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Inception Date
Sep 24, 2018
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$1B

Share Price Chart


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Performance

PHYL Performance Chart

PGIM Active High Yield Bond ETF (PHYL) is up 1.6% since the beginning of the year. PHYL is currently trading at $35 per share. Investors who bought $1,000 worth of PHYL shares 5 years ago would now be looking at an investment worth $1,217.


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S&P 500 Index

Returns By Period

PGIM Active High Yield Bond ETF (PHYL) has returned 1.62% so far this year and 6.79% over the past 12 months.


PGIM Active High Yield Bond ETF

1D
-0.24%
1M
0.36%
YTD
1.62%
6M
1.94%
1Y
6.79%
3Y*
9.30%
5Y*
4.00%
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)

PHYL Monthly Returns History

Based on dividend-adjusted daily data since Sep 27, 2018, PHYL's average daily return is +0.02%, while the average monthly return is +0.47%. At this rate, an investment would double in approximately 12.3 years.

Historically, 69% of months were positive and 31% were negative. The best month was Jul 2022 with a return of +6.2%, while the worst month was Mar 2020 at -12.6%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 4 months.

On a daily basis, PHYL closed higher 53% of trading days. The best single day was Mar 26, 2020 with a return of +4.1%, while the worst single day was Mar 16, 2020 at -6.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.62%0.30%-1.59%1.96%0.40%-0.04%1.62%
20251.50%1.01%-1.17%0.19%1.61%2.16%0.55%1.30%0.77%0.14%0.56%0.67%9.65%
20240.04%0.59%1.40%-1.79%1.58%0.83%2.22%1.52%2.18%-1.00%1.42%-0.73%8.45%
20233.21%-1.86%1.81%1.08%-1.34%1.70%1.81%0.02%-1.89%-1.40%4.54%3.90%11.91%
2022-2.78%-0.87%-1.65%-4.25%1.73%-7.25%6.23%-3.32%-4.39%2.85%2.78%-0.79%-11.80%
20210.67%0.77%0.22%1.25%0.33%0.99%0.38%0.42%0.22%-0.21%-1.05%2.08%6.20%

Benchmark Metrics

PGIM Active High Yield Bond ETF has an annualized alpha of 1.53%, beta of 0.29, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since September 27, 2018.

  • This ETF participated in 44.32% of S&P 500 Index downside but only 34.69% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.29 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
1.53%
Beta
0.29
0.56
Upside Capture
34.69%
Downside Capture
44.32%

Expense Ratio

PHYL has an expense ratio of 0.53%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PHYL ranks 65 for risk / return — better than 65% 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.


PHYL Risk / Return Rank: 6565
Overall Rank
PHYL Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PHYL Sortino Ratio Rank: 6969
Sortino Ratio Rank
PHYL Omega Ratio Rank: 7272
Omega Ratio Rank
PHYL Calmar Ratio Rank: 5353
Calmar Ratio Rank
PHYL Martin Ratio Rank: 6565
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 Active High Yield Bond ETF (PHYL) 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.


PHYLBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

2.55

2.78

-0.24

Martin ratioReturn relative to average drawdown

11.57

12.44

-0.87

Dividends

Dividend History

PGIM Active High Yield Bond ETF provided a 6.99% dividend yield over the last twelve months, with an annual payout of $2.45 per share.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$2.45$2.50$2.88$2.65$2.20$2.49$3.05$3.01$0.68

Dividend yield

6.99%7.05%8.28%7.62%6.55%6.13%7.51%7.31%1.79%

Monthly Dividends

The table displays the monthly dividend distributions for PGIM Active High Yield Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.21$0.40$0.21$0.21$0.00$1.03
2025$0.00$0.18$0.21$0.24$0.23$0.23$0.22$0.22$0.22$0.22$0.19$0.34$2.50
2024$0.00$0.23$0.22$0.25$0.24$0.25$0.24$0.25$0.25$0.22$0.23$0.50$2.88
2023$0.00$0.22$0.23$0.18$0.23$0.23$0.19$0.21$0.22$0.24$0.19$0.51$2.65
2022$0.00$0.14$0.16$0.16$0.16$0.17$0.19$0.18$0.21$0.19$0.20$0.45$2.20
2021$0.00$0.19$0.16$0.19$0.19$0.18$0.16$0.16$0.18$0.17$0.19$0.71$2.49

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 Active High Yield Bond 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 Active High Yield Bond ETF was 22.07%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current PGIM Active High Yield Bond ETF drawdown is 0.28%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-22.07%Mar 2020
1mo 9d4mo 16d
5mo 25dFeb 2020 - Aug 2020
Bear market2022
-16.11%Sep 2022
9mo 2d1y 5mo
2y 2moDec 2021 - Mar 2024
Rate-hike selloffLate 2018
-5.83%Dec 2018
2mo 21d1mo 8d
3mo 29dOct 2018 - Jan 2019
2025 selloff2025
-4.53%Apr 2025
1mo 6d1mo 5d
2mo 11dMar 2025 - May 2025
2026 pullback2026
-2.68%Mar 2026
1mo 2d18d
1mo 20dFeb 2026 - Apr 2026

Drawdown Indicators


PHYLBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-22.07%

-56.78%

+34.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-9.10%

+6.42%

Max Drawdown (3Y)

Largest decline over 3 years

-4.53%

-18.90%

+14.37%

Max Drawdown (5Y)

Largest decline over 5 years

-16.11%

-25.43%

+9.32%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.28%

-1.80%

+1.52%

Average Drawdown

Average peak-to-trough decline

-3.05%

-10.71%

+7.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

2.03%

-1.44%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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