StockComparison Logo
vs

GHY vs QVAL

Comparison between PGIM Global High Yield Fund Inc (GHY, ETF) and ALPHA ARCHITECT U.S. QUANTITATIVE VALUE ETF (QVAL, ETF).

5-Year PerformanceQVAL has outperformed GHY, delivering a return of +12.9% compared to +5.1%

GHY vs QVAL - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
GHY
$531M
Winner
QVAL
$532M
Expense Ratio
GHY
N/A
QVAL
0.28%
Max Drawdown
GHY
55.57%
Winner
QVAL
53.34%
Sharpe Ratio
GHY
-0.01
Winner
QVAL
1.85
5Y Beta
Winner
GHY
0.43
QVAL
0.81
P/E Ratio
GHY
N/A
QVAL
12.74
Forward P/E
GHY
N/A
QVAL
11.13
PEG Ratio
GHY
N/A
QVAL
0.11
5Y Dividends CAGR
GHY
1.61%
Winner
QVAL
12.54%
5Y EPS CAGR
GHY
N/A
QVAL
22.23%
Debt to Equity
GHY
N/A
QVAL
-216.79%
P/S Ratio
GHY
N/A
QVAL
1.07
P/B Ratio
GHY
N/A
QVAL
2.31

GHY vs QVAL - Historical Returns

Returns include dividend reinvestment.

1M
GHY
+1.99%
Winner
QVAL
+3.57%
3M
GHY
+2.06%
Winner
QVAL
+4.54%
6M
GHY
-1.66%
Winner
QVAL
+11.64%
1Y
GHY
+2.55%
Winner
QVAL
+33.82%
5Y(CAGR)
GHY
+5.10%
Winner
QVAL
+12.89%
10Y(CAGR)
GHY
+6.97%
Winner
QVAL
+11.57%
Max(CAGR)
GHY
+5.59%
Winner
QVAL
+11.24%

GHY vs QVAL - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

YearGHYQVAL
2026+1.76%+17.08%
2025+8.75%+11.27%
2024+18.99%+12.04%
2023+16.12%+31.82%
2022-19.80%-11.30%
2021+13.81%+34.69%
2020+6.26%-6.12%
2019+25.23%+22.17%
2018-4.14%-18.51%
2017+4.57%+24.51%
2016+14.99%+13.13%
2015-2.05%N/A
2014+1.79%N/A
2013-5.63%N/A
2012+0.20%N/A

GHY vs QVAL Drawdown Comparison

The maximum drawdown for GHY was -41.30%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The maximum drawdown for QVAL was -51.47%, occurring on Mar 23, 2020. Recovery took 786 trading sessions.

The current GHY drawdown is -3.44%. The current QVAL drawdown is -0.06%.

RankGHYQVAL
#1-41.30%
Feb 19, 2020 - Dec 2, 2020
-51.47%
Jan 26, 2018 - Mar 12, 2021
#2-29.44%
Sep 13, 2021 - Jun 12, 2024
-27.14%
Nov 16, 2021 - Sep 1, 2023
#3-16.36%
Mar 25, 2025 - Jun 12, 2025
-21.41%
Dec 2, 2024 - Oct 1, 2025
#4-14.81%
Jun 17, 2014 - Jun 6, 2016
-13.23%
Mar 21, 2016 - Aug 15, 2016
#5-13.72%
Jan 16, 2013 - Jun 13, 2014
-12.04%
Jan 4, 2016 - Mar 2, 2016
#6-11.93%
Feb 13, 2026 - Mar 30, 2026
-8.14%
Sep 14, 2023 - Dec 1, 2023
#7-7.87%
Jul 9, 2025 - Feb 12, 2026
-7.57%
May 7, 2021 - Aug 11, 2021
#8-7.75%
Oct 11, 2017 - Jan 30, 2019
-7.52%
Jul 31, 2024 - Sep 19, 2024
#9-6.76%
Aug 31, 2016 - Jan 11, 2017
-7.21%
Aug 23, 2016 - Nov 11, 2016
#10-4.13%
Jun 30, 2021 - Aug 5, 2021
-6.04%
Feb 11, 2026 - Apr 9, 2026
#11-4.05%
Nov 8, 2024 - Nov 22, 2024
-5.99%
Sep 2, 2021 - Oct 22, 2021
#12-3.80%
Dec 6, 2024 - Jan 6, 2025
-5.73%
May 31, 2024 - Jul 16, 2024
#13-3.64%
Jul 18, 2019 - Sep 12, 2019
-5.50%
Mar 28, 2024 - May 31, 2024
#14-3.46%
Jan 27, 2025 - Feb 5, 2025
-5.06%
Oct 3, 2025 - Nov 12, 2025
#15-3.19%
Jun 20, 2016 - Jul 14, 2016
-5.00%
Apr 27, 2017 - Aug 7, 2017

Correlation

Correlation between GHY and QVAL is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93
-101

Dividend Comparison (2013 - 2026)

GHY vs QVAL dividend yield comparison.

YearGHYQVAL
20265.28%0.69%
202510.21%1.44%
202410.23%1.72%
202311.09%1.76%
202211.62%2.00%
20218.35%1.23%
20208.67%1.86%
20198.04%1.99%
20187.72%1.64%
20177.77%1.08%
20168.53%1.30%
201510.07%0.00%
201411.02%0.00%
20138.65%0.00%

Select Stocks to Compare