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SDHY vs. HIO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SDHY vs. HIO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Short Duration High Yield Opportunities Fund (SDHY) and Western Asset High Income Opportunity Fund Inc (HIO). The values are adjusted to include any dividend payments, if applicable.

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SDHY vs. HIO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SDHY
PGIM Short Duration High Yield Opportunities Fund
-1.32%10.37%16.68%11.40%-13.33%-3.05%2.35%
HIO
Western Asset High Income Opportunity Fund Inc
0.68%5.33%13.58%8.07%-17.09%12.80%-0.55%

Returns By Period

In the year-to-date period, SDHY achieves a -1.32% return, which is significantly lower than HIO's 0.68% return.


SDHY

1D
2.63%
1M
-3.77%
YTD
-1.32%
6M
-0.35%
1Y
5.14%
3Y*
11.42%
5Y*
4.37%
10Y*

HIO

1D
2.83%
1M
-2.24%
YTD
0.68%
6M
0.05%
1Y
1.96%
3Y*
9.66%
5Y*
3.20%
10Y*
6.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SDHY vs. HIO - Expense Ratio Comparison

SDHY has a 0.70% expense ratio, which is higher than HIO's 0.02% expense ratio.


Return for Risk

SDHY vs. HIO — Risk / Return Rank

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

SDHY
SDHY Risk / Return Rank: 1818
Overall Rank
SDHY Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SDHY Sortino Ratio Rank: 1515
Sortino Ratio Rank
SDHY Omega Ratio Rank: 1818
Omega Ratio Rank
SDHY Calmar Ratio Rank: 1919
Calmar Ratio Rank
SDHY Martin Ratio Rank: 2121
Martin Ratio Rank

HIO
HIO Risk / Return Rank: 77
Overall Rank
HIO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
HIO Sortino Ratio Rank: 77
Sortino Ratio Rank
HIO Omega Ratio Rank: 77
Omega Ratio Rank
HIO Calmar Ratio Rank: 88
Calmar Ratio Rank
HIO Martin Ratio Rank: 88
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.

SDHY vs. HIO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Short Duration High Yield Opportunities Fund (SDHY) and Western Asset High Income Opportunity Fund Inc (HIO). 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.


SDHYHIODifference

Sharpe ratio

Return per unit of total volatility

0.49

0.14

+0.35

Sortino ratio

Return per unit of downside risk

0.74

0.28

+0.46

Omega ratio

Gain probability vs. loss probability

1.11

1.04

+0.07

Calmar ratio

Return relative to maximum drawdown

0.59

0.11

+0.48

Martin ratio

Return relative to average drawdown

2.24

0.35

+1.89

SDHY vs. HIO - Sharpe Ratio Comparison

The current SDHY Sharpe Ratio is 0.49, which is higher than the HIO Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of SDHY and HIO, 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


SDHYHIODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.14

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.25

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.34

0.00

Correlation

The correlation between SDHY and HIO is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SDHY vs. HIO - Dividend Comparison

SDHY's dividend yield for the trailing twelve months is around 8.09%, less than HIO's 11.74% yield.


TTM20252024202320222021202020192018201720162015
SDHY
PGIM Short Duration High Yield Opportunities Fund
8.09%7.88%8.04%8.64%8.82%7.62%0.00%0.00%0.00%0.00%0.00%0.00%
HIO
Western Asset High Income Opportunity Fund Inc
11.74%11.48%10.84%9.90%9.11%7.02%7.86%6.91%7.31%7.04%8.44%9.08%

Drawdowns

SDHY vs. HIO - Drawdown Comparison

The maximum SDHY drawdown since its inception was -22.65%, smaller than the maximum HIO drawdown of -49.69%. Use the drawdown chart below to compare losses from any high point for SDHY and HIO.


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Drawdown Indicators


SDHYHIODifference

Max Drawdown

Largest peak-to-trough decline

-22.65%

-49.69%

+27.04%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-11.25%

+2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-22.28%

-26.18%

+3.90%

Max Drawdown (10Y)

Largest decline over 10 years

-40.57%

Current Drawdown

Current decline from peak

-3.83%

-4.05%

+0.22%

Average Drawdown

Average peak-to-trough decline

-6.83%

-6.48%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

3.44%

-1.14%

Volatility

SDHY vs. HIO - Volatility Comparison

The current volatility for PGIM Short Duration High Yield Opportunities Fund (SDHY) is 4.20%, while Western Asset High Income Opportunity Fund Inc (HIO) has a volatility of 4.99%. This indicates that SDHY experiences smaller price fluctuations and is considered to be less risky than HIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDHYHIODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

4.99%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

5.78%

7.74%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

10.55%

13.77%

-3.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.71%

12.75%

-2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.12%

15.97%

-4.85%