PFRL vs. HYGH

In the year-to-date period, PFRL achieves a 0.21% return, which is significantly lower than HYGH's 0.61% return.

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PFRL has a 0.72% expense ratio, which is higher than HYGH's 0.53% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for PGIM Floating Rate Income ETF (PFRL) and iShares Interest Rate Hedged High Yield Bond ETF (HYGH). 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.

The current PFRL Sharpe Ratio is 0.66, which is lower than the HYGH Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of PFRL and HYGH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PFRL's dividend yield for the trailing twelve months is around 8.40%, more than HYGH's 7.53% yield.

The maximum PFRL drawdown since its inception was -8.83%, smaller than the maximum HYGH drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for PFRL and HYGH. For additional features, visit the drawdowns tool.

The current volatility for PGIM Floating Rate Income ETF (PFRL) is 0.81%, while iShares Interest Rate Hedged High Yield Bond ETF (HYGH) has a volatility of 2.04%. This indicates that PFRL experiences smaller price fluctuations and is considered to be less risky than HYGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.