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PAB vs. BND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAB vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Active Aggregate Bond ETF (PAB) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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PAB vs. BND - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PAB
PGIM Active Aggregate Bond ETF
0.07%7.55%1.89%6.37%-14.24%0.90%
BND
Vanguard Total Bond Market ETF
0.05%7.08%1.38%5.65%-13.11%0.74%

Returns By Period

In the year-to-date period, PAB achieves a 0.07% return, which is significantly higher than BND's 0.05% return.


PAB

1D
0.32%
1M
-1.80%
YTD
0.07%
6M
1.20%
1Y
4.75%
3Y*
4.17%
5Y*
10Y*

BND

1D
0.22%
1M
-1.74%
YTD
0.05%
6M
0.95%
1Y
4.24%
3Y*
3.59%
5Y*
0.24%
10Y*
1.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAB vs. BND - Expense Ratio Comparison

PAB has a 0.19% expense ratio, which is higher than BND's 0.03% 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%.


Return for Risk

PAB vs. BND — Risk / Return Rank

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

PAB
PAB Risk / Return Rank: 5959
Overall Rank
PAB Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
PAB Sortino Ratio Rank: 5959
Sortino Ratio Rank
PAB Omega Ratio Rank: 5050
Omega Ratio Rank
PAB Calmar Ratio Rank: 7070
Calmar Ratio Rank
PAB Martin Ratio Rank: 5555
Martin Ratio Rank

BND
BND Risk / Return Rank: 5959
Overall Rank
BND Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BND Sortino Ratio Rank: 5858
Sortino Ratio Rank
BND Omega Ratio Rank: 4949
Omega Ratio Rank
BND Calmar Ratio Rank: 7474
Calmar Ratio Rank
BND Martin Ratio Rank: 5656
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.

PAB vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Active Aggregate Bond ETF (PAB) and Vanguard Total Bond Market ETF (BND). 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.


PABBNDDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.99

+0.09

Sortino ratio

Return per unit of downside risk

1.56

1.41

+0.15

Omega ratio

Gain probability vs. loss probability

1.19

1.18

+0.02

Calmar ratio

Return relative to maximum drawdown

1.81

1.81

0.00

Martin ratio

Return relative to average drawdown

5.47

4.98

+0.49

PAB vs. BND - Sharpe Ratio Comparison

The current PAB Sharpe Ratio is 1.08, which is comparable to the BND Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of PAB and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PABBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.99

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.59

-0.56

Correlation

The correlation between PAB and BND is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PAB vs. BND - Dividend Comparison

PAB's dividend yield for the trailing twelve months is around 4.74%, more than BND's 3.91% yield.


TTM20252024202320222021202020192018201720162015
PAB
PGIM Active Aggregate Bond ETF
4.74%4.28%4.25%3.70%2.81%2.34%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.91%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%

Drawdowns

PAB vs. BND - Drawdown Comparison

The maximum PAB drawdown since its inception was -19.27%, roughly equal to the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for PAB and BND.


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Drawdown Indicators


PABBNDDifference

Max Drawdown

Largest peak-to-trough decline

-19.27%

-18.58%

-0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-2.44%

-0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-1.80%

-2.58%

+0.78%

Average Drawdown

Average peak-to-trough decline

-8.05%

-3.07%

-4.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.89%

+0.04%

Volatility

PAB vs. BND - Volatility Comparison

PGIM Active Aggregate Bond ETF (PAB) has a higher volatility of 1.76% compared to Vanguard Total Bond Market ETF (BND) at 1.63%. This indicates that PAB's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PABBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

1.63%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

2.52%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

4.42%

4.30%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.22%

6.00%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.22%

5.52%

+0.70%