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SPFZX vs. PTRQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPFZX vs. PTRQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Focused Growth Fund (SPFZX) and PGIM Total Return Bond R6 (PTRQX). The values are adjusted to include any dividend payments, if applicable.

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SPFZX vs. PTRQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPFZX
PGIM Jennison Focused Growth Fund
-15.24%16.15%31.90%52.74%-40.55%6.47%67.31%40.68%2.53%36.31%
PTRQX
PGIM Total Return Bond R6
-0.59%7.81%3.06%7.80%-14.30%-1.37%8.13%10.85%-0.73%6.67%

Returns By Period

In the year-to-date period, SPFZX achieves a -15.24% return, which is significantly lower than PTRQX's -0.59% return. Over the past 10 years, SPFZX has outperformed PTRQX with an annualized return of 15.52%, while PTRQX has yielded a comparatively lower 2.64% annualized return.


SPFZX

1D
-0.45%
1M
-9.21%
YTD
-15.24%
6M
-14.65%
1Y
11.44%
3Y*
18.30%
5Y*
5.98%
10Y*
15.52%

PTRQX

1D
0.50%
1M
-2.59%
YTD
-0.59%
6M
0.54%
1Y
4.26%
3Y*
4.89%
5Y*
1.09%
10Y*
2.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPFZX vs. PTRQX - Expense Ratio Comparison

SPFZX has a 0.75% expense ratio, which is higher than PTRQX's 0.39% expense ratio.


Return for Risk

SPFZX vs. PTRQX — Risk / Return Rank

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

SPFZX
SPFZX Risk / Return Rank: 1717
Overall Rank
SPFZX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SPFZX Sortino Ratio Rank: 2020
Sortino Ratio Rank
SPFZX Omega Ratio Rank: 1919
Omega Ratio Rank
SPFZX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SPFZX Martin Ratio Rank: 1414
Martin Ratio Rank

PTRQX
PTRQX Risk / Return Rank: 6060
Overall Rank
PTRQX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PTRQX Sortino Ratio Rank: 6161
Sortino Ratio Rank
PTRQX Omega Ratio Rank: 4646
Omega Ratio Rank
PTRQX Calmar Ratio Rank: 7575
Calmar Ratio Rank
PTRQX Martin Ratio Rank: 5454
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.

SPFZX vs. PTRQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Focused Growth Fund (SPFZX) and PGIM Total Return Bond R6 (PTRQX). 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.


SPFZXPTRQXDifference

Sharpe ratio

Return per unit of total volatility

0.48

1.09

-0.61

Sortino ratio

Return per unit of downside risk

0.86

1.54

-0.69

Omega ratio

Gain probability vs. loss probability

1.12

1.19

-0.07

Calmar ratio

Return relative to maximum drawdown

0.41

1.74

-1.33

Martin ratio

Return relative to average drawdown

1.40

5.23

-3.84

SPFZX vs. PTRQX - Sharpe Ratio Comparison

The current SPFZX Sharpe Ratio is 0.48, which is lower than the PTRQX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of SPFZX and PTRQX, 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


SPFZXPTRQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

1.09

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.18

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.51

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.75

-0.35

Correlation

The correlation between SPFZX and PTRQX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SPFZX vs. PTRQX - Dividend Comparison

SPFZX's dividend yield for the trailing twelve months is around 4.39%, more than PTRQX's 4.28% yield.


TTM20252024202320222021202020192018201720162015
SPFZX
PGIM Jennison Focused Growth Fund
4.39%3.72%0.00%0.00%0.00%14.24%8.03%10.64%10.65%10.91%10.23%11.93%
PTRQX
PGIM Total Return Bond R6
4.28%4.63%4.89%4.70%5.83%2.82%3.05%6.95%3.99%2.93%4.01%3.11%

Drawdowns

SPFZX vs. PTRQX - Drawdown Comparison

The maximum SPFZX drawdown since its inception was -50.87%, which is greater than PTRQX's maximum drawdown of -20.72%. Use the drawdown chart below to compare losses from any high point for SPFZX and PTRQX.


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Drawdown Indicators


SPFZXPTRQXDifference

Max Drawdown

Largest peak-to-trough decline

-50.87%

-20.72%

-30.15%

Max Drawdown (1Y)

Largest decline over 1 year

-18.97%

-3.08%

-15.89%

Max Drawdown (5Y)

Largest decline over 5 years

-48.70%

-20.69%

-28.01%

Max Drawdown (10Y)

Largest decline over 10 years

-48.70%

-20.72%

-27.98%

Current Drawdown

Current decline from peak

-18.97%

-2.59%

-16.38%

Average Drawdown

Average peak-to-trough decline

-14.68%

-3.31%

-11.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

1.03%

+4.55%

Volatility

SPFZX vs. PTRQX - Volatility Comparison

PGIM Jennison Focused Growth Fund (SPFZX) has a higher volatility of 5.77% compared to PGIM Total Return Bond R6 (PTRQX) at 1.59%. This indicates that SPFZX's price experiences larger fluctuations and is considered to be riskier than PTRQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPFZXPTRQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.77%

1.59%

+4.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.86%

2.62%

+10.24%

Volatility (1Y)

Calculated over the trailing 1-year period

22.89%

4.48%

+18.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.98%

5.98%

+20.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.00%

5.22%

+19.78%