SRBFX vs. PDBZX
Compare and contrast key facts about Columbia Total Return Bond Fund (SRBFX) and PGIM Total Return Bond Fund Class Z (PDBZX).
SRBFX is managed by Columbia Threadneedle. It was launched on Dec 5, 1978. PDBZX is managed by PGIM Investments. It was launched on Jan 14, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SRBFX or PDBZX.
Key characteristics
| SRBFX | PDBZX | |
|---|---|---|
| YTD Return | 2.37% | 2.84% |
| 1Y Return | 10.32% | 10.00% |
| 3Y Return (Ann) | -3.06% | -1.80% |
| 5Y Return (Ann) | -0.52% | -0.43% |
| 10Y Return (Ann) | 1.30% | 1.77% |
| Sharpe Ratio | 1.52 | 1.75 |
| Sortino Ratio | 2.24 | 2.57 |
| Omega Ratio | 1.28 | 1.32 |
| Calmar Ratio | 0.50 | 0.65 |
| Martin Ratio | 5.22 | 6.93 |
| Ulcer Index | 1.98% | 1.44% |
| Daily Std Dev | 6.79% | 5.71% |
| Max Drawdown | -24.67% | -20.32% |
| Current Drawdown | -12.33% | -7.03% |
Correlation
The correlation between SRBFX and PDBZX is 0.84, 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.
Performance
SRBFX vs. PDBZX - Performance Comparison
In the year-to-date period, SRBFX achieves a 2.37% return, which is significantly lower than PDBZX's 2.84% return. Over the past 10 years, SRBFX has underperformed PDBZX with an annualized return of 1.30%, while PDBZX has yielded a comparatively higher 1.77% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SRBFX vs. PDBZX - Expense Ratio Comparison
Both SRBFX and PDBZX have an expense ratio of 0.49%.
Risk-Adjusted Performance
SRBFX vs. PDBZX - Risk-Adjusted Performance 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.
Dividends
SRBFX vs. PDBZX - Dividend Comparison
SRBFX's dividend yield for the trailing twelve months is around 4.90%, more than PDBZX's 4.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRBFX Columbia Total Return Bond Fund | 4.90% | 4.22% | 3.98% | 3.00% | 3.48% | 3.26% | 2.85% | 2.78% | 2.84% | 2.22% | 2.65% | 2.72% |
PDBZX PGIM Total Return Bond Fund Class Z | 4.80% | 4.61% | 5.12% | 2.96% | 2.95% | 3.62% | 4.02% | 2.91% | 2.87% | 3.20% | 3.59% | 3.78% |
Drawdowns
SRBFX vs. PDBZX - Drawdown Comparison
The maximum SRBFX drawdown since its inception was -24.67%, which is greater than PDBZX's maximum drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for SRBFX and PDBZX. For additional features, visit the drawdowns tool.
Volatility
SRBFX vs. PDBZX - Volatility Comparison
Columbia Total Return Bond Fund (SRBFX) has a higher volatility of 1.79% compared to PGIM Total Return Bond Fund Class Z (PDBZX) at 1.65%. This indicates that SRBFX's price experiences larger fluctuations and is considered to be riskier than PDBZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.