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PFRL vs. XHYT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFRL and XHYT is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

PFRL vs. XHYT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Floating Rate Income ETF (PFRL) and BondBloxx US High Yield Telecom Media Technology Sector ETF (XHYT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PFRL:

0.71

XHYT:

1.97

Sortino Ratio

PFRL:

0.88

XHYT:

2.88

Omega Ratio

PFRL:

1.39

XHYT:

1.42

Calmar Ratio

PFRL:

0.70

XHYT:

2.92

Martin Ratio

PFRL:

5.69

XHYT:

14.29

Ulcer Index

PFRL:

1.09%

XHYT:

0.89%

Daily Std Dev

PFRL:

8.59%

XHYT:

6.68%

Max Drawdown

PFRL:

-8.83%

XHYT:

-13.49%

Current Drawdown

PFRL:

-0.81%

XHYT:

0.00%

Returns By Period

In the year-to-date period, PFRL achieves a 0.56% return, which is significantly lower than XHYT's 2.64% return.


PFRL

YTD

0.56%

1M

2.94%

6M

1.53%

1Y

6.04%

5Y*

N/A

10Y*

N/A

XHYT

YTD

2.64%

1M

4.20%

6M

2.40%

1Y

13.03%

5Y*

N/A

10Y*

N/A

*Annualized

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PFRL vs. XHYT - Expense Ratio Comparison

PFRL has a 0.72% expense ratio, which is higher than XHYT's 0.35% expense ratio.


Risk-Adjusted Performance

PFRL vs. XHYT — Risk-Adjusted Performance Rank

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

PFRL
The Risk-Adjusted Performance Rank of PFRL is 7676
Overall Rank
The Sharpe Ratio Rank of PFRL is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of PFRL is 5858
Sortino Ratio Rank
The Omega Ratio Rank of PFRL is 9595
Omega Ratio Rank
The Calmar Ratio Rank of PFRL is 7272
Calmar Ratio Rank
The Martin Ratio Rank of PFRL is 8787
Martin Ratio Rank

XHYT
The Risk-Adjusted Performance Rank of XHYT is 9595
Overall Rank
The Sharpe Ratio Rank of XHYT is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of XHYT is 9595
Sortino Ratio Rank
The Omega Ratio Rank of XHYT is 9595
Omega Ratio Rank
The Calmar Ratio Rank of XHYT is 9696
Calmar Ratio Rank
The Martin Ratio Rank of XHYT is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PFRL vs. XHYT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Floating Rate Income ETF (PFRL) and BondBloxx US High Yield Telecom Media Technology Sector ETF (XHYT). 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 0.71, which is lower than the XHYT Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of PFRL and XHYT, 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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Dividends

PFRL vs. XHYT - Dividend Comparison

PFRL has not paid dividends to shareholders, while XHYT's dividend yield for the trailing twelve months is around 7.83%.


TTM202420232022
PFRL
PGIM Floating Rate Income ETF
0.00%0.00%0.00%0.00%
XHYT
BondBloxx US High Yield Telecom Media Technology Sector ETF
7.83%8.04%7.53%5.72%

Drawdowns

PFRL vs. XHYT - Drawdown Comparison

The maximum PFRL drawdown since its inception was -8.83%, smaller than the maximum XHYT drawdown of -13.49%. Use the drawdown chart below to compare losses from any high point for PFRL and XHYT. For additional features, visit the drawdowns tool.


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Volatility

PFRL vs. XHYT - Volatility Comparison

The current volatility for PGIM Floating Rate Income ETF (PFRL) is 0.80%, while BondBloxx US High Yield Telecom Media Technology Sector ETF (XHYT) has a volatility of 1.77%. This indicates that PFRL experiences smaller price fluctuations and is considered to be less risky than XHYT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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