SDMZX vs. CDSRX
Compare and contrast key facts about PGIM Short Duration Multi-Sector Bond Fund (SDMZX) and Calvert Short Duration Income Fund Class R6 (CDSRX).
SDMZX is managed by PGIM. It was launched on Dec 23, 2013. CDSRX is managed by Calvert Research and Management. It was launched on Feb 1, 2019.
Performance
SDMZX vs. CDSRX - Performance Comparison
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SDMZX vs. CDSRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SDMZX PGIM Short Duration Multi-Sector Bond Fund | -0.15% | 6.18% | 5.64% | 6.25% | -4.82% | -0.19% | 3.97% | 6.69% |
CDSRX Calvert Short Duration Income Fund Class R6 | -0.31% | 6.35% | 5.74% | 6.87% | -5.07% | 1.20% | 4.82% | 4.87% |
Returns By Period
In the year-to-date period, SDMZX achieves a -0.15% return, which is significantly higher than CDSRX's -0.31% return.
SDMZX
- 1D
- 0.11%
- 1M
- -0.89%
- YTD
- -0.15%
- 6M
- 1.04%
- 1Y
- 4.37%
- 3Y*
- 5.45%
- 5Y*
- 2.69%
- 10Y*
- 3.14%
CDSRX
- 1D
- 0.19%
- 1M
- -1.31%
- YTD
- -0.31%
- 6M
- 0.93%
- 1Y
- 4.11%
- 3Y*
- 5.43%
- 5Y*
- 2.76%
- 10Y*
- —
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SDMZX vs. CDSRX - Expense Ratio Comparison
SDMZX has a 0.46% expense ratio, which is higher than CDSRX's 0.45% expense ratio.
Return for Risk
SDMZX vs. CDSRX — Risk / Return Rank
SDMZX
CDSRX
SDMZX vs. CDSRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Short Duration Multi-Sector Bond Fund (SDMZX) and Calvert Short Duration Income Fund Class R6 (CDSRX). 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.
| SDMZX | CDSRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | 2.08 | +0.03 |
Sortino ratioReturn per unit of downside risk | 3.67 | 3.64 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.51 | 1.46 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.30 | 3.02 | +0.27 |
Martin ratioReturn relative to average drawdown | 13.37 | 12.68 | +0.69 |
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
| SDMZX | CDSRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 2.08 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.18 | 1.17 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.28 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.22 | 1.26 | -0.04 |
Correlation
The correlation between SDMZX and CDSRX is 0.78, 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
SDMZX vs. CDSRX - Dividend Comparison
SDMZX's dividend yield for the trailing twelve months is around 4.29%, more than CDSRX's 4.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDMZX PGIM Short Duration Multi-Sector Bond Fund | 4.29% | 4.62% | 4.57% | 3.36% | 4.70% | 2.76% | 3.10% | 6.18% | 3.47% | 2.64% | 2.76% | 3.34% |
CDSRX Calvert Short Duration Income Fund Class R6 | 4.18% | 4.55% | 4.98% | 3.52% | 2.21% | 2.56% | 2.88% | 2.75% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SDMZX vs. CDSRX - Drawdown Comparison
The maximum SDMZX drawdown since its inception was -9.76%, roughly equal to the maximum CDSRX drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for SDMZX and CDSRX.
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Drawdown Indicators
| SDMZX | CDSRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.76% | -9.96% | +0.20% |
Max Drawdown (1Y)Largest decline over 1 year | -1.44% | -1.56% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -8.51% | -7.91% | -0.60% |
Max Drawdown (10Y)Largest decline over 10 years | -9.76% | — | — |
Current DrawdownCurrent decline from peak | -1.11% | -1.31% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -1.00% | -1.39% | +0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 0.37% | -0.01% |
Volatility
SDMZX vs. CDSRX - Volatility Comparison
PGIM Short Duration Multi-Sector Bond Fund (SDMZX) and Calvert Short Duration Income Fund Class R6 (CDSRX) have volatilities of 0.70% and 0.68%, 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
| SDMZX | CDSRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 0.68% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 1.41% | 1.41% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.11% | 2.19% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.30% | 2.38% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.46% | 2.66% | -0.20% |