twelve months is around 4.75%, more than PDBZX's 4.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCFZX PGIM Securitized Credit Fund | 4.75% | 5.25% | 6.55% | 5.58% | 4.97% | 2.56% | 3.08% | 2.43% | 0.00% | 0.00% | 0.00% | 0.00% |
PDBZX PGIM Total Return Bond Fund Class Z | 4.19% | 4.54% | 4.79% | 4.60% | 5.73% | 2.73% | 2.94% | 10.36% | 4.01% | 2.87% | 3.92% | 3.33% |
Drawdowns
SCFZX vs. PDBZX - Drawdown Comparison
The maximum SCFZX drawdown since its inception was -17.20%, smaller than the maximum PDBZX drawdown of -20.88%. Use the drawdown chart below to compare losses from any high point for SCFZX and PDBZX.
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Drawdown Indicators
| SCFZX | PDBZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.20% | -20.88% | +3.68% |
Max Drawdown (1Y)Largest decline over 1 year | -0.93% | -3.06% | +2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -4.13% | -20.81% | +16.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.88% | — |
Current DrawdownCurrent decline from peak | -0.31% | -2.52% | +2.21% |
Average DrawdownAverage peak-to-trough decline | -1.09% | -2.31% | +1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.23% | 1.05% | -0.82% |
Volatility
SCFZX vs. PDBZX - Volatility Comparison
The current volatility for PGIM Securitized Credit Fund (SCFZX) is 0.22%, while PGIM Total Return Bond Fund Class Z (PDBZX) has a volatility of 1.72%. This indicates that SCFZX experiences smaller price fluctuations and is considered to be less risky than PDBZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCFZX | PDBZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.22% | 1.72% | -1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 1.03% | 2.71% | -1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.65% | 4.59% | -2.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.90% | 6.00% | -4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.38% | 5.34% | -1.96% |