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TGMBX vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TGMBX and VUG is -0.07. 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.


Performance

TGMBX vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Corporate Bond Fund (TGMBX) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TGMBX:

1.02

VUG:

0.73

Sortino Ratio

TGMBX:

1.43

VUG:

1.05

Omega Ratio

TGMBX:

1.17

VUG:

1.15

Calmar Ratio

TGMBX:

0.47

VUG:

0.71

Martin Ratio

TGMBX:

2.81

VUG:

2.38

Ulcer Index

TGMBX:

1.98%

VUG:

6.79%

Daily Std Dev

TGMBX:

5.63%

VUG:

25.30%

Max Drawdown

TGMBX:

-22.71%

VUG:

-50.68%

Current Drawdown

TGMBX:

-6.44%

VUG:

-3.26%

Returns By Period

In the year-to-date period, TGMBX achieves a 1.51% return, which is significantly higher than VUG's 0.79% return. Over the past 10 years, TGMBX has underperformed VUG with an annualized return of 2.62%, while VUG has yielded a comparatively higher 15.26% annualized return.


TGMBX

YTD

1.51%

1M

-0.10%

6M

-0.37%

1Y

4.90%

3Y*

2.66%

5Y*

0.31%

10Y*

2.62%

VUG

YTD

0.79%

1M

7.63%

6M

1.24%

1Y

18.40%

3Y*

19.95%

5Y*

17.15%

10Y*

15.26%

*Annualized

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PGIM Corporate Bond Fund

Vanguard Growth ETF

TGMBX vs. VUG - Expense Ratio Comparison

TGMBX has a 0.55% expense ratio, which is higher than VUG's 0.04% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TGMBX vs. VUG — Risk-Adjusted Performance Rank

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

TGMBX
The Risk-Adjusted Performance Rank of TGMBX is 6464
Overall Rank
The Sharpe Ratio Rank of TGMBX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of TGMBX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of TGMBX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of TGMBX is 4343
Calmar Ratio Rank
The Martin Ratio Rank of TGMBX is 6161
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6262
Overall Rank
The Sharpe Ratio Rank of VUG is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TGMBX vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Corporate Bond Fund (TGMBX) and Vanguard Growth ETF (VUG). 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.


The current TGMBX Sharpe Ratio is 1.02, which is higher than the VUG Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of TGMBX and VUG, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TGMBX vs. VUG - Dividend Comparison

TGMBX's dividend yield for the trailing twelve months is around 3.62%, more than VUG's 0.47% yield.


TTM20242023202220212020201920182017201620152014
TGMBX
PGIM Corporate Bond Fund
3.62%3.89%3.63%3.67%4.75%2.81%3.22%3.62%3.22%3.07%2.10%0.80%
VUG
Vanguard Growth ETF
0.47%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

TGMBX vs. VUG - Drawdown Comparison

The maximum TGMBX drawdown since its inception was -22.71%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for TGMBX and VUG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TGMBX vs. VUG - Volatility Comparison

The current volatility for PGIM Corporate Bond Fund (TGMBX) is 1.52%, while Vanguard Growth ETF (VUG) has a volatility of 5.79%. This indicates that TGMBX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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