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AVGE vs. PJBF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVGE vs. PJBF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis All Equity Markets ETF (AVGE) 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


AVGE

1D
-0.24%
1M
-0.38%
6M
11.55%
YTD
16.02%
1Y
28.79%
3Y*
19.46%
5Y*
10Y*

PJBF

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

AVGE vs. PJBF - Yearly Performance Comparison


AVGE vs. PJBF - Sectors Allocation Comparison


Sectors
AVGE
PJBF

Technology

21.5%
40.0%

Financial Services

17.5%
2.5%

Industrials

13.4%
16.5%

Consumer Cyclical

11.8%
13.8%

Energy

8.2%

-

Communication Services

6.7%
11.5%

Healthcare

5.8%
11.5%

Basic Materials

5.2%

-

Consumer Defensive

4.5%
2.3%

Real Estate

3.3%

-

Utilities

2.0%
2.0%

Technology

AVGE
21.5%
PJBF
40.0%

Financial Services

AVGE
17.5%
PJBF
2.5%

Industrials

AVGE
13.4%
PJBF
16.5%

Consumer Cyclical

AVGE
11.8%
PJBF
13.8%

Energy

AVGE
8.2%
PJBF

-

Communication Services

AVGE
6.7%
PJBF
11.5%

Healthcare

AVGE
5.8%
PJBF
11.5%

Basic Materials

AVGE
5.2%
PJBF

-

Consumer Defensive

AVGE
4.5%
PJBF
2.3%

Real Estate

AVGE
3.3%
PJBF

-

Utilities

AVGE
2.0%
PJBF
2.0%

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Return for Risk

AVGE vs. PJBF — Risk / Return Rank

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

AVGE
AVGE Risk / Return Rank: 8484
Overall Rank
AVGE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
AVGE Sortino Ratio Rank: 8585
Sortino Ratio Rank
AVGE Omega Ratio Rank: 8484
Omega Ratio Rank
AVGE Calmar Ratio Rank: 8080
Calmar Ratio Rank
AVGE Martin Ratio Rank: 8686
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.

AVGE vs. PJBF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis All Equity Markets ETF (AVGE) 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.


AVGEPJBFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

3.36

Martin ratioReturn relative to average drawdown

14.05

AVGE vs. PJBF - Sharpe Ratio Comparison


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Drawdowns

AVGE vs. PJBF - Drawdown Comparison

The maximum AVGE drawdown since its inception was -17.13%, which is greater than PJBF's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for AVGE and PJBF.


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Drawdown Indicators


AVGEPJBFDifference

Max Drawdown

Largest peak-to-trough decline

-17.13%

0.00%

-17.13%

Max Drawdown (1Y)

Largest decline over 1 year

-8.60%

Max Drawdown (3Y)

Largest decline over 3 years

-17.13%

Current Drawdown

Current decline from peak

-0.90%

0.00%

-0.90%

Average Drawdown

Average peak-to-trough decline

-2.38%

0.00%

-2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

Volatility

AVGE vs. PJBF - Volatility Comparison


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Volatility by Period


AVGEPJBFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.56%

Volatility (1Y)

Calculated over the trailing 1-year period

13.06%

0.00%

+13.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

0.00%

+15.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.18%

0.00%

+15.18%

AVGE vs. PJBF - Expense Ratio Comparison

AVGE has a 0.23% expense ratio, which is lower than PJBF's 0.59% expense ratio.


Dividends

AVGE vs. PJBF - Dividend Comparison

AVGE's dividend yield for the trailing twelve months is around 1.40%, while PJBF has not paid dividends to shareholders.


PositionTTM2025202420232022
AVGE
Avantis All Equity Markets ETF
1.40%1.67%1.92%1.93%0.74%
PJBF
PGIM Jennison Better Future ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, AVGE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVGE is cheaper with a 0.23% expense ratio, compared with 0.59% for PJBF.

AVGE has the higher dividend yield at 1.40%, compared with 0.00% for PJBF.

They also come from different issuers: Avantis and PGIM. Their fees differ too: 0.23% for AVGE and 0.59% for PJBF.

Portfolio Optimizer

Find the right allocation for AVGE and PJBF

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