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FNGR vs. PHYL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNGR vs. PHYL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FingerMotion Inc (FNGR) and PGIM Active High Yield Bond ETF (PHYL). The values are adjusted to include any dividend payments, if applicable.

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FNGR vs. PHYL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FNGR
FingerMotion Inc
-19.11%2.50%-70.15%43.06%-60.48%-29.36%1,084.12%-70.69%-12.12%
PHYL
PGIM Active High Yield Bond ETF
-0.69%9.65%8.45%11.91%-11.80%6.20%6.31%16.77%-4.15%

Returns By Period

In the year-to-date period, FNGR achieves a -19.11% return, which is significantly lower than PHYL's -0.69% return.


FNGR

1D
6.85%
1M
-19.11%
YTD
-19.11%
6M
-37.03%
1Y
-27.37%
3Y*
-12.79%
5Y*
-38.28%
10Y*
7.12%

PHYL

1D
0.78%
1M
-1.59%
YTD
-0.69%
6M
0.68%
1Y
7.47%
3Y*
8.62%
5Y*
3.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FNGR vs. PHYL — Risk / Return Rank

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

FNGR
FNGR Risk / Return Rank: 3232
Overall Rank
FNGR Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FNGR Sortino Ratio Rank: 3636
Sortino Ratio Rank
FNGR Omega Ratio Rank: 3535
Omega Ratio Rank
FNGR Calmar Ratio Rank: 2929
Calmar Ratio Rank
FNGR Martin Ratio Rank: 3333
Martin Ratio Rank

PHYL
PHYL Risk / Return Rank: 8585
Overall Rank
PHYL Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PHYL Sortino Ratio Rank: 8787
Sortino Ratio Rank
PHYL Omega Ratio Rank: 9191
Omega Ratio Rank
PHYL Calmar Ratio Rank: 7676
Calmar Ratio Rank
PHYL Martin Ratio Rank: 8484
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.

FNGR vs. PHYL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FingerMotion Inc (FNGR) and PGIM Active High Yield Bond ETF (PHYL). 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.


FNGRPHYLDifference

Sharpe ratio

Return per unit of total volatility

-0.27

1.68

-1.96

Sortino ratio

Return per unit of downside risk

0.28

2.35

-2.07

Omega ratio

Gain probability vs. loss probability

1.03

1.39

-0.36

Calmar ratio

Return relative to maximum drawdown

-0.39

1.95

-2.34

Martin ratio

Return relative to average drawdown

-0.51

9.37

-9.88

FNGR vs. PHYL - Sharpe Ratio Comparison

The current FNGR Sharpe Ratio is -0.27, which is lower than the PHYL Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of FNGR and PHYL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FNGRPHYLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

1.68

-1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

0.70

-1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.69

-0.56

Correlation

The correlation between FNGR and PHYL is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FNGR vs. PHYL - Dividend Comparison

FNGR has not paid dividends to shareholders, while PHYL's dividend yield for the trailing twelve months is around 7.88%.


TTM20252024202320222021202020192018
FNGR
FingerMotion Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PHYL
PGIM Active High Yield Bond ETF
7.88%7.05%8.28%7.62%6.55%6.13%7.51%7.31%1.79%

Drawdowns

FNGR vs. PHYL - Drawdown Comparison

The maximum FNGR drawdown since its inception was -97.86%, which is greater than PHYL's maximum drawdown of -22.07%. Use the drawdown chart below to compare losses from any high point for FNGR and PHYL.


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Drawdown Indicators


FNGRPHYLDifference

Max Drawdown

Largest peak-to-trough decline

-97.86%

-22.07%

-75.79%

Max Drawdown (1Y)

Largest decline over 1 year

-79.62%

-3.80%

-75.82%

Max Drawdown (5Y)

Largest decline over 5 years

-94.42%

-16.11%

-78.31%

Max Drawdown (10Y)

Largest decline over 10 years

-97.86%

Current Drawdown

Current decline from peak

-93.78%

-1.76%

-92.02%

Average Drawdown

Average peak-to-trough decline

-62.58%

-3.13%

-59.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

61.24%

0.79%

+60.45%

Volatility

FNGR vs. PHYL - Volatility Comparison

FingerMotion Inc (FNGR) has a higher volatility of 23.84% compared to PGIM Active High Yield Bond ETF (PHYL) at 1.88%. This indicates that FNGR's price experiences larger fluctuations and is considered to be riskier than PHYL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNGRPHYLDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.84%

1.88%

+21.96%

Volatility (6M)

Calculated over the trailing 6-month period

60.35%

2.50%

+57.85%

Volatility (1Y)

Calculated over the trailing 1-year period

100.92%

4.46%

+96.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

126.81%

5.66%

+121.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

185.49%

7.73%

+177.76%