PortfoliosLab logoPortfoliosLab logo
SRBFX vs. PDBZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SRBFX vs. PDBZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Total Return Bond Fund (SRBFX) and PGIM Total Return Bond Fund Class Z (PDBZX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SRBFX vs. PDBZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SRBFX
Columbia Total Return Bond Fund
-0.73%8.91%1.49%7.35%-17.65%0.23%12.20%9.44%0.38%3.84%
PDBZX
PGIM Total Return Bond Fund Class Z
-0.53%7.70%2.87%7.70%-14.33%-1.46%8.01%14.76%-0.72%6.60%

Returns By Period

In the year-to-date period, SRBFX achieves a -0.73% return, which is significantly lower than PDBZX's -0.53% return. Over the past 10 years, SRBFX has underperformed PDBZX with an annualized return of 2.36%, while PDBZX has yielded a comparatively higher 2.93% annualized return.


SRBFX

1D
0.49%
1M
-2.65%
YTD
-0.73%
6M
0.30%
1Y
4.72%
3Y*
4.26%
5Y*
-0.34%
10Y*
2.36%

PDBZX

1D
0.50%
1M
-2.52%
YTD
-0.53%
6M
0.58%
1Y
4.25%
3Y*
4.79%
5Y*
1.00%
10Y*
2.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SRBFX vs. PDBZX - Expense Ratio Comparison

Both SRBFX and PDBZX have an expense ratio of 0.49%.


Return for Risk

SRBFX vs. PDBZX — Risk / Return Rank

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

SRBFX
SRBFX Risk / Return Rank: 6161
Overall Rank
SRBFX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SRBFX Sortino Ratio Rank: 6161
Sortino Ratio Rank
SRBFX Omega Ratio Rank: 4343
Omega Ratio Rank
SRBFX Calmar Ratio Rank: 8080
Calmar Ratio Rank
SRBFX Martin Ratio Rank: 6363
Martin Ratio Rank

PDBZX
PDBZX Risk / Return Rank: 5757
Overall Rank
PDBZX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PDBZX Sortino Ratio Rank: 5757
Sortino Ratio Rank
PDBZX Omega Ratio Rank: 4343
Omega Ratio Rank
PDBZX Calmar Ratio Rank: 7676
Calmar Ratio Rank
PDBZX Martin Ratio Rank: 5353
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.

SRBFX vs. PDBZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Total Return Bond Fund (SRBFX) and PGIM Total Return Bond Fund Class Z (PDBZX). 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.


SRBFXPDBZXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.04

+0.03

Sortino ratio

Return per unit of downside risk

1.58

1.48

+0.09

Omega ratio

Gain probability vs. loss probability

1.19

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

1.89

1.75

+0.14

Martin ratio

Return relative to average drawdown

6.00

5.12

+0.88

SRBFX vs. PDBZX - Sharpe Ratio Comparison

The current SRBFX Sharpe Ratio is 1.07, which is comparable to the PDBZX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of SRBFX and PDBZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SRBFXPDBZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.04

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.17

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.55

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

1.09

-0.27

Correlation

The correlation between SRBFX and PDBZX is 0.86, 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

SRBFX vs. PDBZX - Dividend Comparison

SRBFX's dividend yield for the trailing twelve months is around 4.49%, more than PDBZX's 4.19% yield.


TTM20252024202320222021202020192018201720162015
SRBFX
Columbia Total Return Bond Fund
4.49%4.86%4.11%3.74%3.72%3.23%7.56%4.59%2.85%2.77%3.93%3.42%
PDBZX
PGIM Total Return Bond Fund Class Z
4.19%4.54%4.79%4.60%5.73%2.73%2.94%10.36%4.01%2.87%3.92%3.33%

Drawdowns

SRBFX vs. PDBZX - Drawdown Comparison

The maximum SRBFX drawdown since its inception was -24.34%, which is greater than PDBZX's maximum drawdown of -20.88%. Use the drawdown chart below to compare losses from any high point for SRBFX and PDBZX.


Loading graphics...

Drawdown Indicators


SRBFXPDBZXDifference

Max Drawdown

Largest peak-to-trough decline

-24.34%

-20.88%

-3.46%

Max Drawdown (1Y)

Largest decline over 1 year

-3.13%

-3.06%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-22.97%

-20.81%

-2.16%

Max Drawdown (10Y)

Largest decline over 10 years

-22.97%

-20.88%

-2.09%

Current Drawdown

Current decline from peak

-4.41%

-2.52%

-1.89%

Average Drawdown

Average peak-to-trough decline

-4.55%

-2.31%

-2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

1.05%

-0.06%

Volatility

SRBFX vs. PDBZX - Volatility Comparison

Columbia Total Return Bond Fund (SRBFX) and PGIM Total Return Bond Fund Class Z (PDBZX) have volatilities of 1.69% and 1.72%, 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.


Loading graphics...

Volatility by Period


SRBFXPDBZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.72%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

2.71%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.91%

4.59%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.58%

6.00%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.42%

5.34%

+0.08%