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FNGR vs. PHYL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, FNGR achieves a -27.15% return, which is significantly lower than PHYL's 1.36% return.


FNGR

1D
29.48%
1M
-9.18%
YTD
-27.15%
6M
-30.00%
1Y
-66.32%
3Y*
-14.82%
5Y*
-34.71%
10Y*
6.44%

PHYL

1D
-0.26%
1M
0.25%
YTD
1.36%
6M
1.93%
1Y
7.43%
3Y*
9.08%
5Y*
4.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNGR vs. PHYL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FNGR
FingerMotion Inc
-27.15%2.50%-70.15%43.06%-60.48%-29.36%1,084.12%-70.69%-12.12%
PHYL
PGIM Active High Yield Bond ETF
1.36%9.65%8.45%11.91%-11.80%6.20%6.31%16.77%-4.15%

Correlation

The correlation between FNGR and PHYL is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2018

0.11

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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: 99
Overall Rank
FNGR Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FNGR Sortino Ratio Rank: 99
Sortino Ratio Rank
FNGR Omega Ratio Rank: 1313
Omega Ratio Rank
FNGR Calmar Ratio Rank: 66
Calmar Ratio Rank
FNGR Martin Ratio Rank: 88
Martin Ratio Rank

PHYL
PHYL Risk / Return Rank: 6969
Overall Rank
PHYL Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PHYL Sortino Ratio Rank: 7575
Sortino Ratio Rank
PHYL Omega Ratio Rank: 7878
Omega Ratio Rank
PHYL Calmar Ratio Rank: 5656
Calmar Ratio Rank
PHYL Martin Ratio Rank: 6969
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 ratioReturn per unit of total volatility

-2.99

Sortino ratioReturn per unit of downside risk

-4.55

Omega ratioGain probability vs. loss probability

0.88

1.47

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.91

2.79

-3.70

Martin ratioReturn relative to average drawdown

-1.40

12.75

-14.15

FNGR vs. PHYL - Sharpe Ratio Comparison

The current FNGR Sharpe Ratio is -0.70, which is lower than the PHYL Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of FNGR and PHYL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FNGRPHYLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.70

2.30

-2.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

0.71

-0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.71

-0.59

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

-73.07%

-2.68%

-70.39%

Max Drawdown (3Y)

Largest decline over 3 years

-91.16%

-4.53%

-86.63%

Max Drawdown (5Y)

Largest decline over 5 years

-92.35%

-16.11%

-76.24%

Max Drawdown (10Y)

Largest decline over 10 years

-97.86%

Current Drawdown

Current decline from peak

-94.40%

-0.30%

-94.10%

Average Drawdown

Average peak-to-trough decline

-63.07%

-3.07%

-60.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.00%

0.58%

+48.42%

Volatility

FNGR vs. PHYL - Volatility Comparison

FingerMotion Inc (FNGR) has a higher volatility of 46.97% compared to PGIM Active High Yield Bond ETF (PHYL) at 1.08%. 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

46.97%

1.08%

+45.89%

Volatility (6M)

Calculated over the trailing 6-month period

67.88%

2.59%

+65.29%

Volatility (1Y)

Calculated over the trailing 1-year period

95.13%

3.26%

+91.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

128.48%

5.68%

+122.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

185.99%

7.66%

+178.33%

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 7.01%.


PositionTTM20252024202320222021202020192018
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
7.01%7.05%8.28%7.62%6.55%6.13%7.51%7.31%1.79%

Frequently Asked Questions


FNGR and PHYL have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNGR has higher volatility (46.97%) compared to PHYL (1.08%). In terms of maximum drawdown, FNGR dropped -97.86% vs PHYL's -22.07%.

PHYL currently has the higher Sharpe Ratio (2.30 vs -0.70), 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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