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PAB vs. VGVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAB vs. VGVT - Performance Comparison

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

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Returns By Period

In the year-to-date period, PAB achieves a 0.32% return, which is significantly higher than VGVT's 0.15% return.


PAB

1D
0.15%
1M
0.22%
YTD
0.32%
6M
0.48%
1Y
5.02%
3Y*
4.43%
5Y*
0.18%
10Y*

VGVT

1D
0.05%
1M
0.09%
YTD
0.15%
6M
0.24%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAB vs. VGVT - Yearly Performance Comparison


Correlation

The correlation between PAB and VGVT is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 10, 2025

0.88

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Return for Risk

PAB vs. VGVT — Risk / Return Rank

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

PAB
PAB Risk / Return Rank: 3636
Overall Rank
PAB Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PAB Sortino Ratio Rank: 3838
Sortino Ratio Rank
PAB Omega Ratio Rank: 3535
Omega Ratio Rank
PAB Calmar Ratio Rank: 3636
Calmar Ratio Rank
PAB Martin Ratio Rank: 3535
Martin Ratio Rank

VGVT
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. VGVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Active Aggregate Bond ETF (PAB) and Vanguard Government Securities Active ETF (VGVT). 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.


PABVGVTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.76

Martin ratioReturn relative to average drawdown

5.29

PAB vs. VGVT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PABVGVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

1.19

-1.15

Drawdowns

PAB vs. VGVT - Drawdown Comparison

The maximum PAB drawdown since its inception was -19.27%, which is greater than VGVT's maximum drawdown of -2.77%. Use the drawdown chart below to compare losses from any high point for PAB and VGVT.


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Drawdown Indicators


PABVGVTDifference

Max Drawdown

Largest peak-to-trough decline

-19.27%

-2.77%

-16.50%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-5.95%

Max Drawdown (5Y)

Largest decline over 5 years

-19.27%

Current Drawdown

Current decline from peak

-1.55%

-1.71%

+0.16%

Average Drawdown

Average peak-to-trough decline

-7.83%

-0.67%

-7.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

Volatility

PAB vs. VGVT - Volatility Comparison


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Volatility by Period


PABVGVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

3.89%

3.22%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.22%

3.22%

+3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.15%

3.22%

+2.93%

PAB vs. VGVT - Expense Ratio Comparison

PAB has a 0.19% expense ratio, which is higher than VGVT's 0.10% 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

PAB vs. VGVT - Dividend Comparison

PAB's dividend yield for the trailing twelve months is around 4.56%, more than VGVT's 3.98% yield.


PositionTTM20252024202320222021
PAB
PGIM Active Aggregate Bond ETF
4.56%4.28%4.25%3.70%2.81%2.34%
VGVT
Vanguard Government Securities Active ETF
3.98%2.29%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PAB and VGVT have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGVT is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGVT is cheaper with a 0.10% expense ratio, compared with 0.19% for PAB.

PAB has the higher dividend yield at 4.56%, compared with 3.98% for VGVT.

They also come from different issuers: PGIM and Vanguard. Their fees differ too: 0.19% for PAB and 0.10% for VGVT.

Portfolio Optimizer

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