PHYL vs. FNGR
Compare and contrast key facts about PGIM Active High Yield Bond ETF (PHYL) and FingerMotion Inc (FNGR).
PHYL is an actively managed fund by Prudential. It was launched on Sep 24, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHYL or FNGR.
Key characteristics
| PHYL | FNGR | |
|---|---|---|
| YTD Return | 8.83% | -47.51% |
| 1Y Return | 15.63% | -53.63% |
| 3Y Return (Ann) | 2.74% | -32.96% |
| 5Y Return (Ann) | 4.55% | 5.08% |
| Sharpe Ratio | 3.69 | -0.67 |
| Sortino Ratio | 5.91 | -0.83 |
| Omega Ratio | 1.78 | 0.91 |
| Calmar Ratio | 2.22 | -0.60 |
| Martin Ratio | 25.53 | -1.11 |
| Ulcer Index | 0.64% | 48.26% |
| Daily Std Dev | 4.38% | 79.43% |
| Max Drawdown | -22.06% | -97.86% |
| Current Drawdown | -0.06% | -86.81% |
Correlation
The correlation between PHYL and FNGR is 0.11, 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.
Performance
PHYL vs. FNGR - Performance Comparison
In the year-to-date period, PHYL achieves a 8.83% return, which is significantly higher than FNGR's -47.51% 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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Risk-Adjusted Performance
PHYL vs. FNGR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Active High Yield Bond ETF (PHYL) and FingerMotion Inc (FNGR). 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. FNGR - Dividend Comparison
PHYL's dividend yield for the trailing twelve months is around 8.16%, while FNGR 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% |
FNGR FingerMotion Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PHYL vs. FNGR - Drawdown Comparison
The maximum PHYL drawdown since its inception was -22.06%, smaller than the maximum FNGR drawdown of -97.86%. Use the drawdown chart below to compare losses from any high point for PHYL and FNGR. For additional features, visit the drawdowns tool.
Volatility
PHYL vs. FNGR - Volatility Comparison
The current volatility for PGIM Active High Yield Bond ETF (PHYL) is 1.03%, while FingerMotion Inc (FNGR) has a volatility of 20.60%. This indicates that PHYL experiences smaller price fluctuations and is considered to be less risky than FNGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.