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PGAVX vs. PG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PGAVX and PG is 0.20, 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.


-0.50.00.51.00.2

Performance

PGAVX vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM ESG High Yield Fund (PGAVX) and The Procter & Gamble Company (PG). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
4.07%
-0.55%
PGAVX
PG

Key characteristics

Sharpe Ratio

PGAVX:

2.65

PG:

0.55

Sortino Ratio

PGAVX:

4.24

PG:

0.81

Omega Ratio

PGAVX:

1.68

PG:

1.11

Calmar Ratio

PGAVX:

4.52

PG:

0.75

Martin Ratio

PGAVX:

16.26

PG:

2.17

Ulcer Index

PGAVX:

0.63%

PG:

4.05%

Daily Std Dev

PGAVX:

3.90%

PG:

16.09%

Max Drawdown

PGAVX:

-16.80%

PG:

-54.23%

Current Drawdown

PGAVX:

-0.22%

PG:

-6.38%

Returns By Period

In the year-to-date period, PGAVX achieves a 1.42% return, which is significantly higher than PG's 0.35% return.


PGAVX

YTD

1.42%

1M

0.62%

6M

4.07%

1Y

10.44%

5Y*

N/A

10Y*

N/A

PG

YTD

0.35%

1M

4.03%

6M

-0.55%

1Y

6.82%

5Y*

8.38%

10Y*

10.01%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PGAVX vs. PG — Risk-Adjusted Performance Rank

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

PGAVX
The Risk-Adjusted Performance Rank of PGAVX is 9393
Overall Rank
The Sharpe Ratio Rank of PGAVX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of PGAVX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of PGAVX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of PGAVX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of PGAVX is 9393
Martin Ratio Rank

PG
The Risk-Adjusted Performance Rank of PG is 6363
Overall Rank
The Sharpe Ratio Rank of PG is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of PG is 5454
Sortino Ratio Rank
The Omega Ratio Rank of PG is 5555
Omega Ratio Rank
The Calmar Ratio Rank of PG is 7474
Calmar Ratio Rank
The Martin Ratio Rank of PG is 6767
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.

PGAVX vs. PG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM ESG High Yield Fund (PGAVX) and The Procter & Gamble Company (PG). 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.


Sharpe ratio
The chart of Sharpe ratio for PGAVX, currently valued at 2.65, compared to the broader market-1.000.001.002.003.004.002.650.55
The chart of Sortino ratio for PGAVX, currently valued at 4.24, compared to the broader market0.002.004.006.008.0010.0012.004.240.81
The chart of Omega ratio for PGAVX, currently valued at 1.68, compared to the broader market1.002.003.004.001.681.11
The chart of Calmar ratio for PGAVX, currently valued at 4.52, compared to the broader market0.005.0010.0015.0020.004.520.75
The chart of Martin ratio for PGAVX, currently valued at 16.26, compared to the broader market0.0020.0040.0060.0080.0016.262.17
PGAVX
PG

The current PGAVX Sharpe Ratio is 2.65, which is higher than the PG Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of PGAVX and PG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
2.65
0.55
PGAVX
PG

Dividends

PGAVX vs. PG - Dividend Comparison

PGAVX's dividend yield for the trailing twelve months is around 6.76%, more than PG's 2.41% yield.


TTM20242023202220212020201920182017201620152014
PGAVX
PGIM ESG High Yield Fund
6.76%6.87%6.28%6.14%0.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PG
The Procter & Gamble Company
2.41%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%

Drawdowns

PGAVX vs. PG - Drawdown Comparison

The maximum PGAVX drawdown since its inception was -16.80%, smaller than the maximum PG drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for PGAVX and PG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.22%
-6.38%
PGAVX
PG

Volatility

PGAVX vs. PG - Volatility Comparison

The current volatility for PGIM ESG High Yield Fund (PGAVX) is 0.66%, while The Procter & Gamble Company (PG) has a volatility of 7.43%. This indicates that PGAVX experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
0.66%
7.43%
PGAVX
PG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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