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PHYL vs. BUL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PHYL and BUL is 0.58, 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.


-0.50.00.51.00.6

Performance

PHYL vs. BUL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Active High Yield Bond ETF (PHYL) and Pacer US Cash Cows Growth ETF (BUL). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
28.56%
98.29%
PHYL
BUL

Key characteristics

Sharpe Ratio

PHYL:

2.16

BUL:

1.83

Sortino Ratio

PHYL:

3.08

BUL:

2.48

Omega Ratio

PHYL:

1.40

BUL:

1.30

Calmar Ratio

PHYL:

3.61

BUL:

1.88

Martin Ratio

PHYL:

13.24

BUL:

11.99

Ulcer Index

PHYL:

0.66%

BUL:

2.71%

Daily Std Dev

PHYL:

4.05%

BUL:

17.74%

Max Drawdown

PHYL:

-22.06%

BUL:

-37.08%

Current Drawdown

PHYL:

-1.24%

BUL:

-6.98%

Returns By Period

In the year-to-date period, PHYL achieves a 8.16% return, which is significantly lower than BUL's 29.12% return.


PHYL

YTD

8.16%

1M

-0.31%

6M

5.06%

1Y

8.33%

5Y*

3.86%

10Y*

N/A

BUL

YTD

29.12%

1M

-1.18%

6M

10.52%

1Y

30.31%

5Y*

13.58%

10Y*

N/A

Compare stocks, funds, or ETFs

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


PHYL vs. BUL - Expense Ratio Comparison

PHYL has a 0.53% expense ratio, which is lower than BUL's 0.60% expense ratio.


BUL
Pacer US Cash Cows Growth ETF
Expense ratio chart for BUL: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for PHYL: current value at 0.53% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.53%

Risk-Adjusted Performance

PHYL vs. BUL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Active High Yield Bond ETF (PHYL) and Pacer US Cash Cows Growth ETF (BUL). 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 PHYL, currently valued at 2.16, compared to the broader market0.002.004.002.161.83
The chart of Sortino ratio for PHYL, currently valued at 3.08, compared to the broader market-2.000.002.004.006.008.0010.003.082.48
The chart of Omega ratio for PHYL, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.30
The chart of Calmar ratio for PHYL, currently valued at 3.61, compared to the broader market0.005.0010.0015.003.611.88
The chart of Martin ratio for PHYL, currently valued at 13.24, compared to the broader market0.0020.0040.0060.0080.00100.0013.2411.99
PHYL
BUL

The current PHYL Sharpe Ratio is 2.16, which is comparable to the BUL Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of PHYL and BUL, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.16
1.83
PHYL
BUL

Dividends

PHYL vs. BUL - Dividend Comparison

PHYL's dividend yield for the trailing twelve months is around 8.28%, more than BUL's 0.73% yield.


TTM202320222021202020192018
PHYL
PGIM Active High Yield Bond ETF
8.28%7.62%6.55%6.13%7.51%7.30%1.79%
BUL
Pacer US Cash Cows Growth ETF
0.73%2.11%0.66%0.08%0.69%0.81%0.00%

Drawdowns

PHYL vs. BUL - Drawdown Comparison

The maximum PHYL drawdown since its inception was -22.06%, smaller than the maximum BUL drawdown of -37.08%. Use the drawdown chart below to compare losses from any high point for PHYL and BUL. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.24%
-6.98%
PHYL
BUL

Volatility

PHYL vs. BUL - Volatility Comparison

The current volatility for PGIM Active High Yield Bond ETF (PHYL) is 1.20%, while Pacer US Cash Cows Growth ETF (BUL) has a volatility of 6.05%. This indicates that PHYL experiences smaller price fluctuations and is considered to be less risky than BUL 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%JulyAugustSeptemberOctoberNovemberDecember
1.20%
6.05%
PHYL
BUL
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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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