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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PGIM S&P 500 Buffer 20 ETF - May, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
PGIM S&P 500 Buffer 20 ETF - May (PBMY) has returned 1.06% so far this year and 10.21% over the past 12 months.
PGIM S&P 500 Buffer 20 ETF - May
- 1D
- -0.01%
- 1M
- 0.38%
- YTD
- 1.06%
- 6M
- 2.88%
- 1Y
- 10.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.11%
- 1M
- -3.43%
- YTD
- -3.84%
- 6M
- -1.98%
- 1Y
- 16.08%
- 3Y*
- 16.86%
- 5Y*
- 10.37%
- 10Y*
- 12.29%
Monthly Returns
Based on dividend-adjusted daily data since May 1, 2024, PBMY's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, your investment would double in approximately 7.1 years.
Historically, 88% of months were positive and 13% were negative. The best month was May 2024 with a return of +2.8%, while the worst month was Mar 2025 at -1.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 1 months.
On a daily basis, PBMY closed higher 60% of trading days. The best single day was Apr 9, 2025 with a return of +5.3%, while the worst single day was Apr 4, 2025 at -3.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.45% | -0.16% | 0.54% | 0.23% | 1.06% | ||||||||
| 2025 | 1.26% | 0.02% | -1.13% | 0.47% | 2.57% | 1.95% | 0.72% | 0.92% | 0.84% | 0.49% | 0.45% | 0.97% | 9.89% |
| 2024 | 2.75% | 1.50% | 0.75% | 1.37% | 0.88% | 0.13% | 1.86% | -0.11% | 9.46% |
Benchmark Metrics
PGIM S&P 500 Buffer 20 ETF - May has an annualized alpha of 4.25%, beta of 0.41, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since May 02, 2024.
- This ETF captured 37.82% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -4.52%) — a profile typical of hedging or uncorrelated assets.
- This ETF generated an annualized alpha of 4.25% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.41 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 4.25%
- Beta
- 0.41
- R²
- 0.81
- Upside Capture
- 37.82%
- Downside Capture
- -4.52%
Expense Ratio
PBMY has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PBMY ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for PGIM S&P 500 Buffer 20 ETF - May (PBMY) and compare them to a chosen benchmark (S&P 500 Index).
| PBMY | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.88 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.37 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.21 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.39 | +0.13 |
Martin ratioReturn relative to average drawdown | 9.66 | 6.43 | +3.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore PBMY risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
PGIM S&P 500 Buffer 20 ETF - May provided a 0.08% dividend yield over the last twelve months, with an annual payout of $0.02 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $0.02 | $0.02 |
Dividend yield | 0.08% | 0.08% |
Monthly Dividends
The table displays the monthly dividend distributions for PGIM S&P 500 Buffer 20 ETF - May. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||||
| 2025 | $0.02 | $0.02 |
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 S&P 500 Buffer 20 ETF - May. 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 S&P 500 Buffer 20 ETF - May was 8.11%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.
The current PGIM S&P 500 Buffer 20 ETF - May drawdown is 0.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -8.11% | Feb 20, 2025 | 34 | Apr 8, 2025 | 23 | May 12, 2025 | 57 |
| -3.1% | Jul 17, 2024 | 14 | Aug 5, 2024 | 8 | Aug 15, 2024 | 22 |
| -1.52% | Sep 3, 2024 | 4 | Sep 6, 2024 | 5 | Sep 13, 2024 | 9 |
| -1.13% | Feb 26, 2026 | 22 | Mar 27, 2026 | 3 | Apr 1, 2026 | 25 |
| -0.85% | Dec 16, 2024 | 4 | Dec 19, 2024 | 4 | Dec 26, 2024 | 8 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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