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PJFG vs. BIBL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PJFG vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Focused Growth ETF (PJFG) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PJFG achieves a 1.35% return, which is significantly lower than BIBL's 24.57% return.


PJFG

1D
-1.43%
1M
-3.20%
YTD
1.35%
6M
0.28%
1Y
13.11%
3Y*
21.06%
5Y*
10Y*

BIBL

1D
-2.18%
1M
4.42%
YTD
24.57%
6M
23.10%
1Y
40.13%
3Y*
22.41%
5Y*
10.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PJFG vs. BIBL - Yearly Performance Comparison


2026 (YTD)2025202420232022
PJFG
PGIM Jennison Focused Growth ETF
1.35%16.94%31.59%54.23%-7.56%
BIBL
Inspire 100 ETF
24.57%17.27%12.49%17.87%-5.14%

Correlation

The correlation between PJFG and BIBL is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2022

0.68

The correlation between PJFG and BIBL shifts across timeframes, from 0.57 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.

PJFG vs. BIBL - Sectors Allocation Comparison


Sectors
PJFG
BIBL

Technology

50.6%
31.9%

Communication Services

18.7%

-

Consumer Cyclical

11.5%
0.3%

Healthcare

6.4%
4.1%

Industrials

5.3%
27.2%

Financial Services

3.2%
8.5%

Consumer Defensive

2.8%
0.4%

Utilities

1.5%
3.3%

Basic Materials

-

4.3%

Energy

-

6.0%

Real Estate

-

13.7%

Technology

PJFG
50.6%
BIBL
31.9%

Communication Services

PJFG
18.7%
BIBL

-

Consumer Cyclical

PJFG
11.5%
BIBL
0.3%

Healthcare

PJFG
6.4%
BIBL
4.1%

Industrials

PJFG
5.3%
BIBL
27.2%

Financial Services

PJFG
3.2%
BIBL
8.5%

Consumer Defensive

PJFG
2.8%
BIBL
0.4%

Utilities

PJFG
1.5%
BIBL
3.3%

Basic Materials

PJFG

-

BIBL
4.3%

Energy

PJFG

-

BIBL
6.0%

Real Estate

PJFG

-

BIBL
13.7%

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Return for Risk

PJFG vs. BIBL — Risk / Return Rank

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

PJFG
PJFG Risk / Return Rank: 2020
Overall Rank
PJFG Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PJFG Sortino Ratio Rank: 2121
Sortino Ratio Rank
PJFG Omega Ratio Rank: 2121
Omega Ratio Rank
PJFG Calmar Ratio Rank: 1717
Calmar Ratio Rank
PJFG Martin Ratio Rank: 2020
Martin Ratio Rank

BIBL
BIBL Risk / Return Rank: 8282
Overall Rank
BIBL Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 7878
Sortino Ratio Rank
BIBL Omega Ratio Rank: 7676
Omega Ratio Rank
BIBL Calmar Ratio Rank: 8686
Calmar Ratio Rank
BIBL Martin Ratio Rank: 8989
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.

PJFG vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Focused Growth ETF (PJFG) and Inspire 100 ETF (BIBL). 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.


PJFGBIBLDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-2.13

Omega ratioGain probability vs. loss probability

1.14

1.42

-0.28

Calmar ratioReturn relative to maximum drawdown

0.69

4.51

-3.82

Martin ratioReturn relative to average drawdown

2.13

19.18

-17.05

PJFG vs. BIBL - Sharpe Ratio Comparison

The current PJFG Sharpe Ratio is 0.74, which is lower than the BIBL Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of PJFG and BIBL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PJFG vs. BIBL - Drawdown Comparison

The maximum PJFG drawdown since its inception was -24.24%, smaller than the maximum BIBL drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for PJFG and BIBL.


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Drawdown Indicators


PJFGBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-24.24%

-36.12%

+11.88%

Max Drawdown (1Y)

Largest decline over 1 year

-19.00%

-8.94%

-10.06%

Max Drawdown (3Y)

Largest decline over 3 years

-24.24%

-20.60%

-3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-30.85%

Current Drawdown

Current decline from peak

-7.01%

-2.18%

-4.83%

Average Drawdown

Average peak-to-trough decline

-3.79%

-7.00%

+3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.16%

2.10%

+4.06%

Volatility

PJFG vs. BIBL - Volatility Comparison

PGIM Jennison Focused Growth ETF (PJFG) and Inspire 100 ETF (BIBL) have volatilities of 6.89% and 6.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PJFGBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

6.91%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.96%

13.67%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

17.77%

16.47%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.98%

19.76%

+1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.98%

21.11%

-0.13%

PJFG vs. BIBL - Expense Ratio Comparison

PJFG has a 0.75% expense ratio, which is higher than BIBL's 0.35% expense ratio.


Dividends

PJFG vs. BIBL - Dividend Comparison

PJFG has not paid dividends to shareholders, while BIBL's dividend yield for the trailing twelve months is around 0.95%.


PositionTTM202520242023202220212020201920182017
BIBL
Inspire 100 ETF
0.95%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%
PJFG
PGIM Jennison Focused Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PJFG and BIBL have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIBL has higher volatility (6.91%) compared to PJFG (6.89%). In terms of maximum drawdown, PJFG dropped -24.24% vs BIBL's -36.12%.

On 3-year performance, BIBL leads with 22.41% vs 21.06% for PJFG. On fees, BIBL is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BIBL has performed better with a 22.41% return vs 21.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIBL is cheaper with a 0.35% expense ratio, compared with 0.75% for PJFG.

BIBL has the higher dividend yield at 0.95%, compared with 0.00% for PJFG.

They also come from different issuers: PGIM and Inspire. Their fees differ too: 0.75% for PJFG and 0.35% for BIBL.

BIBL currently has the higher Sharpe Ratio (2.45 vs 0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PJFG and BIBL

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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