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PJBF vs. DIVD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PJBF vs. DIVD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Better Future ETF (PJBF) and Altrius Global Dividend ETF (DIVD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PJBF

1D
0.00%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*

DIVD

1D
1.13%
1M
2.02%
6M
11.24%
YTD
15.56%
1Y
26.02%
3Y*
17.29%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PJBF vs. DIVD - Yearly Performance Comparison


PJBF vs. DIVD - Sectors Allocation Comparison


Sectors
PJBF
DIVD

Technology

40.0%
4.4%

Industrials

16.5%
13.4%

Consumer Cyclical

13.8%
4.4%

Communication Services

11.5%
3.3%

Healthcare

11.5%
20.8%

Financial Services

2.5%
20.4%

Consumer Defensive

2.3%
18.3%

Utilities

2.0%

-

Basic Materials

-

4.6%

Energy

-

7.8%

Real Estate

-

1.4%

Technology

PJBF
40.0%
DIVD
4.4%

Industrials

PJBF
16.5%
DIVD
13.4%

Consumer Cyclical

PJBF
13.8%
DIVD
4.4%

Communication Services

PJBF
11.5%
DIVD
3.3%

Healthcare

PJBF
11.5%
DIVD
20.8%

Financial Services

PJBF
2.5%
DIVD
20.4%

Consumer Defensive

PJBF
2.3%
DIVD
18.3%

Utilities

PJBF
2.0%
DIVD

-

Basic Materials

PJBF

-

DIVD
4.6%

Energy

PJBF

-

DIVD
7.8%

Real Estate

PJBF

-

DIVD
1.4%

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Return for Risk

PJBF vs. DIVD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PJBF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DIVD
DIVD Risk / Return Rank: 8787
Overall Rank
DIVD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DIVD Sortino Ratio Rank: 8989
Sortino Ratio Rank
DIVD Omega Ratio Rank: 8686
Omega Ratio Rank
DIVD Calmar Ratio Rank: 8787
Calmar Ratio Rank
DIVD Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PJBF vs. DIVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Better Future ETF (PJBF) and Altrius Global Dividend ETF (DIVD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PJBFDIVDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

3.90

Martin ratioReturn relative to average drawdown

14.32

PJBF vs. DIVD - Sharpe Ratio Comparison


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Drawdowns

PJBF vs. DIVD - Drawdown Comparison

The maximum PJBF drawdown since its inception was 0.00%, smaller than the maximum DIVD drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for PJBF and DIVD.


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Drawdown Indicators


PJBFDIVDDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-13.88%

+13.88%

Max Drawdown (1Y)

Largest decline over 1 year

-6.70%

Max Drawdown (3Y)

Largest decline over 3 years

-13.88%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

0.00%

-2.18%

+2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

Volatility

PJBF vs. DIVD - Volatility Comparison


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Volatility by Period


PJBFDIVDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

Volatility (6M)

Calculated over the trailing 6-month period

8.46%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

11.35%

-11.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

13.21%

-13.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

13.21%

-13.21%

PJBF vs. DIVD - Expense Ratio Comparison

PJBF has a 0.59% expense ratio, which is higher than DIVD's 0.49% expense ratio.


Dividends

PJBF vs. DIVD - Dividend Comparison

PJBF has not paid dividends to shareholders, while DIVD's dividend yield for the trailing twelve months is around 2.68%.


PositionTTM2025202420232022
DIVD
Altrius Global Dividend ETF
2.68%2.86%3.39%2.96%0.60%
PJBF
PGIM Jennison Better Future ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, DIVD is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DIVD is cheaper with a 0.49% expense ratio, compared with 0.59% for PJBF.

DIVD has the higher dividend yield at 2.68%, compared with 0.00% for PJBF.

They also come from different issuers: PGIM and Altrius. Their fees differ too: 0.59% for PJBF and 0.49% for DIVD.

Portfolio Optimizer

Find the right allocation for PJBF and DIVD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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