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PGIM US Large-Cap Buffer 20 ETF - March (PBMR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

PGIM

Inception Date

Feb 29, 2024

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Alternatives

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

PBMR has an expense ratio of 0.50%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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S&P 500

Returns By Period

PGIM US Large-Cap Buffer 20 ETF - March (PBMR) returned 2.34% year-to-date (YTD) and 9.72% over the past 12 months.


PBMR

YTD

2.34%

1M

2.86%

6M

2.43%

1Y

9.72%

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of PBMR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.35%0.61%-1.98%-0.39%2.80%2.34%
20240.90%-1.36%2.56%1.73%0.77%1.42%0.87%0.23%2.05%-0.09%9.37%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 85, PBMR is among the top 15% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of PBMR is 8585
Overall Rank
The Sharpe Ratio Rank of PBMR is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of PBMR is 8383
Sortino Ratio Rank
The Omega Ratio Rank of PBMR is 8888
Omega Ratio Rank
The Calmar Ratio Rank of PBMR is 8585
Calmar Ratio Rank
The Martin Ratio Rank of PBMR is 8787
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for PGIM US Large-Cap Buffer 20 ETF - March (PBMR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

PGIM US Large-Cap Buffer 20 ETF - March Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.14
  • All Time: 1.19

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of PGIM US Large-Cap Buffer 20 ETF - March compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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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

Dividend History


PGIM US Large-Cap Buffer 20 ETF - March doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the PGIM US Large-Cap Buffer 20 ETF - March. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the PGIM US Large-Cap Buffer 20 ETF - March was 7.64%, occurring on Apr 8, 2025. Recovery took 24 trading sessions.

The current PGIM US Large-Cap Buffer 20 ETF - March drawdown is 0.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-7.64%Mar 3, 202527Apr 8, 202524May 13, 202551
-3.43%Jul 17, 202414Aug 5, 202410Aug 19, 202424
-2.31%Apr 1, 202415Apr 19, 202413May 8, 202428
-1.65%Sep 3, 20244Sep 6, 20245Sep 13, 20249
-1.13%May 20, 20254May 23, 2025
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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