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PFRL vs. IGHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFRL vs. IGHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Floating Rate Income ETF (PFRL) and ProShares Investment Grade-Interest Rate Hedged (IGHG). The values are adjusted to include any dividend payments, if applicable.

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PFRL vs. IGHG - Yearly Performance Comparison


2026 (YTD)2025202420232022
PFRL
PGIM Floating Rate Income ETF
-0.51%6.25%9.40%13.75%1.27%
IGHG
ProShares Investment Grade-Interest Rate Hedged
-0.14%5.65%9.20%11.58%3.63%

Returns By Period

In the year-to-date period, PFRL achieves a -0.51% return, which is significantly lower than IGHG's -0.14% return.


PFRL

1D
0.12%
1M
0.48%
YTD
-0.51%
6M
1.06%
1Y
5.35%
3Y*
8.43%
5Y*
10Y*

IGHG

1D
0.59%
1M
0.46%
YTD
-0.14%
6M
0.80%
1Y
6.35%
3Y*
8.08%
5Y*
4.75%
10Y*
4.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFRL vs. IGHG - Expense Ratio Comparison

PFRL has a 0.72% expense ratio, which is higher than IGHG's 0.30% expense ratio.


Return for Risk

PFRL vs. IGHG — Risk / Return Rank

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

PFRL
PFRL Risk / Return Rank: 4848
Overall Rank
PFRL Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
PFRL Sortino Ratio Rank: 2727
Sortino Ratio Rank
PFRL Omega Ratio Rank: 8686
Omega Ratio Rank
PFRL Calmar Ratio Rank: 2929
Calmar Ratio Rank
PFRL Martin Ratio Rank: 6363
Martin Ratio Rank

IGHG
IGHG Risk / Return Rank: 8383
Overall Rank
IGHG Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IGHG Sortino Ratio Rank: 8585
Sortino Ratio Rank
IGHG Omega Ratio Rank: 7777
Omega Ratio Rank
IGHG Calmar Ratio Rank: 8787
Calmar Ratio Rank
IGHG Martin Ratio Rank: 8888
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.

PFRL vs. IGHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Floating Rate Income ETF (PFRL) and ProShares Investment Grade-Interest Rate Hedged (IGHG). 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.


PFRLIGHGDifference

Sharpe ratio

Return per unit of total volatility

0.63

1.48

-0.85

Sortino ratio

Return per unit of downside risk

0.77

2.22

-1.45

Omega ratio

Gain probability vs. loss probability

1.34

1.28

+0.05

Calmar ratio

Return relative to maximum drawdown

0.67

2.67

-2.01

Martin ratio

Return relative to average drawdown

6.10

10.52

-4.42

PFRL vs. IGHG - Sharpe Ratio Comparison

The current PFRL Sharpe Ratio is 0.63, which is lower than the IGHG Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of PFRL and IGHG, 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


PFRLIGHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.48

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

1.57

0.51

+1.06

Correlation

The correlation between PFRL and IGHG is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PFRL vs. IGHG - Dividend Comparison

PFRL's dividend yield for the trailing twelve months is around 7.83%, more than IGHG's 5.18% yield.


TTM20252024202320222021202020192018201720162015
PFRL
PGIM Floating Rate Income ETF
7.83%7.34%8.96%9.84%3.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGHG
ProShares Investment Grade-Interest Rate Hedged
5.18%5.14%5.06%4.99%3.55%2.50%2.79%3.48%4.13%3.36%3.37%3.65%

Drawdowns

PFRL vs. IGHG - Drawdown Comparison

The maximum PFRL drawdown since its inception was -8.83%, smaller than the maximum IGHG drawdown of -25.16%. Use the drawdown chart below to compare losses from any high point for PFRL and IGHG.


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Drawdown Indicators


PFRLIGHGDifference

Max Drawdown

Largest peak-to-trough decline

-8.83%

-25.16%

+16.33%

Max Drawdown (1Y)

Largest decline over 1 year

-7.87%

-2.30%

-5.57%

Max Drawdown (5Y)

Largest decline over 5 years

-8.75%

Max Drawdown (10Y)

Largest decline over 10 years

-25.16%

Current Drawdown

Current decline from peak

-0.78%

-1.00%

+0.22%

Average Drawdown

Average peak-to-trough decline

-0.46%

-2.33%

+1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.58%

+0.28%

Volatility

PFRL vs. IGHG - Volatility Comparison

The current volatility for PGIM Floating Rate Income ETF (PFRL) is 0.74%, while ProShares Investment Grade-Interest Rate Hedged (IGHG) has a volatility of 1.20%. This indicates that PFRL experiences smaller price fluctuations and is considered to be less risky than IGHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFRLIGHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

1.20%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

1.61%

2.87%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

8.53%

4.31%

+4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.96%

5.06%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.96%

7.48%

-2.52%