BANX vs. PFRL
BANX (StoneCastle Financial Corp.) is a stock, while PFRL (PGIM Floating Rate Income ETF) is Bank Loan fund actively managed by PGIM. Over the past 3 years, BANX returned 18.70%/yr vs 8.48%/yr for PFRL. At a 0.09 correlation, their price movements are largely independent.
Performance
BANX vs. PFRL - Performance Comparison
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Returns By Period
In the year-to-date period, BANX achieves a -6.87% return, which is significantly lower than PFRL's 2.31% return.
BANX
- 1D
- -0.61%
- 1M
- -1.02%
- YTD
- -6.87%
- 6M
- -7.09%
- 1Y
- 4.64%
- 3Y*
- 18.70%
- 5Y*
- 8.45%
- 10Y*
- 9.86%
PFRL
- 1D
- -0.02%
- 1M
- 0.49%
- YTD
- 2.31%
- 6M
- 2.78%
- 1Y
- 6.38%
- 3Y*
- 8.48%
- 5Y*
- —
- 10Y*
- —
BANX vs. PFRL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BANX StoneCastle Financial Corp. | -6.87% | 15.64% | 27.68% | 20.43% | -6.25% |
PFRL PGIM Floating Rate Income ETF | 2.31% | 6.25% | 9.40% | 13.75% | 1.27% |
Correlation
The correlation between BANX and PFRL is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since May 24, 2022 | 0.09 |
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Return for Risk
BANX vs. PFRL — Risk / Return Rank
BANX
PFRL
BANX vs. PFRL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for StoneCastle Financial Corp. (BANX) and PGIM Floating Rate Income ETF (PFRL). 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.
| BANX | PFRL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.02 | ||
| Sortino ratioReturn per unit of downside risk | -4.28 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.73 | -0.66 |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | 5.11 | -4.75 |
| Martin ratioReturn relative to average drawdown | 0.78 | 17.36 | -16.58 |
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Drawdowns
BANX vs. PFRL - Drawdown Comparison
The maximum BANX drawdown since its inception was -55.06%, which is greater than PFRL's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for BANX and PFRL.
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Drawdown Indicators
| BANX | PFRL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.06% | -8.83% | -46.23% |
Max Drawdown (1Y)Largest decline over 1 year | -13.20% | -1.25% | -11.95% |
Max Drawdown (3Y)Largest decline over 3 years | -13.71% | -8.83% | -4.88% |
Max Drawdown (5Y)Largest decline over 5 years | -28.50% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -55.06% | — | — |
Current DrawdownCurrent decline from peak | -8.05% | -0.02% | -8.03% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -0.43% | -9.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.98% | 0.37% | +5.61% |
Volatility
BANX vs. PFRL - Volatility Comparison
StoneCastle Financial Corp. (BANX) has a higher volatility of 3.05% compared to PGIM Floating Rate Income ETF (PFRL) at 0.50%. This indicates that BANX's price experiences larger fluctuations and is considered to be riskier than PFRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BANX | PFRL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 0.50% | +2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.75% | 1.61% | +9.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.42% | 1.93% | +13.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.73% | 4.83% | +15.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.55% | 4.83% | +22.72% |
Dividends
BANX vs. PFRL - Dividend Comparison
BANX's dividend yield for the trailing twelve months is around 13.34%, more than PFRL's 6.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BANX StoneCastle Financial Corp. | 13.34% | 10.54% | 9.53% | 12.11% | 9.74% | 5.64% | 8.16% | 6.82% | 7.88% | 7.45% | 7.81% | 9.26% |
PFRL PGIM Floating Rate Income ETF | 6.81% | 7.34% | 8.96% | 9.84% | 3.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BANX and PFRL have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BANX has higher volatility (3.05%) compared to PFRL (0.50%). In terms of maximum drawdown, BANX dropped -55.06% vs PFRL's -8.83%.
PFRL currently has the higher Sharpe Ratio (3.33 vs 0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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