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

Key characteristics


PHYLFNGR
YTD Return1.48%-12.69%
1Y Return9.59%101.72%
3Y Return (Ann)1.02%-23.09%
5Y Return (Ann)3.94%-11.30%
Sharpe Ratio1.700.77
Daily Std Dev5.63%120.38%
Max Drawdown-22.06%-97.86%
Current Drawdown-0.60%-78.06%

Correlation

-0.50.00.51.00.1

The correlation between PHYL and FNGR is 0.10, 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 1.48% return, which is significantly higher than FNGR's -12.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%60.00%December2024FebruaryMarchAprilMay
26.62%
6.36%
PHYL
FNGR

Compare stocks, funds, or ETFs

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


PGIM Active High Yield Bond ETF

FingerMotion Inc

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.


PHYL
Sharpe ratio
The chart of Sharpe ratio for PHYL, currently valued at 1.70, compared to the broader market0.002.004.001.70
Sortino ratio
The chart of Sortino ratio for PHYL, currently valued at 2.60, compared to the broader market-2.000.002.004.006.008.0010.002.60
Omega ratio
The chart of Omega ratio for PHYL, currently valued at 1.32, compared to the broader market0.501.001.502.002.501.32
Calmar ratio
The chart of Calmar ratio for PHYL, currently valued at 0.98, compared to the broader market0.002.004.006.008.0010.0012.0014.000.98
Martin ratio
The chart of Martin ratio for PHYL, currently valued at 7.86, compared to the broader market0.0020.0040.0060.0080.007.86
FNGR
Sharpe ratio
The chart of Sharpe ratio for FNGR, currently valued at 0.77, compared to the broader market0.002.004.000.77
Sortino ratio
The chart of Sortino ratio for FNGR, currently valued at 1.83, compared to the broader market-2.000.002.004.006.008.0010.001.83
Omega ratio
The chart of Omega ratio for FNGR, currently valued at 1.22, compared to the broader market0.501.001.502.002.501.22
Calmar ratio
The chart of Calmar ratio for FNGR, currently valued at 1.01, compared to the broader market0.002.004.006.008.0010.0012.0014.001.01
Martin ratio
The chart of Martin ratio for FNGR, currently valued at 2.00, compared to the broader market0.0020.0040.0060.0080.002.01

PHYL vs. FNGR - Sharpe Ratio Comparison

The current PHYL Sharpe Ratio is 1.70, which is higher than the FNGR Sharpe Ratio of 0.77. The chart below compares the 12-month rolling Sharpe Ratio of PHYL and FNGR.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
1.70
0.77
PHYL
FNGR

Dividends

PHYL vs. FNGR - Dividend Comparison

PHYL's dividend yield for the trailing twelve months is around 7.97%, while FNGR has not paid dividends to shareholders.


TTM202320222021202020192018
PHYL
PGIM Active High Yield Bond ETF
7.97%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.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-0.60%
-78.06%
PHYL
FNGR

Volatility

PHYL vs. FNGR - Volatility Comparison

The current volatility for PGIM Active High Yield Bond ETF (PHYL) is 1.17%, while FingerMotion Inc (FNGR) has a volatility of 25.96%. 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%5.00%10.00%15.00%20.00%25.00%30.00%35.00%December2024FebruaryMarchAprilMay
1.17%
25.96%
PHYL
FNGR