PJBF vs. FGD
Compare and contrast key facts about PGIM Jennison Better Future ETF (PJBF) and First Trust Dow Jones Global Select Dividend Index Fund (FGD).
PJBF and FGD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PJBF is an actively managed fund by PGIM. It was launched on Dec 14, 2023. FGD is a passively managed fund by First Trust that tracks the performance of the Dow Jones Global Select Dividend Index. It was launched on Nov 21, 2007.
Performance
PJBF vs. FGD - Performance Comparison
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PJBF vs. FGD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
PJBF PGIM Jennison Better Future ETF | -11.38% | 5.13% | 19.91% | -0.80% |
FGD First Trust Dow Jones Global Select Dividend Index Fund | 5.86% | 44.42% | 5.71% | 1.60% |
Returns By Period
In the year-to-date period, PJBF achieves a -11.38% return, which is significantly lower than FGD's 5.86% return.
PJBF
- 1D
- 4.21%
- 1M
- -5.84%
- YTD
- -11.38%
- 6M
- -10.75%
- 1Y
- 5.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FGD
- 1D
- 2.21%
- 1M
- -5.56%
- YTD
- 5.86%
- 6M
- 13.83%
- 1Y
- 39.89%
- 3Y*
- 20.04%
- 5Y*
- 11.06%
- 10Y*
- 9.62%
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PJBF vs. FGD - Expense Ratio Comparison
Both PJBF and FGD have an expense ratio of 0.59%.
Return for Risk
PJBF vs. FGD — Risk / Return Rank
PJBF
FGD
PJBF vs. FGD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Better Future ETF (PJBF) and First Trust Dow Jones Global Select Dividend Index Fund (FGD). 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.
| PJBF | FGD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.23 | 2.66 | -2.43 |
Sortino ratioReturn per unit of downside risk | 0.49 | 3.49 | -3.00 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.52 | -0.46 |
Calmar ratioReturn relative to maximum drawdown | 0.24 | 3.75 | -3.51 |
Martin ratioReturn relative to average drawdown | 0.80 | 14.43 | -13.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PJBF | FGD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 2.66 | -2.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.75 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.25 | -0.03 |
Correlation
The correlation between PJBF and FGD is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PJBF vs. FGD - Dividend Comparison
PJBF's dividend yield for the trailing twelve months is around 0.27%, less than FGD's 5.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PJBF PGIM Jennison Better Future ETF | 0.27% | 0.24% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FGD First Trust Dow Jones Global Select Dividend Index Fund | 5.34% | 5.62% | 5.87% | 6.44% | 5.74% | 5.35% | 6.17% | 5.19% | 5.88% | 4.01% | 4.36% | 5.07% |
Drawdowns
PJBF vs. FGD - Drawdown Comparison
The maximum PJBF drawdown since its inception was -25.67%, smaller than the maximum FGD drawdown of -68.05%. Use the drawdown chart below to compare losses from any high point for PJBF and FGD.
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Drawdown Indicators
| PJBF | FGD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.67% | -68.05% | +42.38% |
Max Drawdown (1Y)Largest decline over 1 year | -18.41% | -10.51% | -7.90% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.68% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.84% | — |
Current DrawdownCurrent decline from peak | -14.98% | -6.66% | -8.32% |
Average DrawdownAverage peak-to-trough decline | -5.43% | -12.67% | +7.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.50% | 2.73% | +2.77% |
Volatility
PJBF vs. FGD - Volatility Comparison
PGIM Jennison Better Future ETF (PJBF) has a higher volatility of 8.67% compared to First Trust Dow Jones Global Select Dividend Index Fund (FGD) at 6.62%. This indicates that PJBF's price experiences larger fluctuations and is considered to be riskier than FGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PJBF | FGD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.67% | 6.62% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 14.98% | 10.04% | +4.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.29% | 15.05% | +7.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.31% | 14.92% | +6.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.31% | 18.29% | +3.02% |