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PAAA vs. IEFA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAAA vs. IEFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM AAA CLO ETF (PAAA) and iShares Core MSCI EAFE ETF (IEFA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PAAA achieves a 2.14% return, which is significantly lower than IEFA's 9.51% return.


PAAA

1D
0.00%
1M
0.36%
YTD
2.14%
6M
2.42%
1Y
5.14%
3Y*
5Y*
10Y*

IEFA

1D
0.18%
1M
0.85%
YTD
9.51%
6M
11.08%
1Y
20.89%
3Y*
16.31%
5Y*
8.10%
10Y*
9.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAAA vs. IEFA - Yearly Performance Comparison


2026 (YTD)202520242023
PAAA
PGIM AAA CLO ETF
2.14%5.37%7.47%3.83%
IEFA
iShares Core MSCI EAFE ETF
9.51%32.08%3.26%3.26%

Correlation

The correlation between PAAA and IEFA is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2023

0.12

The correlation between PAAA and IEFA shifts across timeframes, from 0.12 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PAAA vs. IEFA — Risk / Return Rank

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

PAAA
PAAA Risk / Return Rank: 9999
Overall Rank
PAAA Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
PAAA Sortino Ratio Rank: 9999
Sortino Ratio Rank
PAAA Omega Ratio Rank: 9999
Omega Ratio Rank
PAAA Calmar Ratio Rank: 9999
Calmar Ratio Rank
PAAA Martin Ratio Rank: 9999
Martin Ratio Rank

IEFA
IEFA Risk / Return Rank: 4444
Overall Rank
IEFA Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IEFA Sortino Ratio Rank: 4444
Sortino Ratio Rank
IEFA Omega Ratio Rank: 4343
Omega Ratio Rank
IEFA Calmar Ratio Rank: 4242
Calmar Ratio Rank
IEFA Martin Ratio Rank: 4848
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.

PAAA vs. IEFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM AAA CLO ETF (PAAA) and iShares Core MSCI EAFE ETF (IEFA). 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.


PAAAIEFADifference
Sharpe ratioReturn per unit of total volatility

+9.59

Sortino ratioReturn per unit of downside risk

+19.43

Omega ratioGain probability vs. loss probability

6.66

1.25

+5.42

Calmar ratioReturn relative to maximum drawdown

29.67

1.83

+27.84

Martin ratioReturn relative to average drawdown

183.78

6.93

+176.85

PAAA vs. IEFA - Sharpe Ratio Comparison

The current PAAA Sharpe Ratio is 10.94, which is higher than the IEFA Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of PAAA and IEFA, 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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Drawdowns

PAAA vs. IEFA - Drawdown Comparison

The maximum PAAA drawdown since its inception was -1.04%, smaller than the maximum IEFA drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for PAAA and IEFA.


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Drawdown Indicators


PAAAIEFADifference

Max Drawdown

Largest peak-to-trough decline

-1.04%

-34.78%

+33.74%

Max Drawdown (1Y)

Largest decline over 1 year

-0.17%

-11.50%

+11.33%

Max Drawdown (3Y)

Largest decline over 3 years

-13.76%

Max Drawdown (5Y)

Largest decline over 5 years

-30.41%

Max Drawdown (10Y)

Largest decline over 10 years

-34.78%

Current Drawdown

Current decline from peak

0.00%

-0.60%

+0.60%

Average Drawdown

Average peak-to-trough decline

-0.02%

-6.68%

+6.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

3.03%

-3.00%

Volatility

PAAA vs. IEFA - Volatility Comparison

The current volatility for PGIM AAA CLO ETF (PAAA) is 0.11%, while iShares Core MSCI EAFE ETF (IEFA) has a volatility of 5.50%. This indicates that PAAA experiences smaller price fluctuations and is considered to be less risky than IEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAAAIEFADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.11%

5.50%

-5.39%

Volatility (6M)

Calculated over the trailing 6-month period

0.35%

13.11%

-12.76%

Volatility (1Y)

Calculated over the trailing 1-year period

0.47%

15.54%

-15.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.97%

16.61%

-15.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.97%

17.31%

-16.34%

PAAA vs. IEFA - Expense Ratio Comparison

PAAA has a 0.19% expense ratio, which is higher than IEFA's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

PAAA vs. IEFA - Dividend Comparison

PAAA's dividend yield for the trailing twelve months is around 4.88%, more than IEFA's 3.24% yield.


PositionTTM20252024202320222021202020192018201720162015
IEFA
iShares Core MSCI EAFE ETF
3.24%3.55%3.47%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%
PAAA
PGIM AAA CLO ETF
4.88%5.12%5.88%2.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PAAA and IEFA have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEFA has higher volatility (5.50%) compared to PAAA (0.11%). In terms of maximum drawdown, PAAA dropped -1.04% vs IEFA's -34.78%.

On 1-year performance, IEFA leads with 20.89% vs 5.14% for PAAA. On fees, IEFA is cheaper at 0.07% per year. On volatility, PAAA has been the lower-risk option at 0.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IEFA has performed better with a 20.89% return vs 5.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEFA is cheaper with a 0.07% expense ratio, compared with 0.19% for PAAA.

PAAA has the higher dividend yield at 4.88%, compared with 3.24% for IEFA.

PAAA is categorized as CLO, while IEFA is Foreign Large Cap Equities. They also come from different issuers: PGIM and iShares. Their fees differ too: 0.19% for PAAA and 0.07% for IEFA.

PAAA currently has the higher Sharpe Ratio (10.94 vs 1.35), 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.

Portfolio Optimizer

Find the right allocation for PAAA and IEFA

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