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PHYL vs. BULZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHYL vs. BULZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Active High Yield Bond ETF (PHYL) and MicroSectors FANG & Innovation 3X Leveraged ETNs (BULZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PHYL achieves a 1.60% return, which is significantly lower than BULZ's 42.05% return.


PHYL

1D
-0.01%
1M
0.35%
YTD
1.60%
6M
1.84%
1Y
6.59%
3Y*
9.30%
5Y*
4.00%
10Y*

BULZ

1D
-11.88%
1M
-15.57%
YTD
42.05%
6M
35.20%
1Y
135.83%
3Y*
74.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHYL vs. BULZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PHYL
PGIM Active High Yield Bond ETF
1.60%9.65%8.45%11.91%-11.80%1.87%
BULZ
MicroSectors FANG & Innovation 3X Leveraged ETNs
42.05%60.09%54.09%394.22%-92.26%9.17%

Correlation

The correlation between PHYL and BULZ is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2021

0.53

The correlation between PHYL and BULZ has been stable across timeframes, ranging from 0.49 to 0.53 - a consistent structural relationship.

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Return for Risk

PHYL vs. BULZ — Risk / Return Rank

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

PHYL
PHYL Risk / Return Rank: 6464
Overall Rank
PHYL Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PHYL Sortino Ratio Rank: 6868
Sortino Ratio Rank
PHYL Omega Ratio Rank: 7171
Omega Ratio Rank
PHYL Calmar Ratio Rank: 5454
Calmar Ratio Rank
PHYL Martin Ratio Rank: 6666
Martin Ratio Rank

BULZ
BULZ Risk / Return Rank: 4747
Overall Rank
BULZ Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
BULZ Sortino Ratio Rank: 4444
Sortino Ratio Rank
BULZ Omega Ratio Rank: 4545
Omega Ratio Rank
BULZ Calmar Ratio Rank: 5353
Calmar Ratio Rank
BULZ Martin Ratio Rank: 4242
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.

PHYL vs. BULZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Active High Yield Bond ETF (PHYL) and MicroSectors FANG & Innovation 3X Leveraged ETNs (BULZ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PHYLBULZDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.40

1.28

+0.12

Calmar ratioReturn relative to maximum drawdown

2.47

2.52

-0.05

Martin ratioReturn relative to average drawdown

11.23

6.50

+4.73

PHYL vs. BULZ - Sharpe Ratio Comparison

The current PHYL Sharpe Ratio is 1.98, which is comparable to the BULZ Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of PHYL and BULZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PHYL vs. BULZ - Drawdown Comparison

The maximum PHYL drawdown since its inception was -22.07%, smaller than the maximum BULZ drawdown of -94.44%. Use the drawdown chart below to compare losses from any high point for PHYL and BULZ.


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Drawdown Indicators


PHYLBULZDifference

Max Drawdown

Largest peak-to-trough decline

-22.07%

-94.44%

+72.37%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-54.22%

+51.54%

Max Drawdown (3Y)

Largest decline over 3 years

-4.53%

-67.96%

+63.43%

Max Drawdown (5Y)

Largest decline over 5 years

-16.11%

Current Drawdown

Current decline from peak

-0.30%

-33.07%

+32.77%

Average Drawdown

Average peak-to-trough decline

-3.05%

-58.02%

+54.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

20.98%

-20.39%

Volatility

PHYL vs. BULZ - Volatility Comparison

The current volatility for PGIM Active High Yield Bond ETF (PHYL) is 1.06%, while MicroSectors FANG & Innovation 3X Leveraged ETNs (BULZ) has a volatility of 35.31%. This indicates that PHYL experiences smaller price fluctuations and is considered to be less risky than BULZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHYLBULZDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

35.31%

-34.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

63.55%

-60.83%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

80.03%

-76.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.70%

91.84%

-86.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.64%

91.84%

-84.20%

PHYL vs. BULZ - Expense Ratio Comparison

PHYL has a 0.53% expense ratio, which is lower than BULZ's 0.95% expense ratio.


Dividends

PHYL vs. BULZ - Dividend Comparison

PHYL's dividend yield for the trailing twelve months is around 6.99%, while BULZ has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BULZ
MicroSectors FANG & Innovation 3X Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PHYL
PGIM Active High Yield Bond ETF
6.99%7.05%8.28%7.62%6.55%6.13%7.51%7.31%1.79%

Frequently Asked Questions


PHYL and BULZ have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BULZ has higher volatility (35.31%) compared to PHYL (1.06%). In terms of maximum drawdown, PHYL dropped -22.07% vs BULZ's -94.44%.

On 3-year performance, BULZ leads with 74.62% vs 9.30% for PHYL. On fees, PHYL is cheaper at 0.53% per year. On volatility, PHYL has been the lower-risk option at 1.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BULZ has performed better with a 74.62% return vs 9.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PHYL is cheaper with a 0.53% expense ratio, compared with 0.95% for BULZ.

PHYL has the higher dividend yield at 6.99%, compared with 0.00% for BULZ.

PHYL is categorized as High Yield Bonds, while BULZ is Leveraged Equities. They also come from different issuers: Prudential and BMO. Their fees differ too: 0.53% for PHYL and 0.95% for BULZ.

PHYL currently has the higher Sharpe Ratio (1.98 vs 1.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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Find the right allocation for PHYL and BULZ

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