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AADR vs. PJBF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AADR vs. PJBF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Dorsey Wright ADR ETF (AADR) and PGIM Jennison Better Future ETF (PJBF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


AADR

1D
-1.19%
1M
-1.60%
6M
-10.77%
YTD
-4.11%
1Y
5.84%
3Y*
18.06%
5Y*
6.72%
10Y*
8.44%

PJBF

1D
0.00%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AADR vs. PJBF - Yearly Performance Comparison


AADR vs. PJBF - Sectors Allocation Comparison


Sectors
AADR
PJBF

Healthcare

17.6%
11.5%

Basic Materials

16.7%

-

Financial Services

15.1%
2.5%

Industrials

12.4%
16.5%

Technology

9.9%
40.0%

Communication Services

9.3%
11.5%

Energy

8.9%

-

Consumer Cyclical

5.2%
13.8%

Utilities

2.7%
2.0%

Consumer Defensive

2.3%
2.3%

Real Estate

-

-

Healthcare

AADR
17.6%
PJBF
11.5%

Basic Materials

AADR
16.7%
PJBF

-

Financial Services

AADR
15.1%
PJBF
2.5%

Industrials

AADR
12.4%
PJBF
16.5%

Technology

AADR
9.9%
PJBF
40.0%

Communication Services

AADR
9.3%
PJBF
11.5%

Energy

AADR
8.9%
PJBF

-

Consumer Cyclical

AADR
5.2%
PJBF
13.8%

Utilities

AADR
2.7%
PJBF
2.0%

Consumer Defensive

AADR
2.3%
PJBF
2.3%

Real Estate

AADR

-

PJBF

-

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Return for Risk

AADR vs. PJBF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AADR
AADR Risk / Return Rank: 1414
Overall Rank
AADR Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
AADR Sortino Ratio Rank: 1313
Sortino Ratio Rank
AADR Omega Ratio Rank: 1414
Omega Ratio Rank
AADR Calmar Ratio Rank: 1313
Calmar Ratio Rank
AADR Martin Ratio Rank: 1313
Martin Ratio Rank

PJBF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

AADR vs. PJBF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright ADR ETF (AADR) and PGIM Jennison Better Future ETF (PJBF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


AADRPJBFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.07

Calmar ratioReturn relative to maximum drawdown

0.30

Martin ratioReturn relative to average drawdown

0.70

AADR vs. PJBF - Sharpe Ratio Comparison


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Drawdowns

AADR vs. PJBF - Drawdown Comparison

The maximum AADR drawdown since its inception was -45.01%, which is greater than PJBF's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for AADR and PJBF.


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Drawdown Indicators


AADRPJBFDifference

Max Drawdown

Largest peak-to-trough decline

-45.01%

0.00%

-45.01%

Max Drawdown (1Y)

Largest decline over 1 year

-19.30%

Max Drawdown (3Y)

Largest decline over 3 years

-20.61%

Max Drawdown (5Y)

Largest decline over 5 years

-34.80%

Max Drawdown (10Y)

Largest decline over 10 years

-45.01%

Current Drawdown

Current decline from peak

-14.81%

0.00%

-14.81%

Average Drawdown

Average peak-to-trough decline

-9.43%

0.00%

-9.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.40%

Volatility

AADR vs. PJBF - Volatility Comparison


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Volatility by Period


AADRPJBFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

Volatility (6M)

Calculated over the trailing 6-month period

18.19%

Volatility (1Y)

Calculated over the trailing 1-year period

21.80%

0.00%

+21.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.72%

0.00%

+21.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.13%

0.00%

+22.13%

AADR vs. PJBF - Expense Ratio Comparison

AADR has a 1.10% expense ratio, which is higher than PJBF's 0.59% expense ratio.


Dividends

AADR vs. PJBF - Dividend Comparison

AADR's dividend yield for the trailing twelve months is around 0.84%, while PJBF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AADR
AdvisorShares Dorsey Wright ADR ETF
0.84%0.49%1.33%0.74%3.65%0.92%0.11%0.58%0.75%0.74%0.58%0.81%
PJBF
PGIM Jennison Better Future ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, PJBF is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PJBF is cheaper with a 0.59% expense ratio, compared with 1.10% for AADR.

AADR has the higher dividend yield at 0.84%, compared with 0.00% for PJBF.

They also come from different issuers: AdvisorShares and PGIM. Their fees differ too: 1.10% for AADR and 0.59% for PJBF.

Portfolio Optimizer

Find the right allocation for AADR and PJBF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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