PortfoliosLab logoPortfoliosLab logo
INKM vs. PJBF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INKM vs. PJBF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSgA Income Allocation ETF (INKM) and PGIM Jennison Better Future ETF (PJBF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


INKM

1D
0.29%
1M
0.24%
6M
4.92%
YTD
6.89%
1Y
12.60%
3Y*
9.46%
5Y*
4.38%
10Y*
5.38%

PJBF

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

INKM vs. PJBF - Yearly Performance Comparison


Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

INKM vs. PJBF — Risk / Return Rank

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

INKM
INKM Risk / Return Rank: 7979
Overall Rank
INKM Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
INKM Sortino Ratio Rank: 8383
Sortino Ratio Rank
INKM Omega Ratio Rank: 8484
Omega Ratio Rank
INKM Calmar Ratio Rank: 6969
Calmar Ratio Rank
INKM Martin Ratio Rank: 7575
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.

INKM vs. PJBF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSgA Income Allocation ETF (INKM) 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.


INKMPJBFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

2.78

Martin ratioReturn relative to average drawdown

10.94

INKM vs. PJBF - Sharpe Ratio Comparison


Loading charts...

Drawdowns

INKM vs. PJBF - Drawdown Comparison

The maximum INKM drawdown since its inception was -28.58%, which is greater than PJBF's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for INKM and PJBF.


Loading charts...

Drawdown Indicators


INKMPJBFDifference

Max Drawdown

Largest peak-to-trough decline

-28.58%

0.00%

-28.58%

Max Drawdown (1Y)

Largest decline over 1 year

-4.55%

Max Drawdown (3Y)

Largest decline over 3 years

-9.25%

Max Drawdown (5Y)

Largest decline over 5 years

-19.18%

Max Drawdown (10Y)

Largest decline over 10 years

-28.58%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.67%

0.00%

-3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

Volatility

INKM vs. PJBF - Volatility Comparison


Loading charts...

Volatility by Period


INKMPJBFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

Volatility (6M)

Calculated over the trailing 6-month period

4.78%

Volatility (1Y)

Calculated over the trailing 1-year period

6.00%

0.00%

+6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.31%

0.00%

+8.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.74%

0.00%

+9.74%

INKM vs. PJBF - Expense Ratio Comparison

INKM has a 0.50% expense ratio, which is lower than PJBF's 0.59% expense ratio.


Dividends

INKM vs. PJBF - Dividend Comparison

INKM's dividend yield for the trailing twelve months is around 4.77%, while PJBF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
INKM
SPDR SSgA Income Allocation ETF
4.77%5.82%4.83%4.56%5.03%3.74%3.88%4.38%4.08%3.10%3.39%3.45%
PJBF
PGIM Jennison Better Future ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, INKM is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

INKM is cheaper with a 0.50% expense ratio, compared with 0.59% for PJBF.

INKM has the higher dividend yield at 4.77%, compared with 0.00% for PJBF.

They also come from different issuers: State Street and PGIM. Their fees differ too: 0.50% for INKM and 0.59% for PJBF.

Portfolio Optimizer

Find the right allocation for INKM 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.

Open Portfolio Optimizer