PHYL vs. BULZ
Compare and contrast key facts about PGIM Active High Yield Bond ETF (PHYL) and MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ).
PHYL and BULZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PHYL is an actively managed fund by Prudential. It was launched on Sep 24, 2018. BULZ is a passively managed fund by BMO Financial Group that tracks the performance of the Solactive FANG Innovation. It was launched on Aug 17, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHYL or BULZ.
Key characteristics
| PHYL | BULZ | |
|---|---|---|
| YTD Return | 8.83% | 67.17% |
| 1Y Return | 15.63% | 121.79% |
| 3Y Return (Ann) | 2.74% | -18.22% |
| Sharpe Ratio | 3.69 | 1.99 |
| Sortino Ratio | 5.91 | 2.30 |
| Omega Ratio | 1.78 | 1.31 |
| Calmar Ratio | 2.22 | 1.81 |
| Martin Ratio | 25.53 | 7.06 |
| Ulcer Index | 0.64% | 19.85% |
| Daily Std Dev | 4.38% | 70.13% |
| Max Drawdown | -22.06% | -94.44% |
| Current Drawdown | -0.06% | -49.18% |
Correlation
The correlation between PHYL and BULZ is 0.53, 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
PHYL vs. BULZ - Performance Comparison
In the year-to-date period, PHYL achieves a 8.83% return, which is significantly lower than BULZ's 67.17% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PHYL vs. BULZ - Expense Ratio Comparison
PHYL has a 0.53% expense ratio, which is lower than BULZ's 0.95% expense ratio.
Risk-Adjusted Performance
PHYL vs. BULZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Active High Yield Bond ETF (PHYL) and MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (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.
Dividends
PHYL vs. BULZ - Dividend Comparison
PHYL's dividend yield for the trailing twelve months is around 8.16%, while BULZ has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
PHYL PGIM Active High Yield Bond ETF | 8.16% | 7.62% | 6.55% | 6.13% | 7.51% | 7.30% | 1.79% |
BULZ MicroSectors Solactive FANG & Innovation 3X Leveraged ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PHYL vs. BULZ - Drawdown Comparison
The maximum PHYL drawdown since its inception was -22.06%, 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. For additional features, visit the drawdowns tool.
Volatility
PHYL vs. BULZ - Volatility Comparison
The current volatility for PGIM Active High Yield Bond ETF (PHYL) is 1.03%, while MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) has a volatility of 21.69%. 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.