SCFZX vs. RPIDX

Last updated Apr 1, 2026

Compare and contrast key facts about PGIM Securitized Credit Fund (SCFZX) and T. Rowe Price Dynamic Credit Fund (RPIDX).

SCFZX is managed by PGIM. It was launched on Jun 30, 2019. RPIDX is managed by T. Rowe Price. It was launched on Jan 10, 2019.

Performance

SCFZX vs. RPIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Securitized Credit Fund (SCFZX) and T. Rowe Price Dynamic Credit Fund (RPIDX). The values are adjusted to include any dividend payments, if applicable.

SCFZX vs. RPIDX - 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%
RPIDX T. Rowe Price Dynamic Credit Fund	0.97%	13.01%	7.39%	4.72%	-0.76%	6.21%	2.71%	2.90%

Returns By Period

In the year-to-date period, SCFZX achieves a 0.60% return, which is significantly lower than RPIDX's 0.97% return.

SCFZX

• 1D: 0.00%
• 1M: -0.31%
• YTD: 0.60%
• 6M: 2.11%
• 1Y: 5.31%
• 3Y*: 7.45%
• 5Y*: 5.17%
• 10Y*: —

RPIDX

• 1D: 0.00%
• 1M: -0.79%
• YTD: 0.97%
• 6M: 3.22%
• 1Y: 11.28%
• 3Y*: 8.11%
• 5Y*: 5.01%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCFZX vs. RPIDX - Expense Ratio Comparison

SCFZX has a 0.65% expense ratio, which is higher than RPIDX's 0.63% expense ratio.

SCFZX

PGIM Securitized Credit Fund

RPIDX

T. Rowe Price Dynamic Credit Fund

Return for Risk

SCFZX vs. RPIDX — Risk / Return Rank

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

SCFZX

SCFZX Risk / Return Rank: 99
SCFZX Sharpe Ratio Rank: 99
SCFZX Sortino Ratio Rank: 100
SCFZX Omega Ratio Rank: 100
SCFZX Calmar Ratio Rank: 99
SCFZX Martin Ratio Rank: 99

RPIDX

RPIDX Risk / Return Rank: 98
RPIDX Sharpe Ratio Rank: 98
RPIDX Sortino Ratio Rank: 98
RPIDX Omega Ratio Rank: 98
RPIDX Calmar Ratio Rank: 97
RPIDX Martin Ratio Rank: 97

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.

SCFZX vs. RPIDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Securitized Credit Fund (SCFZX) and T. Rowe Price Dynamic Credit Fund (RPIDX). 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	RPIDX	Difference
Sharpe ratio Return per unit of total volatility	3.52	3.06	+0.46
Sortino ratio Return per unit of downside risk	9.84	5.36	+4.49
Omega ratio Gain probability vs. loss probability	3.61	1.76	+1.85
Calmar ratio Return relative to maximum drawdown	6.24	4.09	+2.14
Martin ratio Return relative to average drawdown	25.35	17.13	+8.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCFZX vs. RPIDX - Sharpe Ratio Comparison

The current SCFZX Sharpe Ratio is 3.52, which is comparable to the RPIDX Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of SCFZX and RPIDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SCFZX	RPIDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.52	3.06	+0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	2.74	1.31	+1.44
Sharpe Ratio (All Time) Calculated using the full available price history	1.31	1.17	+0.14

Correlation

The correlation between SCFZX and RPIDX is 0.21, 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. RPIDX - Dividend Comparison

SCFZX's dividend yield for the trailing twelve months is around 4.75%, less than RPIDX's 12.73% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
SCFZX PGIM Securitized Credit Fund	4.75%	5.25%	6.55%	5.58%	4.97%	2.56%	3.08%	2.43%
RPIDX T. Rowe Price Dynamic Credit Fund	12.73%	12.85%	6.87%	6.64%	7.97%	5.34%	7.14%	4.41%

Drawdowns

SCFZX vs. RPIDX - Drawdown Comparison

The maximum SCFZX drawdown since its inception was -17.20%, smaller than the maximum RPIDX drawdown of -19.95%. Use the drawdown chart below to compare losses from any high point for SCFZX and RPIDX.

Drawdown Indicators

	SCFZX	RPIDX	Difference
Max Drawdown Largest peak-to-trough decline	-17.20%	-19.95%	+2.75%
Max Drawdown (1Y) Largest decline over 1 year	-0.93%	-2.81%	+1.88%
Max Drawdown (5Y) Largest decline over 5 years	-4.13%	-7.31%	+3.18%
Current Drawdown Current decline from peak	-0.31%	-0.79%	+0.48%
Average Drawdown Average peak-to-trough decline	-1.09%	-1.90%	+0.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.23%	0.67%	-0.44%

Volatility

SCFZX vs. RPIDX - Volatility Comparison

The current volatility for PGIM Securitized Credit Fund (SCFZX) is 0.22%, while T. Rowe Price Dynamic Credit Fund (RPIDX) has a volatility of 0.94%. This indicates that SCFZX experiences smaller price fluctuations and is considered to be less risky than RPIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCFZX	RPIDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.22%	0.94%	-0.72%
Volatility (6M) Calculated over the trailing 6-month period	1.03%	2.66%	-1.63%
Volatility (1Y) Calculated over the trailing 1-year period	1.65%	3.90%	-2.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.90%	3.86%	-1.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.38%	4.84%	-1.46%