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VGSBX vs. PDBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGSBX vs. PDBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VY BrandywineGLOBAL - Bond Portfolio (VGSBX) and PGIM Total Return Bond Fund (PDBAX). The values are adjusted to include any dividend payments, if applicable.

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VGSBX vs. PDBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGSBX
VY BrandywineGLOBAL - Bond Portfolio
0.21%6.12%0.68%5.65%-11.86%1.15%17.48%10.01%-1.55%2.93%
PDBAX
PGIM Total Return Bond Fund
-0.65%7.50%1.82%6.51%-14.52%-1.77%7.78%14.71%-0.97%6.30%

Returns By Period

In the year-to-date period, VGSBX achieves a 0.21% return, which is significantly higher than PDBAX's -0.65% return. Over the past 10 years, VGSBX has outperformed PDBAX with an annualized return of 2.87%, while PDBAX has yielded a comparatively lower 2.52% annualized return.


VGSBX

1D
0.21%
1M
-0.53%
YTD
0.21%
6M
1.07%
1Y
4.09%
3Y*
2.46%
5Y*
0.14%
10Y*
2.87%

PDBAX

1D
0.50%
1M
-2.59%
YTD
-0.65%
6M
0.48%
1Y
4.00%
3Y*
3.97%
5Y*
0.42%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGSBX vs. PDBAX - Expense Ratio Comparison

VGSBX has a 0.55% expense ratio, which is lower than PDBAX's 0.76% expense ratio.


Return for Risk

VGSBX vs. PDBAX — Risk / Return Rank

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

VGSBX
VGSBX Risk / Return Rank: 6868
Overall Rank
VGSBX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VGSBX Sortino Ratio Rank: 6969
Sortino Ratio Rank
VGSBX Omega Ratio Rank: 5757
Omega Ratio Rank
VGSBX Calmar Ratio Rank: 8585
Calmar Ratio Rank
VGSBX Martin Ratio Rank: 6969
Martin Ratio Rank

PDBAX
PDBAX Risk / Return Rank: 5151
Overall Rank
PDBAX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PDBAX Sortino Ratio Rank: 5050
Sortino Ratio Rank
PDBAX Omega Ratio Rank: 3737
Omega Ratio Rank
PDBAX Calmar Ratio Rank: 7171
Calmar Ratio Rank
PDBAX Martin Ratio Rank: 4747
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.

VGSBX vs. PDBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VY BrandywineGLOBAL - Bond Portfolio (VGSBX) and PGIM Total Return Bond Fund (PDBAX). 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.


VGSBXPDBAXDifference

Sharpe ratio

Return per unit of total volatility

1.12

0.98

+0.14

Sortino ratio

Return per unit of downside risk

1.73

1.40

+0.34

Omega ratio

Gain probability vs. loss probability

1.22

1.17

+0.05

Calmar ratio

Return relative to maximum drawdown

2.12

1.62

+0.49

Martin ratio

Return relative to average drawdown

6.58

4.72

+1.85

VGSBX vs. PDBAX - Sharpe Ratio Comparison

The current VGSBX Sharpe Ratio is 1.12, which is comparable to the PDBAX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of VGSBX and PDBAX, 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


VGSBXPDBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.98

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.07

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.48

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.09

-0.60

Correlation

The correlation between VGSBX and PDBAX is 0.82, 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

VGSBX vs. PDBAX - Dividend Comparison

VGSBX's dividend yield for the trailing twelve months is around 3.92%, which matches PDBAX's 3.95% yield.


TTM20252024202320222021202020192018201720162015
VGSBX
VY BrandywineGLOBAL - Bond Portfolio
3.92%3.93%4.56%2.18%6.85%8.48%2.48%1.89%2.29%2.31%2.34%0.00%
PDBAX
PGIM Total Return Bond Fund
3.95%4.27%3.76%3.55%5.49%2.47%2.68%10.32%3.74%2.60%3.65%2.94%

Drawdowns

VGSBX vs. PDBAX - Drawdown Comparison

The maximum VGSBX drawdown since its inception was -18.20%, smaller than the maximum PDBAX drawdown of -21.24%. Use the drawdown chart below to compare losses from any high point for VGSBX and PDBAX.


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Drawdown Indicators


VGSBXPDBAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.20%

-21.24%

+3.04%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-3.07%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-18.20%

-21.01%

+2.81%

Max Drawdown (10Y)

Largest decline over 10 years

-18.20%

-21.24%

+3.04%

Current Drawdown

Current decline from peak

-0.74%

-2.75%

+2.01%

Average Drawdown

Average peak-to-trough decline

-3.50%

-2.48%

-1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

1.06%

-0.18%

Volatility

VGSBX vs. PDBAX - Volatility Comparison

The current volatility for VY BrandywineGLOBAL - Bond Portfolio (VGSBX) is 0.72%, while PGIM Total Return Bond Fund (PDBAX) has a volatility of 1.63%. This indicates that VGSBX experiences smaller price fluctuations and is considered to be less risky than PDBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGSBXPDBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.72%

1.63%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

2.02%

2.70%

-0.68%

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

7.86%

5.99%

+1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.20%

5.32%

+0.88%