PBFR vs. UXJL

Last updated Jun 4, 2026

PBFR (PGIM Laddered S&P 500 Buffer 20 ETF) and UXJL (FT Vest U.S. Equity Uncapped Accelerator ETF - July) are both Defined Outcome funds. Both are actively managed. Their correlation of 0.90 suggests significant overlap in exposure. PBFR charges 0.50%/yr vs 0.85%/yr for UXJL.

Performance

PBFR vs. UXJL - 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 - July (UXJL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PBFR achieves a 4.52% return, which is significantly lower than UXJL's 11.78% return.

PBFR

• 1D: -0.16%
• 1M: 1.58%
• YTD: 4.52%
• 6M: 5.34%
• 1Y: 12.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

UXJL

• 1D: -0.76%
• 1M: 6.02%
• YTD: 11.78%
• 6M: 11.50%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PBFR vs. UXJL - Yearly Performance Comparison

	2026 (YTD)	2025
PBFR PGIM Laddered S&P 500 Buffer 20 ETF	4.52%	5.01%
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	11.78%	9.31%

Correlation

The correlation between PBFR and UXJL is 0.90, 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 22, 2025	0.90

Return for Risk

PBFR vs. UXJL — Risk / Return Rank

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

PBFR

PBFR Risk / Return Rank: 90
PBFR Sharpe Ratio Rank: 88
PBFR Sortino Ratio Rank: 91
PBFR Omega Ratio Rank: 93
PBFR Calmar Ratio Rank: 84
PBFR Martin Ratio Rank: 93

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.

PBFR vs. UXJL - 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 - July (UXJL). 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.

	PBFR	UXJL	Difference
Sharpe ratio: Return per unit of total volatility	2.99	—	—
Sortino ratio: Return per unit of downside risk	4.36	—	—
Omega ratio: Gain probability vs. loss probability	1.66	—	—
Calmar ratio: Return relative to maximum drawdown	4.57	—	—
Martin ratio: Return relative to average drawdown	24.09	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PBFR	UXJL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.99	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.54	1.87	-0.33

Drawdowns

PBFR vs. UXJL - Drawdown Comparison

The maximum PBFR drawdown since its inception was -8.50%, smaller than the maximum UXJL drawdown of -10.29%. Use the drawdown chart below to compare losses from any high point for PBFR and UXJL.

Drawdown Indicators

	PBFR	UXJL	Difference
Max Drawdown Largest peak-to-trough decline	-8.50%	-10.29%	+1.79%
Max Drawdown (1Y) Largest decline over 1 year	-2.82%	—	—
Current Drawdown Current decline from peak	-0.16%	-0.76%	+0.60%
Average Drawdown Average peak-to-trough decline	-0.63%	-1.51%	+0.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.53%	—	—

Volatility

Volatility by Period

	PBFR	UXJL	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.64%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.34%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.33%	13.90%	-9.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.89%	13.90%	-7.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.89%	13.90%	-7.01%

PBFR vs. UXJL - Expense Ratio Comparison

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

Dividends

PBFR vs. UXJL - Dividend Comparison

PBFR's dividend yield for the trailing twelve months is around 0.01%, while UXJL 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%
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PBFR and UXJL in my portfolio?

PBFR and UXJL have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PBFR or UXJL?

On fees, PBFR is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PBFR or UXJL?

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

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

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

What is the main difference between PBFR and UXJL?

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