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FWD vs. PJBF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FWD vs. PJBF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Disruptors ETF (FWD) 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


FWD

1D
-3.44%
1M
-9.53%
6M
14.25%
YTD
23.84%
1Y
43.56%
3Y*
30.95%
5Y*
10Y*

PJBF

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

FWD vs. PJBF - Yearly Performance Comparison


FWD vs. PJBF - Sectors Allocation Comparison


Sectors
FWD
PJBF

Technology

59.8%
40.0%

Industrials

19.3%
16.5%

Healthcare

6.9%
11.5%

Consumer Cyclical

3.6%
13.8%

Communication Services

3.4%
11.5%

Energy

2.6%

-

Basic Materials

1.9%

-

Consumer Defensive

0.8%
2.3%

Real Estate

0.7%

-

Financial Services

0.5%
2.5%

Utilities

0.3%
2.0%

Technology

FWD
59.8%
PJBF
40.0%

Industrials

FWD
19.3%
PJBF
16.5%

Healthcare

FWD
6.9%
PJBF
11.5%

Consumer Cyclical

FWD
3.6%
PJBF
13.8%

Communication Services

FWD
3.4%
PJBF
11.5%

Energy

FWD
2.6%
PJBF

-

Basic Materials

FWD
1.9%
PJBF

-

Consumer Defensive

FWD
0.8%
PJBF
2.3%

Real Estate

FWD
0.7%
PJBF

-

Financial Services

FWD
0.5%
PJBF
2.5%

Utilities

FWD
0.3%
PJBF
2.0%

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Return for Risk

FWD vs. PJBF — Risk / Return Rank

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

FWD
FWD Risk / Return Rank: 6262
Overall Rank
FWD Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FWD Sortino Ratio Rank: 5050
Sortino Ratio Rank
FWD Omega Ratio Rank: 5252
Omega Ratio Rank
FWD Calmar Ratio Rank: 8080
Calmar Ratio Rank
FWD Martin Ratio Rank: 7272
Martin Ratio Rank

PJBF

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

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.

FWD vs. PJBF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Disruptors ETF (FWD) 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.


FWDPJBFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

3.33

Martin ratioReturn relative to average drawdown

10.23

FWD vs. PJBF - Sharpe Ratio Comparison


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Drawdowns

FWD vs. PJBF - Drawdown Comparison

The maximum FWD drawdown since its inception was -29.02%, which is greater than PJBF's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FWD and PJBF.


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Drawdown Indicators


FWDPJBFDifference

Max Drawdown

Largest peak-to-trough decline

-29.02%

0.00%

-29.02%

Max Drawdown (1Y)

Largest decline over 1 year

-13.13%

Max Drawdown (3Y)

Largest decline over 3 years

-29.02%

Current Drawdown

Current decline from peak

-13.13%

0.00%

-13.13%

Average Drawdown

Average peak-to-trough decline

-4.12%

0.00%

-4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

Volatility

FWD vs. PJBF - Volatility Comparison


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Volatility by Period


FWDPJBFDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.13%

Volatility (6M)

Calculated over the trailing 6-month period

23.80%

Volatility (1Y)

Calculated over the trailing 1-year period

28.42%

0.00%

+28.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.79%

0.00%

+25.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.79%

0.00%

+25.79%

FWD vs. PJBF - Expense Ratio Comparison

FWD has a 0.65% expense ratio, which is higher than PJBF's 0.59% expense ratio.


Dividends

FWD vs. PJBF - Dividend Comparison

FWD's dividend yield for the trailing twelve months is around 0.09%, while PJBF has not paid dividends to shareholders.


PositionTTM20252024
FWD
AB Disruptors ETF
0.09%0.11%1.89%
PJBF
PGIM Jennison Better Future ETF
0.00%0.00%0.00%

Frequently Asked Questions


On fees, PJBF is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PJBF is cheaper with a 0.59% expense ratio, compared with 0.65% for FWD.

FWD has the higher dividend yield at 0.09%, compared with 0.00% for PJBF.

They also come from different issuers: AllianceBernstein and PGIM. Their fees differ too: 0.65% for FWD and 0.59% for PJBF.

Portfolio Optimizer

Find the right allocation for FWD 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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