PJBF vs. AADR

In the year-to-date period, PJBF achieves a -2.83% return, which is significantly lower than AADR's 12.43% return.

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PJBF has a 0.59% expense ratio, which is lower than AADR's 1.10% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Better Future ETF (PJBF) and AdvisorShares Dorsey Wright ADR ETF (AADR). 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.

The current PJBF Sharpe Ratio is 0.03, which is lower than the AADR Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of PJBF and AADR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PJBF's dividend yield for the trailing twelve months is around 0.16%, less than AADR's 1.18% yield.

The maximum PJBF drawdown since its inception was -25.67%, smaller than the maximum AADR drawdown of -45.01%. Use the drawdown chart below to compare losses from any high point for PJBF and AADR.

The current volatility for PGIM Jennison Better Future ETF (PJBF) is 4.66%, while AdvisorShares Dorsey Wright ADR ETF (AADR) has a volatility of 5.11%. This indicates that PJBF experiences smaller price fluctuations and is considered to be less risky than AADR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.