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CHRI vs. PMMY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHRI vs. PMMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Christian Values ETF (CHRI) and PGIM S&P 500 Max Buffer ETF - May (PMMY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHRI achieves a 10.12% return, which is significantly higher than PMMY's 2.19% return.


CHRI

1D
-0.67%
1M
5.01%
YTD
10.12%
6M
9.91%
1Y
3Y*
5Y*
10Y*

PMMY

1D
-0.04%
1M
0.79%
YTD
2.19%
6M
2.74%
1Y
5.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHRI vs. PMMY - Yearly Performance Comparison


Correlation

The correlation between CHRI and PMMY is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 25, 2025

0.80

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Return for Risk

CHRI vs. PMMY — Risk / Return Rank

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

CHRI

PMMY
PMMY Risk / Return Rank: 9898
Overall Rank
PMMY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PMMY Sortino Ratio Rank: 9999
Sortino Ratio Rank
PMMY Omega Ratio Rank: 9999
Omega Ratio Rank
PMMY Calmar Ratio Rank: 9898
Calmar Ratio Rank
PMMY Martin Ratio Rank: 9999
Martin Ratio Rank
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.

CHRI vs. PMMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Christian Values ETF (CHRI) and PGIM S&P 500 Max Buffer ETF - May (PMMY). 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.


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

CHRI vs. PMMY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CHRIPMMYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.35

Sharpe Ratio (All Time)

Calculated using the full available price history

1.49

4.56

-3.06

Drawdowns

CHRI vs. PMMY - Drawdown Comparison

The maximum CHRI drawdown since its inception was -9.36%, which is greater than PMMY's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for CHRI and PMMY.


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Drawdown Indicators


CHRIPMMYDifference

Max Drawdown

Largest peak-to-trough decline

-9.36%

-0.36%

-9.00%

Max Drawdown (1Y)

Largest decline over 1 year

-0.36%

Current Drawdown

Current decline from peak

-0.67%

-0.04%

-0.63%

Average Drawdown

Average peak-to-trough decline

-1.57%

-0.04%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

Volatility

CHRI vs. PMMY - Volatility Comparison


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Volatility by Period


CHRIPMMYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

Volatility (6M)

Calculated over the trailing 6-month period

0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

13.26%

1.12%

+12.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.26%

1.39%

+11.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.26%

1.39%

+11.87%

CHRI vs. PMMY - Expense Ratio Comparison

CHRI has a 0.29% expense ratio, which is lower than PMMY's 0.50% expense ratio.


Dividends

CHRI vs. PMMY - Dividend Comparison

CHRI's dividend yield for the trailing twelve months is around 0.16%, while PMMY has not paid dividends to shareholders.


Frequently Asked Questions


CHRI and PMMY have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CHRI is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CHRI is cheaper with a 0.29% expense ratio, compared with 0.50% for PMMY.

CHRI has the higher dividend yield at 0.16%, compared with 0.00% for PMMY.

CHRI is categorized as S&P 500, while PMMY is Defined Outcome. They also come from different issuers: Global X and PGIM. Their fees differ too: 0.29% for CHRI and 0.50% for PMMY.

Portfolio Optimizer

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