PortfoliosLab logoPortfoliosLab logo
PJBF vs. VMOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PJBF vs. VMOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Better Future ETF (PJBF) and Alpha Architect Value Momentum Trend ETF (VMOT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


PJBF

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

VMOT

1D
-0.91%
1M
-2.89%
6M
6.19%
YTD
12.83%
1Y
27.84%
3Y*
16.28%
5Y*
6.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PJBF vs. VMOT - Yearly Performance Comparison


PJBF vs. VMOT - Sectors Allocation Comparison


Sectors
PJBF
VMOT

Technology

40.0%
11.4%

Industrials

16.5%
19.9%

Consumer Cyclical

13.8%
18.8%

Communication Services

11.5%
7.3%

Healthcare

11.5%
8.4%

Financial Services

2.5%
8.1%

Consumer Defensive

2.3%
8.5%

Utilities

2.0%
3.3%

Basic Materials

-

5.1%

Energy

-

8.6%

Real Estate

-

0.6%

Technology

PJBF
40.0%
VMOT
11.4%

Industrials

PJBF
16.5%
VMOT
19.9%

Consumer Cyclical

PJBF
13.8%
VMOT
18.8%

Communication Services

PJBF
11.5%
VMOT
7.3%

Healthcare

PJBF
11.5%
VMOT
8.4%

Financial Services

PJBF
2.5%
VMOT
8.1%

Consumer Defensive

PJBF
2.3%
VMOT
8.5%

Utilities

PJBF
2.0%
VMOT
3.3%

Basic Materials

PJBF

-

VMOT
5.1%

Energy

PJBF

-

VMOT
8.6%

Real Estate

PJBF

-

VMOT
0.6%

Compare stocks, funds, or ETFs

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


Return for Risk

PJBF vs. VMOT — 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.


VMOT
VMOT Risk / Return Rank: 6868
Overall Rank
VMOT Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VMOT Sortino Ratio Rank: 6868
Sortino Ratio Rank
VMOT Omega Ratio Rank: 6868
Omega Ratio Rank
VMOT Calmar Ratio Rank: 6565
Calmar Ratio Rank
VMOT Martin Ratio Rank: 7070
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. VMOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Better Future ETF (PJBF) and Alpha Architect Value Momentum Trend ETF (VMOT). 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.


PJBFVMOTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.58

Martin ratioReturn relative to average drawdown

10.01

PJBF vs. VMOT - Sharpe Ratio Comparison


Loading charts...

Drawdowns

PJBF vs. VMOT - Drawdown Comparison

The maximum PJBF drawdown since its inception was 0.00%, smaller than the maximum VMOT drawdown of -34.71%. Use the drawdown chart below to compare losses from any high point for PJBF and VMOT.


Loading charts...

Drawdown Indicators


PJBFVMOTDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-34.71%

+34.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.85%

Max Drawdown (3Y)

Largest decline over 3 years

-20.23%

Max Drawdown (5Y)

Largest decline over 5 years

-23.73%

Current Drawdown

Current decline from peak

0.00%

-4.33%

+4.33%

Average Drawdown

Average peak-to-trough decline

0.00%

-13.18%

+13.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

Volatility

PJBF vs. VMOT - Volatility Comparison


Loading charts...

Volatility by Period


PJBFVMOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

Volatility (6M)

Calculated over the trailing 6-month period

13.77%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

16.05%

-16.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

15.76%

-15.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

14.93%

-14.93%

PJBF vs. VMOT - Expense Ratio Comparison

PJBF has a 0.59% expense ratio, which is lower than VMOT's 1.75% expense ratio.


Dividends

PJBF vs. VMOT - Dividend Comparison

PJBF has not paid dividends to shareholders, while VMOT's dividend yield for the trailing twelve months is around 1.82%.


PositionTTM202520242023202220212020201920182017
PJBF
PGIM Jennison Better Future ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VMOT
Alpha Architect Value Momentum Trend ETF
1.82%2.05%2.54%4.13%2.24%0.82%0.00%1.76%0.93%0.81%

Frequently Asked Questions


On fees, PJBF is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PJBF is cheaper with a 0.59% expense ratio, compared with 1.75% for VMOT.

VMOT has the higher dividend yield at 1.82%, compared with 0.00% for PJBF.

PJBF is categorized as Global Equities, while VMOT is Momentum. They also come from different issuers: PGIM and Alpha Architect. Their fees differ too: 0.59% for PJBF and 1.75% for VMOT.

Portfolio Optimizer

Find the right allocation for PJBF and VMOT

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

Open Portfolio Optimizer