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

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.


-0.50.00.51.00.1

Performance

PHYL vs. FNGR - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
34.95%
-67.58%
PHYL
FNGR

Key characteristics

Sharpe Ratio

PHYL:

2.16

FNGR:

-0.79

Sortino Ratio

PHYL:

3.08

FNGR:

-1.12

Omega Ratio

PHYL:

1.40

FNGR:

0.85

Calmar Ratio

PHYL:

3.61

FNGR:

-0.77

Martin Ratio

PHYL:

13.24

FNGR:

-1.65

Ulcer Index

PHYL:

0.66%

FNGR:

43.35%

Daily Std Dev

PHYL:

4.05%

FNGR:

91.22%

Max Drawdown

PHYL:

-22.06%

FNGR:

-97.86%

Current Drawdown

PHYL:

-1.24%

FNGR:

-93.31%

Returns By Period

In the year-to-date period, PHYL achieves a 8.16% return, which is significantly higher than FNGR's -73.38% return.


PHYL

YTD

8.16%

1M

-0.31%

6M

5.06%

1Y

8.33%

5Y*

3.86%

10Y*

N/A

FNGR

YTD

-73.38%

1M

-43.98%

6M

-61.65%

1Y

-71.99%

5Y*

5.24%

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for PHYL, currently valued at 2.16, compared to the broader market0.002.004.002.16-0.79
The chart of Sortino ratio for PHYL, currently valued at 3.08, compared to the broader market-2.000.002.004.006.008.0010.003.08-1.12
The chart of Omega ratio for PHYL, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.400.85
The chart of Calmar ratio for PHYL, currently valued at 3.61, compared to the broader market0.005.0010.0015.003.61-0.77
The chart of Martin ratio for PHYL, currently valued at 13.24, compared to the broader market0.0020.0040.0060.0080.00100.0013.24-1.65
PHYL
FNGR

The current PHYL Sharpe Ratio is 2.16, which is higher than the FNGR Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of PHYL and FNGR, 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.16
-0.79
PHYL
FNGR

Dividends

PHYL vs. FNGR - Dividend Comparison

PHYL's dividend yield for the trailing twelve months is around 8.28%, while FNGR has not paid dividends to shareholders.


TTM202320222021202020192018
PHYL
PGIM Active High Yield Bond ETF
8.28%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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.24%
-93.31%
PHYL
FNGR

Volatility

PHYL vs. FNGR - Volatility Comparison

The current volatility for PGIM Active High Yield Bond ETF (PHYL) is 1.20%, while FingerMotion Inc (FNGR) has a volatility of 65.35%. 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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
1.20%
65.35%
PHYL
FNGR
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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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