JANP vs. SMH

In the year-to-date period, JANP achieves a 1.51% return, which is significantly higher than SMH's -1.00% return.

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JANP has a 0.50% expense ratio, which is higher than SMH's 0.35% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for PGIM US Large-Cap Buffer 12 ETF - January (JANP) and VanEck Vectors Semiconductor ETF (SMH). 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.

The current JANP Sharpe Ratio is 0.83, which is higher than the SMH Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of JANP and SMH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JANP has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.45%.

The maximum JANP drawdown since its inception was -12.18%, smaller than the maximum SMH drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for JANP and SMH.

The current volatility for PGIM US Large-Cap Buffer 12 ETF - January (JANP) is 2.93%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 9.05%. This indicates that JANP experiences smaller price fluctuations and is considered to be less risky than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.