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VSMGX vs. PGTQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSMGX vs. PGTQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard LifeStrategy Moderate Growth Fund (VSMGX) and PGIM Global Total Return Fund - Class R6 (PGTQX). The values are adjusted to include any dividend payments, if applicable.

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VSMGX vs. PGTQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSMGX
Vanguard LifeStrategy Moderate Growth Fund
-1.04%16.26%15.03%15.70%-16.01%10.08%13.59%19.37%-4.91%13.66%
PGTQX
PGIM Global Total Return Fund - Class R6
-1.60%11.14%0.31%8.46%-22.33%-5.95%10.07%15.22%-1.59%13.59%

Returns By Period

In the year-to-date period, VSMGX achieves a -1.04% return, which is significantly higher than PGTQX's -1.60% return. Over the past 10 years, VSMGX has outperformed PGTQX with an annualized return of 8.13%, while PGTQX has yielded a comparatively lower 1.82% annualized return.


VSMGX

1D
1.81%
1M
-4.25%
YTD
-1.04%
6M
0.93%
1Y
14.43%
3Y*
13.22%
5Y*
6.60%
10Y*
8.13%

PGTQX

1D
0.76%
1M
-3.11%
YTD
-1.60%
6M
-1.16%
1Y
5.28%
3Y*
4.91%
5Y*
-1.40%
10Y*
1.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSMGX vs. PGTQX - Expense Ratio Comparison

VSMGX has a 0.13% expense ratio, which is lower than PGTQX's 0.54% expense ratio.


Return for Risk

VSMGX vs. PGTQX — Risk / Return Rank

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

VSMGX
VSMGX Risk / Return Rank: 8181
Overall Rank
VSMGX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VSMGX Sortino Ratio Rank: 8080
Sortino Ratio Rank
VSMGX Omega Ratio Rank: 7777
Omega Ratio Rank
VSMGX Calmar Ratio Rank: 8383
Calmar Ratio Rank
VSMGX Martin Ratio Rank: 8585
Martin Ratio Rank

PGTQX
PGTQX Risk / Return Rank: 5252
Overall Rank
PGTQX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
PGTQX Sortino Ratio Rank: 5858
Sortino Ratio Rank
PGTQX Omega Ratio Rank: 4242
Omega Ratio Rank
PGTQX Calmar Ratio Rank: 5050
Calmar Ratio Rank
PGTQX Martin Ratio Rank: 5252
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.

VSMGX vs. PGTQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Moderate Growth Fund (VSMGX) and PGIM Global Total Return Fund - Class R6 (PGTQX). 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.


VSMGXPGTQXDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.09

+0.36

Sortino ratio

Return per unit of downside risk

2.08

1.60

+0.48

Omega ratio

Gain probability vs. loss probability

1.30

1.20

+0.10

Calmar ratio

Return relative to maximum drawdown

2.05

1.33

+0.72

Martin ratio

Return relative to average drawdown

8.78

5.40

+3.38

VSMGX vs. PGTQX - Sharpe Ratio Comparison

The current VSMGX Sharpe Ratio is 1.45, which is higher than the PGTQX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of VSMGX and PGTQX, 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


VSMGXPGTQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.09

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

-0.22

+0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.08

+0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.11

+0.56

Correlation

The correlation between VSMGX and PGTQX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VSMGX vs. PGTQX - Dividend Comparison

VSMGX's dividend yield for the trailing twelve months is around 5.30%, more than PGTQX's 3.70% yield.


TTM20252024202320222021202020192018201720162015
VSMGX
Vanguard LifeStrategy Moderate Growth Fund
5.30%5.25%11.49%4.01%2.66%3.86%3.46%2.52%4.11%1.09%2.26%3.89%
PGTQX
PGIM Global Total Return Fund - Class R6
3.70%4.00%4.47%2.96%3.53%3.36%3.94%8.65%3.63%3.41%4.02%3.85%

Drawdowns

VSMGX vs. PGTQX - Drawdown Comparison

The maximum VSMGX drawdown since its inception was -41.13%, smaller than the maximum PGTQX drawdown of -44.72%. Use the drawdown chart below to compare losses from any high point for VSMGX and PGTQX.


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Drawdown Indicators


VSMGXPGTQXDifference

Max Drawdown

Largest peak-to-trough decline

-41.13%

-44.72%

+3.59%

Max Drawdown (1Y)

Largest decline over 1 year

-7.24%

-4.55%

-2.69%

Max Drawdown (5Y)

Largest decline over 5 years

-22.29%

-31.46%

+9.17%

Max Drawdown (10Y)

Largest decline over 10 years

-22.43%

-44.72%

+22.29%

Current Drawdown

Current decline from peak

-4.94%

-28.24%

+23.30%

Average Drawdown

Average peak-to-trough decline

-4.86%

-20.09%

+15.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

1.12%

+0.57%

Volatility

VSMGX vs. PGTQX - Volatility Comparison

Vanguard LifeStrategy Moderate Growth Fund (VSMGX) has a higher volatility of 4.14% compared to PGIM Global Total Return Fund - Class R6 (PGTQX) at 2.22%. This indicates that VSMGX's price experiences larger fluctuations and is considered to be riskier than PGTQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSMGXPGTQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

2.22%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

6.30%

3.31%

+2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

10.24%

5.24%

+5.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.12%

6.50%

+3.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.32%

21.51%

-11.19%