FNGR vs. PHYL
Compare and contrast key facts about FingerMotion Inc (FNGR) and PGIM Active High Yield Bond ETF (PHYL).
PHYL is an actively managed fund by Prudential. It was launched on Sep 24, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FNGR or PHYL.
Key characteristics
FNGR | PHYL | |
---|---|---|
YTD Return | -47.51% | 8.83% |
1Y Return | -53.63% | 15.63% |
3Y Return (Ann) | -32.96% | 2.74% |
5Y Return (Ann) | 5.08% | 4.55% |
Sharpe Ratio | -0.67 | 3.69 |
Sortino Ratio | -0.83 | 5.91 |
Omega Ratio | 0.91 | 1.78 |
Calmar Ratio | -0.60 | 2.22 |
Martin Ratio | -1.11 | 25.53 |
Ulcer Index | 48.26% | 0.64% |
Daily Std Dev | 79.43% | 4.38% |
Max Drawdown | -97.86% | -22.06% |
Current Drawdown | -86.81% | -0.06% |
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.
Performance
FNGR vs. PHYL - Performance Comparison
In the year-to-date period, FNGR achieves a -47.51% return, which is significantly lower than PHYL's 8.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
FNGR vs. PHYL - Risk-Adjusted Performance 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.
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 8.16%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
---|---|---|---|---|---|---|---|
FingerMotion Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PGIM Active High Yield Bond ETF | 8.16% | 7.62% | 6.55% | 6.13% | 7.51% | 7.30% | 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 -22.06%. Use the drawdown chart below to compare losses from any high point for FNGR and PHYL. For additional features, visit the drawdowns tool.
Volatility
FNGR vs. PHYL - Volatility Comparison
FingerMotion Inc (FNGR) has a higher volatility of 20.60% compared to PGIM Active High Yield Bond ETF (PHYL) at 1.03%. 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.