SDMZX vs. VCSH
Compare and contrast key facts about PGIM Short Duration Multi-Sector Bond Fund (SDMZX) and Vanguard Short-Term Corporate Bond ETF (VCSH).
SDMZX is managed by PGIM. It was launched on Dec 23, 2013. VCSH is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. 1-5 Year Corporate Index. It was launched on Nov 19, 2009.
Performance
SDMZX vs. VCSH - Performance Comparison
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SDMZX vs. VCSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDMZX PGIM Short Duration Multi-Sector Bond Fund | -0.26% | 6.18% | 5.64% | 6.25% | -4.82% | -0.19% | 3.97% | 7.92% | 0.95% | 3.96% |
VCSH Vanguard Short-Term Corporate Bond ETF | 0.13% | 6.77% | 4.91% | 6.20% | -5.62% | -0.63% | 5.13% | 7.02% | 0.92% | 2.17% |
Returns By Period
In the year-to-date period, SDMZX achieves a -0.26% return, which is significantly lower than VCSH's 0.13% return. Over the past 10 years, SDMZX has outperformed VCSH with an annualized return of 3.13%, while VCSH has yielded a comparatively lower 2.72% annualized return.
SDMZX
- 1D
- 0.11%
- 1M
- -1.22%
- YTD
- -0.26%
- 6M
- 1.04%
- 1Y
- 4.25%
- 3Y*
- 5.41%
- 5Y*
- 2.69%
- 10Y*
- 3.13%
VCSH
- 1D
- 0.29%
- 1M
- -0.83%
- YTD
- 0.13%
- 6M
- 1.37%
- 1Y
- 4.93%
- 3Y*
- 5.36%
- 5Y*
- 2.37%
- 10Y*
- 2.72%
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SDMZX vs. VCSH - Expense Ratio Comparison
SDMZX has a 0.46% expense ratio, which is higher than VCSH's 0.04% expense ratio.
Return for Risk
SDMZX vs. VCSH — Risk / Return Rank
SDMZX
VCSH
SDMZX vs. VCSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Short Duration Multi-Sector Bond Fund (SDMZX) and Vanguard Short-Term Corporate Bond ETF (VCSH). 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 | VCSH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 2.17 | +0.03 |
Sortino ratioReturn per unit of downside risk | 3.89 | 3.19 | +0.70 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.45 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.30 | 3.52 | -0.22 |
Martin ratioReturn relative to average drawdown | 13.64 | 14.44 | -0.80 |
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 | VCSH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 2.17 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.17 | 0.83 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.28 | 0.81 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.22 | 1.01 | +0.20 |
Correlation
The correlation between SDMZX and VCSH is 0.61, 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
SDMZX vs. VCSH - Dividend Comparison
SDMZX's dividend yield for the trailing twelve months is around 4.30%, less than VCSH's 4.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDMZX PGIM Short Duration Multi-Sector Bond Fund | 4.30% | 4.62% | 4.57% | 3.36% | 4.70% | 2.76% | 3.10% | 6.18% | 3.47% | 2.64% | 2.76% | 3.34% |
VCSH Vanguard Short-Term Corporate Bond ETF | 4.41% | 4.35% | 3.96% | 3.09% | 2.01% | 1.81% | 2.27% | 2.87% | 2.65% | 2.26% | 2.10% | 2.08% |
Drawdowns
SDMZX vs. VCSH - Drawdown Comparison
The maximum SDMZX drawdown since its inception was -9.76%, smaller than the maximum VCSH drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for SDMZX and VCSH.
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Drawdown Indicators
| SDMZX | VCSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.76% | -12.86% | +3.10% |
Max Drawdown (1Y)Largest decline over 1 year | -1.44% | -1.40% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -8.51% | -9.48% | +0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -9.76% | -12.86% | +3.10% |
Current DrawdownCurrent decline from peak | -1.22% | -0.83% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -1.00% | -0.97% | -0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.35% | 0.34% | +0.01% |
Volatility
SDMZX vs. VCSH - Volatility Comparison
The current volatility for PGIM Short Duration Multi-Sector Bond Fund (SDMZX) is 0.70%, while Vanguard Short-Term Corporate Bond ETF (VCSH) has a volatility of 0.94%. This indicates that SDMZX experiences smaller price fluctuations and is considered to be less risky than VCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDMZX | VCSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 0.94% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 1.29% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.12% | 2.28% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.30% | 2.86% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.46% | 3.35% | -0.89% |