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PGIM S&P 500 Max Buffer ETF - December (PMDE) Sortino Ratio

ETF · Currency in USD · Last updated Jun 23, 2026

The PGIM S&P 500 Max Buffer ETF - December (PMDE) seeks returns that match the price return of the SPDR S&P 500 ETF Trust up to a predetermined upside cap while seeking to maximize downside protection against SPY losses over a one-year target outcome period. The fund is actively managed and uses options to create its defined outcome profile.

Sortino ratio is not yet available for PMDE. 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 S&P 500 Max Buffer ETF - December's Sortino Ratio with other ETFs in the Defined Outcome, Options Trading category across multiple time periods, showing how PMDE'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 Jun 23, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
PMAPPGIM S&P 500 Max Buffer ETF - April12.40
LAPRInnovator Premium Income 15 Buffer ETF - April12.09
CPSPCalamos S&P 500 Structured Alt Protection ETF - April9.59
MMAXiShares Large Cap Max Buffer Mar ETF9.29
ZAPRInnovator Equity Defined Protection ETF - 1 Yr April8.64
APRJInnovator Premium Income 30 Barrier ETF - April8.53
APRWAllianzIM U.S. Large Cap Buffer20 Apr ETF8.31
XBAPInnovator U.S. Equity Accelerated 9 Buffer ETF - April7.88
PAPRInnovator U.S. Equity Power Buffer ETF - April7.62
XIMRFT Vest U.S. Equity Buffer & Premium Income ETF - March7.61
PMDEPGIM S&P 500 Max Buffer ETF - December—

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows PMDE'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 PMDE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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