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BDVL vs. PJBF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDVL vs. PJBF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Disciplined Volatility Equity Active ETF (BDVL) 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


BDVL

1D
0.11%
1M
-0.11%
6M
4.83%
YTD
5.75%
1Y
3Y*
5Y*
10Y*

PJBF

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

BDVL vs. PJBF - Yearly Performance Comparison


BDVL vs. PJBF - Sectors Allocation Comparison


Sectors
BDVL
PJBF

Technology

27.7%
40.0%

Financial Services

15.4%
2.5%

Industrials

12.7%
16.5%

Healthcare

10.8%
11.5%

Communication Services

9.1%
11.5%

Consumer Cyclical

5.8%
13.8%

Consumer Defensive

5.5%
2.3%

Utilities

5.0%
2.0%

Energy

2.1%

-

Basic Materials

1.2%

-

Real Estate

0.5%

-

Technology

BDVL
27.7%
PJBF
40.0%

Financial Services

BDVL
15.4%
PJBF
2.5%

Industrials

BDVL
12.7%
PJBF
16.5%

Healthcare

BDVL
10.8%
PJBF
11.5%

Communication Services

BDVL
9.1%
PJBF
11.5%

Consumer Cyclical

BDVL
5.8%
PJBF
13.8%

Consumer Defensive

BDVL
5.5%
PJBF
2.3%

Utilities

BDVL
5.0%
PJBF
2.0%

Energy

BDVL
2.1%
PJBF

-

Basic Materials

BDVL
1.2%
PJBF

-

Real Estate

BDVL
0.5%
PJBF

-

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Return for Risk

BDVL vs. PJBF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Disciplined Volatility Equity Active ETF (BDVL) 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.


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

BDVL vs. PJBF - Sharpe Ratio Comparison


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Drawdowns

BDVL vs. PJBF - Drawdown Comparison

The maximum BDVL drawdown since its inception was -7.71%, which is greater than PJBF's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BDVL and PJBF.


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Drawdown Indicators


BDVLPJBFDifference

Max Drawdown

Largest peak-to-trough decline

-7.71%

0.00%

-7.71%

Current Drawdown

Current decline from peak

-0.81%

0.00%

-0.81%

Average Drawdown

Average peak-to-trough decline

-1.14%

0.00%

-1.14%

Volatility

BDVL vs. PJBF - Volatility Comparison


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Volatility by Period


BDVLPJBFDifference

Volatility (1Y)

Calculated over the trailing 1-year period

9.48%

0.00%

+9.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.48%

0.00%

+9.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.48%

0.00%

+9.48%

BDVL vs. PJBF - Expense Ratio Comparison

BDVL has a 0.40% expense ratio, which is lower than PJBF's 0.59% expense ratio.


Dividends

BDVL vs. PJBF - Dividend Comparison

BDVL's dividend yield for the trailing twelve months is around 3.52%, while PJBF has not paid dividends to shareholders.


Frequently Asked Questions


On fees, BDVL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BDVL is cheaper with a 0.40% expense ratio, compared with 0.59% for PJBF.

BDVL has the higher dividend yield at 3.52%, compared with 0.00% for PJBF.

They also come from different issuers: iShares and PGIM. Their fees differ too: 0.40% for BDVL and 0.59% for PJBF.

Portfolio Optimizer

Find the right allocation for BDVL 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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