Sortino ratio is not yet available for PJBF. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares PGIM Jennison Better Future ETF's Sortino Ratio with other ETFs in the Global Equities category across multiple time periods, showing how PJBF's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 17, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| FYLD | Cambria Foreign Shareholder Yield ETF | 3.90 | |||
| WLDR | Affinity World Leaders Equity ETF | 3.58 | |||
| AVGV | Avantis All Equity Markets Value ETF | 3.46 | |||
| GINX | SGI Enhanced Global Income ETF | 3.45 | |||
| COPY | Tweedy, Browne Insider + Value ETF | 3.45 | |||
| DIVD | Altrius Global Dividend ETF | 3.35 | |||
| GVAL | Cambria Global Value ETF | 3.28 | |||
| WDIV | SPDR S&P Global Dividend ETF | 3.14 | |||
| AVGE | Avantis All Equity Markets ETF | 3.07 | |||
| WBIG | WBI BullBear Yield 3000 ETF | 3.04 | |||
| PJBF | PGIM Jennison Better Future ETF | — |
Historical Sortino Ratio
The chart shows PJBF's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when PJBF consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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