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ISIN
US69344A8835
Issuer
PGIM
Inception Date
May 17, 2022
Region
Global (Broad)
Category
Bank Loan
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$117M

Share Price Chart


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Performance

PFRL Performance Chart

PGIM Floating Rate Income ETF (PFRL) is up 2.3% since the beginning of the year. PFRL is currently trading at $50 per share.


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S&P 500 Index

Returns By Period

PGIM Floating Rate Income ETF (PFRL) has returned 2.31% so far this year and 6.38% over the past 12 months.


PGIM Floating Rate Income ETF

1D
-0.02%
1M
0.49%
YTD
2.31%
6M
2.78%
1Y
6.38%
3Y*
8.48%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFRL Monthly Returns History

Based on dividend-adjusted daily data since May 24, 2022, PFRL's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.

Historically, 82% of months were positive and 18% were negative. The best month was Jan 2023 with a return of +3.1%, while the worst month was Sep 2022 at -2.4%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 2 months.

On a daily basis, PFRL closed higher 61% of trading days. The best single day was Apr 7, 2025 with a return of +3.7%, while the worst single day was Apr 4, 2025 at -7.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.03%-0.95%0.48%1.65%0.86%0.31%2.31%
20250.83%0.21%-0.69%-1.02%2.31%1.05%0.98%0.80%0.06%0.21%0.35%1.01%6.25%
20241.02%1.05%1.07%0.00%1.09%0.15%0.91%0.79%0.63%0.78%1.21%0.33%9.40%
20233.09%0.66%-0.54%1.00%0.06%2.33%1.58%0.99%0.23%-0.33%2.03%1.94%13.75%
20220.22%-1.93%1.79%1.06%-2.39%0.80%1.87%-0.06%1.27%

Benchmark Metrics

PGIM Floating Rate Income ETF has an annualized alpha of 6.22%, beta of 0.11, and R2 of 0.14 versus S&P 500 Index. Calculated based on daily prices since May 24, 2022.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (21.46%) than losses (2.67%) - typical of diversified or defensive assets.
  • Beta of 0.11 may look defensive, but with R2 of 0.14 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.14 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
6.22%
Beta
0.11
0.14
Upside Capture
21.46%
Downside Capture
2.67%

Expense Ratio

PFRL has an expense ratio of 0.72%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PFRL ranks 92 for risk / return — in the top 92% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


PFRL Risk / Return Rank: 9292
Overall Rank
PFRL Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PFRL Sortino Ratio Rank: 9595
Sortino Ratio Rank
PFRL Omega Ratio Rank: 9595
Omega Ratio Rank
PFRL Calmar Ratio Rank: 8989
Calmar Ratio Rank
PFRL Martin Ratio Rank: 8686
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for PGIM Floating Rate Income ETF (PFRL) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PFRLBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+2.05

Omega ratioGain probability vs. loss probability

1.73

1.37

+0.36

Calmar ratioReturn relative to maximum drawdown

5.11

2.78

+2.32

Martin ratioReturn relative to average drawdown

17.36

12.44

+4.92

Dividends

Dividend History

PGIM Floating Rate Income ETF provided a 6.81% dividend yield over the last twelve months, with an annual payout of $3.38 per share.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%$0.00$1.00$2.00$3.00$4.00$5.002022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$3.38$3.65$4.51$4.95$1.73

Dividend yield

6.81%7.34%8.96%9.84%3.55%

Monthly Dividends

The table displays the monthly dividend distributions for PGIM Floating Rate Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.24$0.48$0.25$0.23$0.00$1.20
2025$0.00$0.29$0.26$0.31$0.31$0.29$0.31$0.33$0.32$0.30$0.25$0.68$3.65
2024$0.00$0.42$0.41$0.35$0.36$0.37$0.33$0.35$0.37$0.34$0.34$0.85$4.51
2023$0.00$0.35$0.36$0.34$0.36$0.37$0.40$0.34$0.43$0.43$0.50$1.07$4.95
2022$0.11$0.22$0.24$0.26$0.26$0.65$1.73

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 Floating Rate Income ETF. 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 Floating Rate Income ETF was 8.83%, occurring on Apr 4, 2025. Recovery took 34 trading sessions.

The current PGIM Floating Rate Income ETF drawdown is 0.02%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-8.83%Apr 2025
1mo 1d1mo 19d
2mo 20dMar 2025 - May 2025
Bear market2022
-3.27%Sep 2022
1mo 16d3mo 8d
4mo 24dAug 2022 - Jan 2023
Bear market2022
-3.16%Jul 2022
26d1mo 1d
1mo 27dJun 2022 - Aug 2022
2023 pullback2023
-2.22%Mar 2023
8d1mo 4d
1mo 12dMar 2023 - Apr 2023
2026 pullback2026
-1.25%Feb 2026
1mo 2d1mo 16d
2mo 18dJan 2026 - Apr 2026

Drawdown Indicators


PFRLBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-8.83%

-56.78%

+47.95%

Max Drawdown (1Y)

Largest decline over 1 year

-1.25%

-9.10%

+7.85%

Max Drawdown (3Y)

Largest decline over 3 years

-8.83%

-18.90%

+10.07%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.02%

-1.80%

+1.78%

Average Drawdown

Average peak-to-trough decline

-0.43%

-10.71%

+10.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

2.03%

-1.66%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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