PBFR vs. UXJA

Last updated Aug 6, 2026

PBFR (PGIM Laddered S&P 500 Buffer 20 ETF) and UXJA (FT Vest U.S. Equity Uncapped Accelerator ETF - January) are both Defined Outcome funds. Both are actively managed. Over the past year, PBFR returned 11.38% vs 25.34% for UXJA. Their correlation of 0.91 means they have usually moved in the same direction. PBFR charges 0.50%/yr vs 0.85%/yr for UXJA.

Performance

PBFR vs. UXJA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Laddered S&P 500 Buffer 20 ETF (PBFR) and FT Vest U.S. Equity Uncapped Accelerator ETF - January (UXJA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PBFR achieves a 6.30% return, which is significantly lower than UXJA's 14.20% return.

PBFR

• 1D: 0.00%
• 1M: 1.14%
• 6M: 5.86%
• YTD: 6.30%
• 1Y: 11.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 10.51%

UXJA

• 1D: -0.11%
• 1M: 2.89%
• 6M: 13.48%
• YTD: 14.20%
• 1Y: 25.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PBFR PGIM Laddered S&P 500 Buffer 20 ETF	$1.41M	$1.13M	$1.64M
UXJA FT Vest U.S. Equity Uncapped Accelerator ETF - January	$50.11K	$64.18K	$76.75K

PBFR vs. UXJA - Yearly Performance Comparison

	2026 (YTD)	2025
PBFR PGIM Laddered S&P 500 Buffer 20 ETF	6.30%	9.45%
UXJA FT Vest U.S. Equity Uncapped Accelerator ETF - January	14.20%	14.47%

Correlation

The correlation between PBFR and UXJA is 0.91, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.91
Correlation (All Time) Calculated using the full available price history since Jan 21, 2025	0.91

The correlation between PBFR and UXJA has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

Return for Risk

PBFR vs. UXJA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PBFR

PBFR Risk / Return Rank: 93
PBFR Sharpe Ratio Rank: 92
PBFR Sortino Ratio Rank: 93
PBFR Omega Ratio Rank: 94
PBFR Calmar Ratio Rank: 89
PBFR Martin Ratio Rank: 94

UXJA

UXJA Risk / Return Rank: 65
UXJA Sharpe Ratio Rank: 66
UXJA Sortino Ratio Rank: 63
UXJA Omega Ratio Rank: 61
UXJA Calmar Ratio Rank: 65
UXJA Martin Ratio Rank: 72

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PBFR vs. UXJA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Laddered S&P 500 Buffer 20 ETF (PBFR) and FT Vest U.S. Equity Uncapped Accelerator ETF - January (UXJA). 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.

	PBFR	UXJA	Difference
Sharpe ratio: Return per unit of total volatility	2.60	1.75	+0.86
Sortino ratio: Return per unit of downside risk	3.78	2.41	+1.37
Omega ratio: Gain probability vs. loss probability	1.55	1.30	+0.24
Calmar ratio: Return relative to maximum drawdown	4.05	2.59	+1.47
Martin ratio: Return relative to average drawdown	20.64	10.21	+10.43

PBFR vs. UXJA - Sharpe Ratio Comparison

The current PBFR Sharpe Ratio is 2.60, which is higher than the UXJA Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of PBFR and UXJA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PBFR vs. UXJA - Drawdown Comparison

The maximum PBFR drawdown since its inception was -8.50%, smaller than the maximum UXJA drawdown of -20.01%. Use the drawdown chart below to compare losses from any high point for PBFR and UXJA.

Drawdown Indicators

	PBFR	UXJA	Difference
Max Drawdown Largest peak-to-trough decline	-8.50%	-20.01%	+11.51%
Max Drawdown (1Y) Largest decline over 1 year	-2.82%	-9.83%	+7.01%
Current Drawdown Current decline from peak	0.00%	-0.11%	+0.11%
Average Drawdown Average peak-to-trough decline	-0.61%	-2.88%	+2.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.55%	2.49%	-1.94%

Volatility

PBFR vs. UXJA - Volatility Comparison

The current volatility for PGIM Laddered S&P 500 Buffer 20 ETF (PBFR) is 1.34%, while FT Vest U.S. Equity Uncapped Accelerator ETF - January (UXJA) has a volatility of 4.64%. This indicates that PBFR experiences smaller price fluctuations and is considered to be less risky than UXJA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PBFR	UXJA	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.34%	4.64%	-3.30%
Volatility (6M) Calculated over the trailing 6-month period	3.65%	11.35%	-7.70%
Volatility (1Y) Calculated over the trailing 1-year period	4.39%	14.58%	-10.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.73%	18.40%	-11.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.73%	18.40%	-11.67%

PBFR vs. UXJA - Expense Ratio Comparison

PBFR has a 0.50% expense ratio, which is lower than UXJA's 0.85% expense ratio.

Dividends

PBFR vs. UXJA - Dividend Comparison

PBFR's dividend yield for the trailing twelve months is around 0.01%, while UXJA has not paid dividends to shareholders.

Position	TTM	2025	2024
PBFR PGIM Laddered S&P 500 Buffer 20 ETF	0.01%	0.01%	0.01%
UXJA FT Vest U.S. Equity Uncapped Accelerator ETF - January	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PBFR and UXJA in my portfolio?

With a correlation of 0.91, PBFR and UXJA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, PBFR or UXJA?

UXJA has higher volatility (4.64%) compared to PBFR (1.34%). In terms of maximum drawdown, PBFR dropped -8.50% vs UXJA's -20.01%.

Which ETF is better, PBFR or UXJA?

On 1-year performance, UXJA leads with 25.34% vs 11.38% for PBFR. On fees, PBFR is cheaper at 0.50% per year. On volatility, PBFR has been the lower-risk option at 1.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PBFR or UXJA?

Over the 1-year period, UXJA has performed better with a 25.34% return vs 11.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PBFR or UXJA?

PBFR is cheaper with a 0.50% expense ratio, compared with 0.85% for UXJA.

Which ETF pays a higher dividend yield, PBFR or UXJA?

PBFR has the higher dividend yield at 0.01%, compared with 0.00% for UXJA.

What is the main difference between PBFR and UXJA?

They also come from different issuers: PGIM and First Trust. Their fees differ too: 0.50% for PBFR and 0.85% for UXJA.

Which has better risk-adjusted returns?

PBFR currently has the higher Sharpe Ratio (2.60 vs 1.75), 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.